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Exchange Listed Funds Trust ETC Cabana Target Drawdown 10 ETF TDSC

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Market dataready · fetched 2026-10-22T21:28:42.853Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.18424878Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:28:40.658143+00:00

Share price$28.57
1D+0.1%
AH$28.52$28.53$28.54$28.55$28.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTDSC
Sold putSold callAH

Exchange Listed Funds Trust ETC Cabana Target Drawdown 10 ETF options

Live interpolated TDSC call and put midpoint premiums by absolute delta.Exchange Listed Funds Trust ETC Cabana Target Drawdown 10 ETF$0.52$0.81$1.09$1.38$1.66$25.74$27.22$28.70$30.19$31.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TDSC spot · $28.57TDSC PRICE$0.55$0.55$0.56$0.60$0.65$0.91$1.17$1.44$1.52$1.54$1.56$1.58$0.55$0.55$0.57$0.61$0.66$0.73$0.79$0.86$0.96$1.08$1.19$1.31$1.43
PutsExpensive3.08×
CallsExpensive4.32×
SkewBullish-3.46 pp
Implied moveBullish±$1.70
TiltBullish5.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.3557.0%13.2%
25Δ31.8049.2%13.3%26.5543.6%9.0%
30Δ30.5638.4%8.9%27.2835.9%6.5%
35Δ29.8331.6%6.4%27.7931.0%4.9%
40Δ29.4027.7%5.0%28.1527.9%3.8%
45Δ28.9824.4%3.7%28.4125.9%3.1%
50Δ28.6727.9%3.6%28.6724.0%2.4%
55Δ28.3731.5%3.4%28.9322.1%1.7%
60Δ28.0735.0%3.3%29.1421.0%1.3%
65Δ27.8733.2%2.9%29.3420.1%1.1%
70Δ27.7029.7%2.3%29.5319.3%0.8%
75Δ27.5226.3%1.8%29.7318.5%0.5%
80Δ27.3522.8%1.3%29.9217.7%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.35
IV
57.0%
B/E move
13.2%

25Δ

Calls
Pseudo strike
31.80
IV
49.2%
B/E move
13.3%
Puts
Pseudo strike
26.55
IV
43.6%
B/E move
9.0%

30Δ

Calls
Pseudo strike
30.56
IV
38.4%
B/E move
8.9%
Puts
Pseudo strike
27.28
IV
35.9%
B/E move
6.5%

35Δ

Calls
Pseudo strike
29.83
IV
31.6%
B/E move
6.4%
Puts
Pseudo strike
27.79
IV
31.0%
B/E move
4.9%

40Δ

Calls
Pseudo strike
29.40
IV
27.7%
B/E move
5.0%
Puts
Pseudo strike
28.15
IV
27.9%
B/E move
3.8%

45Δ

Calls
Pseudo strike
28.98
IV
24.4%
B/E move
3.7%
Puts
Pseudo strike
28.41
IV
25.9%
B/E move
3.1%

50Δ

Calls
Pseudo strike
28.67
IV
27.9%
B/E move
3.6%
Puts
Pseudo strike
28.67
IV
24.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
28.37
IV
31.5%
B/E move
3.4%
Puts
Pseudo strike
28.93
IV
22.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
28.07
IV
35.0%
B/E move
3.3%
Puts
Pseudo strike
29.14
IV
21.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
27.87
IV
33.2%
B/E move
2.9%
Puts
Pseudo strike
29.34
IV
20.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
27.70
IV
29.7%
B/E move
2.3%
Puts
Pseudo strike
29.53
IV
19.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
27.52
IV
26.3%
B/E move
1.8%
Puts
Pseudo strike
29.73
IV
18.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
27.35
IV
22.8%
B/E move
1.3%
Puts
Pseudo strike
29.92
IV
17.7%
B/E move
0.2%

Options history

No recorded observations