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Clockwise U.S. Core Equity ETF TIME

i

Market dataready · fetched 2026-11-12T00:44:53.216Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T23:30:00.002466467Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:44:52.864188+00:00

Share price$26.40
1D+0.0%
AH$26.42$26.42$26.43$26.44$26.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTIME
Sold putSold callAH

Clockwise U.S. Core Equity ETF options

Live interpolated TIME call and put midpoint premiums by absolute delta.Clockwise U.S. Core Equity ETF$0.33$0.52$0.71$0.90$1.09$24.57$25.50$26.44$27.37$28.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TIME spot · $26.40TIME PRICE$0.35$0.35$0.36$0.37$0.40$0.45$0.49$0.54$0.58$0.63$0.73$0.88$1.03$0.35$0.35$0.38$0.41$0.44$0.47$0.50$0.54$0.57$0.60$0.63$0.67$0.93
PutsExpensive1.76×
CallsExpensive2.09×
SkewBullish-1.81 pp
Implied moveBalanced±$1.00
TiltBullish2.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.6781.4%13.7%24.1573.0%9.8%
25Δ28.3260.5%8.6%25.0355.2%6.5%
30Δ27.6649.1%6.1%25.4048.5%5.2%
35Δ27.1740.4%4.3%25.7841.8%3.9%
40Δ26.8936.0%3.4%26.0536.9%3.0%
45Δ26.7333.9%2.9%26.1834.4%2.6%
50Δ26.5731.8%2.5%26.3131.9%2.2%
55Δ26.4029.7%2.0%26.4429.4%1.9%
60Δ26.2427.6%1.6%26.5726.9%1.5%
65Δ26.0825.5%1.1%26.7024.4%1.1%
70Δ25.9024.4%0.9%26.8321.9%0.8%
75Δ25.7124.1%0.7%26.9719.4%0.4%
80Δ25.5223.8%0.6%27.2621.2%0.2%

20Δ

Calls
Pseudo strike
29.67
IV
81.4%
B/E move
13.7%
Puts
Pseudo strike
24.15
IV
73.0%
B/E move
9.8%

25Δ

Calls
Pseudo strike
28.32
IV
60.5%
B/E move
8.6%
Puts
Pseudo strike
25.03
IV
55.2%
B/E move
6.5%

30Δ

Calls
Pseudo strike
27.66
IV
49.1%
B/E move
6.1%
Puts
Pseudo strike
25.40
IV
48.5%
B/E move
5.2%

35Δ

Calls
Pseudo strike
27.17
IV
40.4%
B/E move
4.3%
Puts
Pseudo strike
25.78
IV
41.8%
B/E move
3.9%

40Δ

Calls
Pseudo strike
26.89
IV
36.0%
B/E move
3.4%
Puts
Pseudo strike
26.05
IV
36.9%
B/E move
3.0%

45Δ

Calls
Pseudo strike
26.73
IV
33.9%
B/E move
2.9%
Puts
Pseudo strike
26.18
IV
34.4%
B/E move
2.6%

50Δ

Calls
Pseudo strike
26.57
IV
31.8%
B/E move
2.5%
Puts
Pseudo strike
26.31
IV
31.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
26.40
IV
29.7%
B/E move
2.0%
Puts
Pseudo strike
26.44
IV
29.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
26.24
IV
27.6%
B/E move
1.6%
Puts
Pseudo strike
26.57
IV
26.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
26.08
IV
25.5%
B/E move
1.1%
Puts
Pseudo strike
26.70
IV
24.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
25.90
IV
24.4%
B/E move
0.9%
Puts
Pseudo strike
26.83
IV
21.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
25.71
IV
24.1%
B/E move
0.7%
Puts
Pseudo strike
26.97
IV
19.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
25.52
IV
23.8%
B/E move
0.6%
Puts
Pseudo strike
27.26
IV
21.2%
B/E move
0.2%

Options history

IV · four-Friday blend19.68%
Daily EOD
TIME15.6%45.3%74.9%2026-10-19: 41.52%2026-10-20: 50.12%2026-10-21: 70.83%2026-10-22: 27.44%2026-10-23: 41.22%2026-10-26: 52.62%2026-10-27: 33.27%2026-10-28: 33.08%2026-10-29: 58.73%2026-10-30: 19.68%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.52%
50.12%
70.83%
27.44%
41.22%
52.62%
33.27%
33.08%
58.73%
19.68%