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Clockwise U.S. Core Equity ETF TIME

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Market datapartial · fetched 2026-10-22T22:54:03.318Z

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 · 2026-10-22T22:30:00.00368349Z

FundamentalsAlpha Vantage · unavailable

Share price$27.34
1D-0.5%
AH$27.35$27.39$27.44$27.48$27.525:30 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$0.38$0.76$1.13$1.51$1.88$24.98$26.21$27.45$28.68$29.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TIME spot · $27.34TIME PRICE$0.42$0.42$0.44$0.48$0.53$0.59$0.66$0.73$0.79$0.96$1.20$1.45$1.77$0.44$0.46$0.50$0.54$0.58$0.62$0.66$0.70$0.74$0.78$0.89$1.07$1.26
PutsExpensive1.41×
CallsExpensive1.60×
SkewBullish-2.78 pp
Implied moveBalanced±$1.32
TiltBullish6.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.5053.2%16.8%24.6648.5%11.4%
25Δ29.7839.4%10.5%25.6038.9%8.1%
30Δ28.8831.5%7.2%26.2132.8%6.0%
35Δ28.4428.2%5.8%26.6129.0%4.6%
40Δ28.0024.9%4.3%27.0125.3%3.3%
45Δ27.7723.7%3.8%27.1923.4%2.8%
50Δ27.5522.4%3.2%27.3721.6%2.3%
55Δ27.3321.2%2.6%27.5519.7%1.8%
60Δ27.1019.9%2.0%27.7317.9%1.3%
65Δ26.8420.1%1.7%27.9016.0%0.8%
70Δ26.5421.6%1.5%28.1115.1%0.4%
75Δ26.2423.2%1.3%28.3315.1%0.3%
80Δ25.8725.4%1.1%28.5515.1%0.2%

20Δ

Calls
Pseudo strike
31.50
IV
53.2%
B/E move
16.8%
Puts
Pseudo strike
24.66
IV
48.5%
B/E move
11.4%

25Δ

Calls
Pseudo strike
29.78
IV
39.4%
B/E move
10.5%
Puts
Pseudo strike
25.60
IV
38.9%
B/E move
8.1%

30Δ

Calls
Pseudo strike
28.88
IV
31.5%
B/E move
7.2%
Puts
Pseudo strike
26.21
IV
32.8%
B/E move
6.0%

35Δ

Calls
Pseudo strike
28.44
IV
28.2%
B/E move
5.8%
Puts
Pseudo strike
26.61
IV
29.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
28.00
IV
24.9%
B/E move
4.3%
Puts
Pseudo strike
27.01
IV
25.3%
B/E move
3.3%

45Δ

Calls
Pseudo strike
27.77
IV
23.7%
B/E move
3.8%
Puts
Pseudo strike
27.19
IV
23.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
27.55
IV
22.4%
B/E move
3.2%
Puts
Pseudo strike
27.37
IV
21.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
27.33
IV
21.2%
B/E move
2.6%
Puts
Pseudo strike
27.55
IV
19.7%
B/E move
1.8%

60Δ

Calls
Pseudo strike
27.10
IV
19.9%
B/E move
2.0%
Puts
Pseudo strike
27.73
IV
17.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
26.84
IV
20.1%
B/E move
1.7%
Puts
Pseudo strike
27.90
IV
16.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
26.54
IV
21.6%
B/E move
1.5%
Puts
Pseudo strike
28.11
IV
15.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
26.24
IV
23.2%
B/E move
1.3%
Puts
Pseudo strike
28.33
IV
15.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
25.87
IV
25.4%
B/E move
1.1%
Puts
Pseudo strike
28.55
IV
15.1%
B/E move
0.2%

Options history

No recorded observations