IntraAlpha
Create free account Start free

Clockwise U.S. Core Equity ETF TIME

i

Market datapartial · fetched 2026-10-22T17:47:28.548Z

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 · 2026-10-22T17:22:18.112806694Z

FundamentalsAlpha Vantage · unavailable

Share price$27.36
1D-0.5%
$27.35$27.39$27.44$27.48$27.525:30 AM6:30 AM9:00 AM1:00 PMTIME
Sold putSold call

Clockwise U.S. Core Equity ETF options

Live interpolated TIME call and put midpoint premiums by absolute delta.Clockwise U.S. Core Equity ETF$0.55$0.97$1.40$1.82$2.24$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETIME PRICE$1.00$1.21$1.43$1.65$0.60$0.79$0.98$1.17$1.36$1.55$1.74$1.93$2.12
PutsExpensive1.37×
CallsExpensive1.31×
SkewBearish+1.61 pp
Implied move——
TiltBearish39.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ27.0325.5%3.4%
45Δ27.3225.1%3.0%
50Δ27.6024.8%2.7%
55Δ27.8824.4%2.4%
60Δ28.1624.0%2.0%
65Δ26.8421.1%1.8%28.4423.6%1.7%
70Δ26.5621.9%1.5%28.7323.2%1.4%
75Δ26.2822.8%1.3%29.0122.8%1.0%
80Δ26.0123.6%1.1%29.2922.4%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.03
IV
25.5%
B/E move
3.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.32
IV
25.1%
B/E move
3.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.60
IV
24.8%
B/E move
2.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.88
IV
24.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.16
IV
24.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
26.84
IV
21.1%
B/E move
1.8%
Puts
Pseudo strike
28.44
IV
23.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
26.56
IV
21.9%
B/E move
1.5%
Puts
Pseudo strike
28.73
IV
23.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
26.28
IV
22.8%
B/E move
1.3%
Puts
Pseudo strike
29.01
IV
22.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
26.01
IV
23.6%
B/E move
1.1%
Puts
Pseudo strike
29.29
IV
22.4%
B/E move
0.7%

Options history

No recorded observations