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ETF Opportunities Trust TappAlpha S&P 500 Growth & Daily Income ETF TSPY

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Market datapartial · fetched 2026-10-23T15:49:29.478Z

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 · 2026-10-23T15:49:04.134871227Z

FundamentalsAlpha Vantage · unavailable

Share price$25.12
1D-0.1%
$25.01$25.05$25.09$25.12$25.165:30 AM6:30 AM9:00 AM1:00 PMTSPY
Sold putSold call

ETF Opportunities Trust TappAlpha S&P 500 Growth & Daily Income ETF options

Live interpolated TSPY call and put midpoint premiums by absolute delta.ETF Opportunities Trust TappAlpha S&P 500 Growth & Daily Income ETF$0.11$0.45$0.79$1.13$1.47$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETSPY PRICE$0.35$0.14$0.17$0.21$0.24$0.27$0.30$0.33$0.36$0.56$0.83$1.10$1.37$0.39$0.41$0.42$0.44$0.46
PutsExpensive2.29×
CallsFair0.98×
SkewBearish+23.09 pp
Implied move——
TiltBullish49.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.4848.1%14.8%22.3551.4%12.5%
25Δ25.9314.0%3.8%22.9144.8%10.4%
30Δ25.8013.4%3.4%23.4838.2%8.2%
35Δ25.6812.8%3.1%24.0431.7%6.0%
40Δ25.5512.2%2.7%24.6025.1%3.9%
45Δ25.4211.7%2.3%
50Δ25.2911.1%1.9%
55Δ25.1710.5%1.5%
60Δ25.049.9%1.2%
65Δ24.7910.8%0.9%
70Δ24.4912.5%0.8%
75Δ24.1814.1%0.7%
80Δ23.8815.7%0.5%

20Δ

Calls
Pseudo strike
28.48
IV
48.1%
B/E move
14.8%
Puts
Pseudo strike
22.35
IV
51.4%
B/E move
12.5%

25Δ

Calls
Pseudo strike
25.93
IV
14.0%
B/E move
3.8%
Puts
Pseudo strike
22.91
IV
44.8%
B/E move
10.4%

30Δ

Calls
Pseudo strike
25.80
IV
13.4%
B/E move
3.4%
Puts
Pseudo strike
23.48
IV
38.2%
B/E move
8.2%

35Δ

Calls
Pseudo strike
25.68
IV
12.8%
B/E move
3.1%
Puts
Pseudo strike
24.04
IV
31.7%
B/E move
6.0%

40Δ

Calls
Pseudo strike
25.55
IV
12.2%
B/E move
2.7%
Puts
Pseudo strike
24.60
IV
25.1%
B/E move
3.9%

45Δ

Calls
Pseudo strike
25.42
IV
11.7%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
25.29
IV
11.1%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
25.17
IV
10.5%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
25.04
IV
9.9%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
24.79
IV
10.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.49
IV
12.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
24.18
IV
14.1%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.88
IV
15.7%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations