IntraAlpha
Create free account Start free

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

i

Market dataready · fetched 2026-11-13T01:25:53.763Z

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 · 2026-11-12T21:03:25.819482842Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:25:53.440843+00:00

Share price$24.68
1D+0.0%
AH$24.52$24.61$24.70$24.78$24.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSPY
Sold putSold callAH

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$0.14$0.37$0.60$0.82$1.05$23.21$23.93$24.65$25.37$26.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TSPY spot · $24.68TSPY PRICE$0.17$0.25$0.32$0.40$0.47$0.55$0.63$0.70$0.78$0.93$0.42$0.44$0.60$0.75$0.87$0.93$0.98
Puts——
Calls——
Skew——
Implied moveBearish±$1.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.0998.8%12.2%
25Δ23.0477.0%8.4%
30Δ23.4079.0%7.6%
35Δ24.9719.0%1.9%23.7781.0%6.7%
40Δ24.8619.9%1.7%24.1279.7%5.8%
45Δ24.7520.7%1.6%24.4472.5%4.7%
50Δ24.6321.5%1.4%24.7665.3%3.6%
55Δ24.5222.4%1.3%
60Δ24.4123.2%1.1%
65Δ24.2924.1%1.0%
70Δ24.1824.9%0.8%
75Δ24.0725.7%0.7%
80Δ23.8826.7%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.09
IV
98.8%
B/E move
12.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.04
IV
77.0%
B/E move
8.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.40
IV
79.0%
B/E move
7.6%

35Δ

Calls
Pseudo strike
24.97
IV
19.0%
B/E move
1.9%
Puts
Pseudo strike
23.77
IV
81.0%
B/E move
6.7%

40Δ

Calls
Pseudo strike
24.86
IV
19.9%
B/E move
1.7%
Puts
Pseudo strike
24.12
IV
79.7%
B/E move
5.8%

45Δ

Calls
Pseudo strike
24.75
IV
20.7%
B/E move
1.6%
Puts
Pseudo strike
24.44
IV
72.5%
B/E move
4.7%

50Δ

Calls
Pseudo strike
24.63
IV
21.5%
B/E move
1.4%
Puts
Pseudo strike
24.76
IV
65.3%
B/E move
3.6%

55Δ

Calls
Pseudo strike
24.52
IV
22.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
24.41
IV
23.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
24.29
IV
24.1%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.18
IV
24.9%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
24.07
IV
25.7%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.88
IV
26.7%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.72%
Daily EOD
TSPY19.2%19.5%19.8%2026-10-19: 19.46%2026-10-22: 19.24%2026-10-23: 19.70%2026-10-26: 19.45%2026-10-30: 19.72%Oct 19Oct 23Oct 30
5 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.46%
19.24%
19.70%
19.45%
19.72%