IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-23T21:51:55.680Z

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 · 2026-10-23T21:23:21.669162555Z

FundamentalsAlpha Vantage · unavailable

Share price$25.38
1D-0.6%
AH$24.99$25.03$25.08$25.12$25.165:30 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$0.06$1.21$2.36$3.51$4.66$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETSPY PRICE$0.35$0.19$0.38$0.39$0.39$0.40$0.52$0.71$0.90$1.09$1.43$1.95$3.00$4.33
PutsExpensive2.28×
CallsExpensive1.98×
SkewBearish+3.87 pp
Implied move——
TiltBearish93.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.7347.7%14.6%22.5651.4%12.6%
25Δ26.5720.0%5.4%23.2842.6%9.8%
30Δ24.0033.9%7.0%
35Δ24.7225.1%4.2%
40Δ25.1523.1%3.0%
45Δ25.3925.6%2.8%
50Δ25.6328.1%2.6%
55Δ25.8730.5%2.4%
60Δ26.2534.5%2.2%
65Δ26.7940.3%2.1%
70Δ27.8153.0%2.2%
75Δ29.1864.3%2.1%
80Δ

20Δ

Calls
Pseudo strike
28.73
IV
47.7%
B/E move
14.6%
Puts
Pseudo strike
22.56
IV
51.4%
B/E move
12.6%

25Δ

Calls
Pseudo strike
26.57
IV
20.0%
B/E move
5.4%
Puts
Pseudo strike
23.28
IV
42.6%
B/E move
9.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.00
IV
33.9%
B/E move
7.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.72
IV
25.1%
B/E move
4.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.15
IV
23.1%
B/E move
3.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.39
IV
25.6%
B/E move
2.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.63
IV
28.1%
B/E move
2.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.87
IV
30.5%
B/E move
2.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.25
IV
34.5%
B/E move
2.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.79
IV
40.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.81
IV
53.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.18
IV
64.3%
B/E move
2.1%

80Δ

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

Options history

No recorded observations