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Texas Capital Texas Equity Index ETF TXS

i

Market dataready · fetched 2026-11-12T02:58:50.165Z

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 · 2026-11-11T21:00:30.400501462Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:58:49.790769+00:00

Share price$42.32
1D-0.2%
AH$42.05$42.15$42.24$42.34$42.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTXS
Sold putSold callAH

Texas Capital Texas Equity Index ETF options

Live interpolated TXS call and put midpoint premiums by absolute delta.Texas Capital Texas Equity Index ETF$0.80$1.53$2.26$2.99$3.72$37.89$39.52$41.14$42.77$44.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TXS spot · $42.32TXS PRICE$0.88$1.00$1.00$1.00$1.04$1.20$1.36$1.41$1.43$1.45$1.47$1.49$1.00$1.00$1.00$1.00$1.00$1.05$1.23$1.41$1.58$1.73$1.88$2.23$3.51
PutsExpensive2.87×
Calls——
Skew——
Implied moveBalanced±$2.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.68124.6%15.7%
25Δ47.2394.4%13.7%38.7695.2%10.8%
30Δ45.8586.0%10.7%40.1075.6%7.6%
35Δ44.4369.0%7.4%41.0261.5%5.4%
40Δ43.5456.9%5.3%41.5852.1%4.1%
45Δ42.9048.8%3.8%42.1045.0%3.0%
50Δ42.5047.8%3.3%42.4644.5%2.6%
55Δ42.1046.7%2.7%42.8344.1%2.1%
60Δ41.8643.1%2.3%43.1642.7%1.7%
65Δ41.6738.6%1.9%43.4640.5%1.4%
70Δ41.4934.2%1.5%43.7638.3%1.0%
75Δ41.3029.7%1.1%44.2338.9%0.8%
80Δ41.1125.3%0.7%45.5151.4%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.68
IV
124.6%
B/E move
15.7%

25Δ

Calls
Pseudo strike
47.23
IV
94.4%
B/E move
13.7%
Puts
Pseudo strike
38.76
IV
95.2%
B/E move
10.8%

30Δ

Calls
Pseudo strike
45.85
IV
86.0%
B/E move
10.7%
Puts
Pseudo strike
40.10
IV
75.6%
B/E move
7.6%

35Δ

Calls
Pseudo strike
44.43
IV
69.0%
B/E move
7.4%
Puts
Pseudo strike
41.02
IV
61.5%
B/E move
5.4%

40Δ

Calls
Pseudo strike
43.54
IV
56.9%
B/E move
5.3%
Puts
Pseudo strike
41.58
IV
52.1%
B/E move
4.1%

45Δ

Calls
Pseudo strike
42.90
IV
48.8%
B/E move
3.8%
Puts
Pseudo strike
42.10
IV
45.0%
B/E move
3.0%

50Δ

Calls
Pseudo strike
42.50
IV
47.8%
B/E move
3.3%
Puts
Pseudo strike
42.46
IV
44.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
42.10
IV
46.7%
B/E move
2.7%
Puts
Pseudo strike
42.83
IV
44.1%
B/E move
2.1%

60Δ

Calls
Pseudo strike
41.86
IV
43.1%
B/E move
2.3%
Puts
Pseudo strike
43.16
IV
42.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
41.67
IV
38.6%
B/E move
1.9%
Puts
Pseudo strike
43.46
IV
40.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
41.49
IV
34.2%
B/E move
1.5%
Puts
Pseudo strike
43.76
IV
38.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
41.30
IV
29.7%
B/E move
1.1%
Puts
Pseudo strike
44.23
IV
38.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
41.11
IV
25.3%
B/E move
0.7%
Puts
Pseudo strike
45.51
IV
51.4%
B/E move
0.8%

Options history

IV · four-Friday blend26.05%
Daily EOD
TXS23.0%25.1%27.1%2026-10-19: 26.00%2026-10-20: 26.29%2026-10-21: 26.49%2026-10-22: 26.84%2026-10-23: 24.81%2026-10-26: 25.44%2026-10-27: 26.05%2026-10-28: 23.33%2026-10-29: 25.49%2026-10-30: 26.05%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.00%
26.29%
26.49%
26.84%
24.81%
25.44%
26.05%
23.33%
25.49%
26.05%