IntraAlpha
Create free account Start free

ETF Series Solutions Defiance Space and Connective Tech ETF UFOX

i

Market datapartial · fetched 2026-10-23T01:59:14.706Z

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 · 2026-10-22T20:00:00.494599423Z

FundamentalsAlpha Vantage · unavailable

Share price$77.45
1D-1.6%
AH$77.08$77.60$78.12$78.64$79.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUFOX
Sold putSold callAH

ETF Series Solutions Defiance Space and Connective Tech ETF options

Live interpolated UFOX call and put midpoint premiums by absolute delta.ETF Series Solutions Defiance Space and Connective Tech ETF$0.92$3.07$5.22$7.36$9.51$66.24$72.87$79.49$86.12$92.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UFOX spot · $77.44UFOX PRICE$1.41$1.67$1.98$2.30$2.61$2.91$3.17$3.42$4.02$5.29$5.90$7.49$8.89$1.49$1.15$1.50$1.50$2.09$2.93$3.29$3.65$4.01$4.59$5.23$5.87$6.52
PutsCheap0.85×
CallsExpensive1.22×
SkewBullish-12.33 pp
Implied moveBalanced±$6.46
TiltBullish7.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.6064.5%21.4%68.8256.8%13.1%
25Δ88.2356.3%16.1%73.2333.5%6.9%
30Δ85.9452.7%13.5%74.2134.5%6.1%
35Δ83.6449.2%11.0%75.6028.2%4.3%
40Δ81.3545.6%8.4%76.4230.9%4.0%
45Δ79.5142.2%6.4%77.0837.1%4.3%
50Δ78.3239.1%5.2%77.9835.4%3.6%
55Δ77.1236.0%4.0%78.8833.8%2.9%
60Δ76.0836.7%3.4%79.7932.1%2.2%
65Δ74.7342.5%3.3%80.7030.9%1.7%
70Δ73.5941.1%2.6%81.6229.8%1.4%
75Δ71.7846.0%2.4%82.5328.7%1.0%
80Δ70.0147.6%1.9%83.4527.7%0.7%

20Δ

Calls
Pseudo strike
92.60
IV
64.5%
B/E move
21.4%
Puts
Pseudo strike
68.82
IV
56.8%
B/E move
13.1%

25Δ

Calls
Pseudo strike
88.23
IV
56.3%
B/E move
16.1%
Puts
Pseudo strike
73.23
IV
33.5%
B/E move
6.9%

30Δ

Calls
Pseudo strike
85.94
IV
52.7%
B/E move
13.5%
Puts
Pseudo strike
74.21
IV
34.5%
B/E move
6.1%

35Δ

Calls
Pseudo strike
83.64
IV
49.2%
B/E move
11.0%
Puts
Pseudo strike
75.60
IV
28.2%
B/E move
4.3%

40Δ

Calls
Pseudo strike
81.35
IV
45.6%
B/E move
8.4%
Puts
Pseudo strike
76.42
IV
30.9%
B/E move
4.0%

45Δ

Calls
Pseudo strike
79.51
IV
42.2%
B/E move
6.4%
Puts
Pseudo strike
77.08
IV
37.1%
B/E move
4.3%

50Δ

Calls
Pseudo strike
78.32
IV
39.1%
B/E move
5.2%
Puts
Pseudo strike
77.98
IV
35.4%
B/E move
3.6%

55Δ

Calls
Pseudo strike
77.12
IV
36.0%
B/E move
4.0%
Puts
Pseudo strike
78.88
IV
33.8%
B/E move
2.9%

60Δ

Calls
Pseudo strike
76.08
IV
36.7%
B/E move
3.4%
Puts
Pseudo strike
79.79
IV
32.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
74.73
IV
42.5%
B/E move
3.3%
Puts
Pseudo strike
80.70
IV
30.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
73.59
IV
41.1%
B/E move
2.6%
Puts
Pseudo strike
81.62
IV
29.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
71.78
IV
46.0%
B/E move
2.4%
Puts
Pseudo strike
82.53
IV
28.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
70.01
IV
47.6%
B/E move
1.9%
Puts
Pseudo strike
83.45
IV
27.7%
B/E move
0.7%

Options history

No recorded observations