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ETF Series Solutions Defiance Space and Connective Tech ETF UFOX

i

Market dataready · fetched 2026-11-12T16:55:16.730Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T16:23:21.800063026Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:55:14.648671+00:00

Share price$78.11
1D-0.0%
$78.07$78.10$78.13$78.17$78.205:30 AM6:30 AM9:00 AM1:00 PMUFOX
Sold putSold call

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$1.16$3.79$6.42$9.04$11.67$63.05$70.26$77.46$84.67$91.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —OPTION PRICELive UFOX spot · $78.11UFOX PRICE$1.81$2.20$2.60$2.99$3.38$3.77$4.16$4.56$5.93$6.65$1.44$1.76$2.07$2.65$3.25$3.85$4.46$5.05$5.64$6.43$7.63$8.89$10.92
PutsCheap0.83×
Calls——
Skew——
Implied moveBearish±$7.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.3549.5%13.0%
25Δ71.5845.5%10.6%
30Δ73.8041.5%8.2%
35Δ82.0931.6%7.4%75.1841.1%7.1%
40Δ81.1131.0%6.7%76.4741.1%6.3%
45Δ80.1330.4%5.9%77.7641.1%5.4%
50Δ79.1529.8%5.2%79.0541.0%4.5%
55Δ78.1829.2%4.4%80.3140.6%3.6%
60Δ77.2028.7%3.7%81.4839.1%2.9%
65Δ76.2228.1%2.9%82.7638.6%2.3%
70Δ75.2427.5%2.2%84.3338.9%1.8%
75Δ73.6831.6%1.9%85.9539.2%1.3%
80Δ72.6230.7%1.5%88.3041.2%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.35
IV
49.5%
B/E move
13.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.58
IV
45.5%
B/E move
10.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.80
IV
41.5%
B/E move
8.2%

35Δ

Calls
Pseudo strike
82.09
IV
31.6%
B/E move
7.4%
Puts
Pseudo strike
75.18
IV
41.1%
B/E move
7.1%

40Δ

Calls
Pseudo strike
81.11
IV
31.0%
B/E move
6.7%
Puts
Pseudo strike
76.47
IV
41.1%
B/E move
6.3%

45Δ

Calls
Pseudo strike
80.13
IV
30.4%
B/E move
5.9%
Puts
Pseudo strike
77.76
IV
41.1%
B/E move
5.4%

50Δ

Calls
Pseudo strike
79.15
IV
29.8%
B/E move
5.2%
Puts
Pseudo strike
79.05
IV
41.0%
B/E move
4.5%

55Δ

Calls
Pseudo strike
78.18
IV
29.2%
B/E move
4.4%
Puts
Pseudo strike
80.31
IV
40.6%
B/E move
3.6%

60Δ

Calls
Pseudo strike
77.20
IV
28.7%
B/E move
3.7%
Puts
Pseudo strike
81.48
IV
39.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
76.22
IV
28.1%
B/E move
2.9%
Puts
Pseudo strike
82.76
IV
38.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
75.24
IV
27.5%
B/E move
2.2%
Puts
Pseudo strike
84.33
IV
38.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
73.68
IV
31.6%
B/E move
1.9%
Puts
Pseudo strike
85.95
IV
39.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
72.62
IV
30.7%
B/E move
1.5%
Puts
Pseudo strike
88.30
IV
41.2%
B/E move
0.9%

Options history

IV · four-Friday blend34.38%
Daily EOD
UFOX28.1%31.5%34.8%2026-10-19: 31.24%2026-10-20: 31.37%2026-10-21: 28.61%2026-10-22: 34.15%2026-10-23: 33.06%2026-10-26: 32.58%2026-10-27: 31.79%2026-10-28: 30.44%2026-10-29: 32.55%2026-10-30: 34.38%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.24%
31.37%
28.61%
34.15%
33.06%
32.58%
31.79%
30.44%
32.55%
34.38%