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UPAR Ultra Risk Parity ETF UPAR

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Market datapartial · fetched 2026-10-22T23:48:26.724Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.00316418Z

FundamentalsAlpha Vantage · unavailable

Share price$15.37
1D+0.0%
AH$15.32$15.33$15.33$15.33$15.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUPAR
Sold putSold callAH

UPAR Ultra Risk Parity ETF options

Live interpolated UPAR call and put midpoint premiums by absolute delta.UPAR Ultra Risk Parity ETF$0.31$0.66$1.01$1.36$1.70$13.17$14.26$15.34$16.43$17.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UPAR spot · $15.37UPAR PRICE$0.35$0.36$0.38$0.40$0.43$0.48$0.54$0.59$0.64$0.70$0.83$1.07$1.31$0.40$0.43$0.46$0.49$0.53$0.58$0.62$0.67$0.72$0.77$1.03$1.32$1.60
PutsExpensive1.53×
CallsExpensive2.14×
SkewBearish+0.95 pp
Implied moveBearish±$1.16
TiltBearish8.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.2457.5%27.4%13.2054.5%16.8%
25Δ17.6743.4%17.3%14.0043.1%11.7%
30Δ16.8835.9%12.3%14.4137.7%9.2%
35Δ16.4231.0%9.4%14.8232.3%6.8%
40Δ15.9926.4%6.8%15.1028.9%5.2%
45Δ15.8125.0%6.0%15.2827.0%4.4%
50Δ15.6323.6%5.2%15.4525.1%3.5%
55Δ15.4522.3%4.4%15.6323.2%2.7%
60Δ15.2820.9%3.6%15.8121.3%1.9%
65Δ15.1019.5%2.8%15.9819.4%1.0%
70Δ14.8819.5%2.2%16.2921.0%0.8%
75Δ14.6021.2%1.9%16.6023.0%0.6%
80Δ14.3123.0%1.6%16.9225.0%0.4%

20Δ

Calls
Pseudo strike
19.24
IV
57.5%
B/E move
27.4%
Puts
Pseudo strike
13.20
IV
54.5%
B/E move
16.8%

25Δ

Calls
Pseudo strike
17.67
IV
43.4%
B/E move
17.3%
Puts
Pseudo strike
14.00
IV
43.1%
B/E move
11.7%

30Δ

Calls
Pseudo strike
16.88
IV
35.9%
B/E move
12.3%
Puts
Pseudo strike
14.41
IV
37.7%
B/E move
9.2%

35Δ

Calls
Pseudo strike
16.42
IV
31.0%
B/E move
9.4%
Puts
Pseudo strike
14.82
IV
32.3%
B/E move
6.8%

40Δ

Calls
Pseudo strike
15.99
IV
26.4%
B/E move
6.8%
Puts
Pseudo strike
15.10
IV
28.9%
B/E move
5.2%

45Δ

Calls
Pseudo strike
15.81
IV
25.0%
B/E move
6.0%
Puts
Pseudo strike
15.28
IV
27.0%
B/E move
4.4%

50Δ

Calls
Pseudo strike
15.63
IV
23.6%
B/E move
5.2%
Puts
Pseudo strike
15.45
IV
25.1%
B/E move
3.5%

55Δ

Calls
Pseudo strike
15.45
IV
22.3%
B/E move
4.4%
Puts
Pseudo strike
15.63
IV
23.2%
B/E move
2.7%

60Δ

Calls
Pseudo strike
15.28
IV
20.9%
B/E move
3.6%
Puts
Pseudo strike
15.81
IV
21.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
15.10
IV
19.5%
B/E move
2.8%
Puts
Pseudo strike
15.98
IV
19.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
14.88
IV
19.5%
B/E move
2.2%
Puts
Pseudo strike
16.29
IV
21.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
14.60
IV
21.2%
B/E move
1.9%
Puts
Pseudo strike
16.60
IV
23.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
14.31
IV
23.0%
B/E move
1.6%
Puts
Pseudo strike
16.92
IV
25.0%
B/E move
0.4%

Options history

No recorded observations