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Principal Exchange-Traded Funds Principal U.S. Mega-Cap ETF USMC

i

Market dataready · fetched 2026-11-12T01:38:59.398Z

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 · 2026-11-11T21:00:00.380592715Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:38:59.008381+00:00

Share price$75.48
1D+0.5%
AH$74.88$75.12$75.37$75.61$75.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSMC
Sold putSold callAH

Principal Exchange-Traded Funds Principal U.S. Mega-Cap ETF options

Live interpolated USMC call and put midpoint premiums by absolute delta.Principal Exchange-Traded Funds Principal U.S. Mega-Cap ETF$0.57$0.85$1.13$1.42$1.70$71.11$73.20$75.28$77.36$79.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive USMC spot · $75.48USMC PRICE$0.60$0.71$0.76$0.82$0.88$0.95$1.02$1.11$1.22$1.33$1.44$0.70$0.74$0.76$0.79$0.82$0.88$0.94$1.01$1.10$1.23$1.36$1.49$1.62
PutsExpensive1.12×
Calls——
Skew——
Implied moveBearish±$1.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.8651.5%7.1%
25Δ72.5041.1%4.9%
30Δ77.1625.6%3.0%73.5933.6%3.5%
35Δ76.8726.6%2.8%74.3128.4%2.6%
40Δ76.3723.6%2.2%74.8824.2%1.9%
45Δ75.9321.0%1.7%75.2321.9%1.5%
50Δ75.6719.5%1.4%75.5320.1%1.2%
55Δ75.4018.0%1.2%75.8218.4%0.9%
60Δ75.1316.5%0.9%76.0917.0%0.7%
65Δ74.9015.3%0.7%76.3116.3%0.5%
70Δ74.7114.4%0.6%76.5415.5%0.4%
75Δ74.5213.5%0.5%76.7614.8%0.3%
80Δ74.3312.6%0.4%76.9814.0%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.86
IV
51.5%
B/E move
7.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.50
IV
41.1%
B/E move
4.9%

30Δ

Calls
Pseudo strike
77.16
IV
25.6%
B/E move
3.0%
Puts
Pseudo strike
73.59
IV
33.6%
B/E move
3.5%

35Δ

Calls
Pseudo strike
76.87
IV
26.6%
B/E move
2.8%
Puts
Pseudo strike
74.31
IV
28.4%
B/E move
2.6%

40Δ

Calls
Pseudo strike
76.37
IV
23.6%
B/E move
2.2%
Puts
Pseudo strike
74.88
IV
24.2%
B/E move
1.9%

45Δ

Calls
Pseudo strike
75.93
IV
21.0%
B/E move
1.7%
Puts
Pseudo strike
75.23
IV
21.9%
B/E move
1.5%

50Δ

Calls
Pseudo strike
75.67
IV
19.5%
B/E move
1.4%
Puts
Pseudo strike
75.53
IV
20.1%
B/E move
1.2%

55Δ

Calls
Pseudo strike
75.40
IV
18.0%
B/E move
1.2%
Puts
Pseudo strike
75.82
IV
18.4%
B/E move
0.9%

60Δ

Calls
Pseudo strike
75.13
IV
16.5%
B/E move
0.9%
Puts
Pseudo strike
76.09
IV
17.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
74.90
IV
15.3%
B/E move
0.7%
Puts
Pseudo strike
76.31
IV
16.3%
B/E move
0.5%

70Δ

Calls
Pseudo strike
74.71
IV
14.4%
B/E move
0.6%
Puts
Pseudo strike
76.54
IV
15.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
74.52
IV
13.5%
B/E move
0.5%
Puts
Pseudo strike
76.76
IV
14.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
74.33
IV
12.6%
B/E move
0.4%
Puts
Pseudo strike
76.98
IV
14.0%
B/E move
0.1%

Options history

IV · four-Friday blend26.47%
Daily EOD
USMC10.3%24.2%38.2%2026-10-19: 12.51%2026-10-20: 16.85%2026-10-21: 12.24%2026-10-22: 36.24%2026-10-23: 15.43%2026-10-26: 15.01%2026-10-27: 18.77%2026-10-28: 14.38%2026-10-29: 14.76%2026-10-30: 26.47%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
12.51%
16.85%
12.24%
36.24%
15.43%
15.01%
18.77%
14.38%
14.76%
26.47%