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

i

Market dataready · fetched 2026-10-22T21:11:14.127Z

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 · 2026-10-22T20:04:53.731579067Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:05:02.237799+00:00

Share price$75.62
1D-0.4%
AH$75.41$75.59$75.78$75.96$76.145:30 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$0.38$1.46$2.53$3.60$4.68$71.73$73.79$75.85$77.91$79.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USMC spot · $75.62USMC PRICE$0.50$0.57$0.64$0.71$0.83$0.98$1.15$1.37$1.59$2.03$2.62$3.34$4.37$0.60$0.66$0.71$0.77$0.83$0.90$0.97$1.09$1.23$1.38$1.52$3.08$4.05
PutsExpensive1.18×
CallsExpensive1.49×
SkewBullish-2.12 pp
Implied moveBullish±$2.12
TiltBullish7.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.0421.6%6.5%71.8024.3%5.8%
25Δ78.7918.6%4.9%73.1420.2%4.1%
30Δ78.0016.5%4.0%74.0817.1%3.0%
35Δ77.2214.5%3.0%74.6915.1%2.3%
40Δ76.7113.9%2.5%75.1713.6%1.7%
45Δ76.3113.8%2.2%75.5212.4%1.3%
50Δ75.9113.8%1.9%75.8711.3%1.0%
55Δ75.5313.9%1.7%76.1710.7%0.7%
60Δ75.1514.1%1.5%76.4510.4%0.5%
65Δ74.6215.6%1.4%76.7210.1%0.4%
70Δ73.9717.9%1.3%76.999.8%0.2%
75Δ73.1619.8%1.2%78.4516.3%0.3%
80Δ72.0322.7%1.0%79.5217.9%0.2%

20Δ

Calls
Pseudo strike
80.04
IV
21.6%
B/E move
6.5%
Puts
Pseudo strike
71.80
IV
24.3%
B/E move
5.8%

25Δ

Calls
Pseudo strike
78.79
IV
18.6%
B/E move
4.9%
Puts
Pseudo strike
73.14
IV
20.2%
B/E move
4.1%

30Δ

Calls
Pseudo strike
78.00
IV
16.5%
B/E move
4.0%
Puts
Pseudo strike
74.08
IV
17.1%
B/E move
3.0%

35Δ

Calls
Pseudo strike
77.22
IV
14.5%
B/E move
3.0%
Puts
Pseudo strike
74.69
IV
15.1%
B/E move
2.3%

40Δ

Calls
Pseudo strike
76.71
IV
13.9%
B/E move
2.5%
Puts
Pseudo strike
75.17
IV
13.6%
B/E move
1.7%

45Δ

Calls
Pseudo strike
76.31
IV
13.8%
B/E move
2.2%
Puts
Pseudo strike
75.52
IV
12.4%
B/E move
1.3%

50Δ

Calls
Pseudo strike
75.91
IV
13.8%
B/E move
1.9%
Puts
Pseudo strike
75.87
IV
11.3%
B/E move
1.0%

55Δ

Calls
Pseudo strike
75.53
IV
13.9%
B/E move
1.7%
Puts
Pseudo strike
76.17
IV
10.7%
B/E move
0.7%

60Δ

Calls
Pseudo strike
75.15
IV
14.1%
B/E move
1.5%
Puts
Pseudo strike
76.45
IV
10.4%
B/E move
0.5%

65Δ

Calls
Pseudo strike
74.62
IV
15.6%
B/E move
1.4%
Puts
Pseudo strike
76.72
IV
10.1%
B/E move
0.4%

70Δ

Calls
Pseudo strike
73.97
IV
17.9%
B/E move
1.3%
Puts
Pseudo strike
76.99
IV
9.8%
B/E move
0.2%

75Δ

Calls
Pseudo strike
73.16
IV
19.8%
B/E move
1.2%
Puts
Pseudo strike
78.45
IV
16.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
72.03
IV
22.7%
B/E move
1.0%
Puts
Pseudo strike
79.52
IV
17.9%
B/E move
0.2%

Options history

No recorded observations