IntraAlpha
Create free account Start free

Virtus Reaves Utilities ETF UTES

i

Market dataready · fetched 2026-11-12T00:58:08.333Z

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 · 2026-11-11T23:30:00.003530496Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:58:07.884239+00:00

Share price$78.23
1D+0.4%
AH$77.54$77.76$77.97$78.18$78.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUTES
Sold putSold callAH

Virtus Reaves Utilities ETF options

Live interpolated UTES call and put midpoint premiums by absolute delta.Virtus Reaves Utilities ETF$1.27$1.75$2.23$2.71$3.19$72.29$74.76$77.23$79.70$82.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive UTES spot · $78.23UTES PRICE$1.42$1.50$1.50$1.72$1.32$1.40$1.50$1.55$1.75$1.88$1.99$2.14$2.31$2.60$3.05
Puts——
Calls——
Skew——
Implied moveBearish±$3.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.2191.1%12.0%
25Δ
30Δ75.0257.7%5.9%
35Δ81.0651.9%5.4%76.2050.3%4.5%
40Δ79.9345.1%4.1%77.1642.9%3.3%
45Δ79.0337.6%2.9%77.8440.8%2.7%
50Δ78.4536.5%2.5%78.4137.6%2.2%
55Δ78.9434.0%1.6%
60Δ79.3631.6%1.3%
65Δ79.7729.4%1.0%
70Δ80.2528.3%0.7%
75Δ80.8428.9%0.6%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.21
IV
91.1%
B/E move
12.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.02
IV
57.7%
B/E move
5.9%

35Δ

Calls
Pseudo strike
81.06
IV
51.9%
B/E move
5.4%
Puts
Pseudo strike
76.20
IV
50.3%
B/E move
4.5%

40Δ

Calls
Pseudo strike
79.93
IV
45.1%
B/E move
4.1%
Puts
Pseudo strike
77.16
IV
42.9%
B/E move
3.3%

45Δ

Calls
Pseudo strike
79.03
IV
37.6%
B/E move
2.9%
Puts
Pseudo strike
77.84
IV
40.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
78.45
IV
36.5%
B/E move
2.5%
Puts
Pseudo strike
78.41
IV
37.6%
B/E move
2.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.94
IV
34.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.36
IV
31.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.77
IV
29.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.25
IV
28.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.84
IV
28.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.50%
Daily EOD
UTES22.3%23.5%24.6%2026-10-19: 23.59%2026-10-20: 23.71%2026-10-21: 23.01%2026-10-22: 22.96%2026-10-23: 23.86%2026-10-26: 23.08%2026-10-27: 22.76%2026-10-28: 24.48%2026-10-29: 22.95%2026-10-30: 22.50%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.59%
23.71%
23.01%
22.96%
23.86%
23.08%
22.76%
24.48%
22.95%
22.50%