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Virtus Reaves Utilities ETF UTES

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Market datapartial · fetched 2026-10-23T00:36:14.124Z

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 · 2026-10-23T00:00:00.098570152Z

FundamentalsAlpha Vantage · unavailable

Share price$75.39
1D-0.7%
AH$74.69$75.02$75.34$75.66$75.995:30 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$0.88$2.27$3.66$5.05$6.45$64.07$69.68$75.28$80.89$86.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UTES spot · $75.39UTES PRICE$1.04$1.17$1.30$1.44$1.60$1.80$2.08$2.38$2.68$3.13$3.58$4.04$1.03$1.16$1.31$1.48$1.65$1.85$2.16$2.58$3.04$3.42$4.04$4.84$6.04
PutsCheap0.65×
CallsCheap0.57×
SkewBearish+3.81 pp
Implied moveBearish±$3.95
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.0941.2%9.7%
25Δ81.1834.6%9.1%71.1335.0%7.2%
30Δ79.4230.3%6.9%72.5231.2%5.6%
35Δ78.1727.3%5.4%73.5828.4%4.4%
40Δ77.2224.9%4.3%74.4226.1%3.5%
45Δ76.4723.1%3.5%75.1524.5%2.8%
50Δ75.8022.0%2.9%75.8024.3%2.3%
55Δ75.1921.9%2.5%76.4924.8%2.0%
60Δ74.6121.6%2.1%77.1925.2%1.6%
65Δ74.0421.2%1.8%77.8624.6%1.3%
70Δ73.3921.4%1.5%78.6925.1%1.0%
75Δ72.7421.4%1.2%79.6825.9%0.7%
80Δ72.0920.9%1.0%81.0527.9%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.09
IV
41.2%
B/E move
9.7%

25Δ

Calls
Pseudo strike
81.18
IV
34.6%
B/E move
9.1%
Puts
Pseudo strike
71.13
IV
35.0%
B/E move
7.2%

30Δ

Calls
Pseudo strike
79.42
IV
30.3%
B/E move
6.9%
Puts
Pseudo strike
72.52
IV
31.2%
B/E move
5.6%

35Δ

Calls
Pseudo strike
78.17
IV
27.3%
B/E move
5.4%
Puts
Pseudo strike
73.58
IV
28.4%
B/E move
4.4%

40Δ

Calls
Pseudo strike
77.22
IV
24.9%
B/E move
4.3%
Puts
Pseudo strike
74.42
IV
26.1%
B/E move
3.5%

45Δ

Calls
Pseudo strike
76.47
IV
23.1%
B/E move
3.5%
Puts
Pseudo strike
75.15
IV
24.5%
B/E move
2.8%

50Δ

Calls
Pseudo strike
75.80
IV
22.0%
B/E move
2.9%
Puts
Pseudo strike
75.80
IV
24.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
75.19
IV
21.9%
B/E move
2.5%
Puts
Pseudo strike
76.49
IV
24.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
74.61
IV
21.6%
B/E move
2.1%
Puts
Pseudo strike
77.19
IV
25.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
74.04
IV
21.2%
B/E move
1.8%
Puts
Pseudo strike
77.86
IV
24.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
73.39
IV
21.4%
B/E move
1.5%
Puts
Pseudo strike
78.69
IV
25.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
72.74
IV
21.4%
B/E move
1.2%
Puts
Pseudo strike
79.68
IV
25.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
72.09
IV
20.9%
B/E move
1.0%
Puts
Pseudo strike
81.05
IV
27.9%
B/E move
0.5%

Options history

No recorded observations