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Victory Portfolios II VictoryShares Free Cash Flow ETF VFLO

i

Market dataready · fetched 2026-11-13T04:11:42.124Z

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: 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 · 2026-11-12T23:35:00.697581739Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T04:11:41.189364+00:00

Share price$53.50
1D-0.2%
AH$53.19$53.32$53.44$53.57$53.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVFLO
Sold putSold callAH

Victory Portfolios II VictoryShares Free Cash Flow ETF options

Live interpolated VFLO call and put midpoint premiums by absolute delta.Victory Portfolios II VictoryShares Free Cash Flow ETF$0.54$0.89$1.24$1.59$1.94$48.09$50.78$53.47$56.16$58.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive VFLO spot · $53.50VFLO PRICE$0.57$0.61$0.64$0.78$0.91$0.98$0.98$0.99$0.99$1.00$0.66$0.74$1.02$1.35$0.98$1.09$1.20$1.37$1.60$1.84
Puts——
Calls——
Skew——
Implied moveBearish±$2.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.8232.3%11.0%49.1534.9%9.4%
25Δ56.8825.3%7.4%50.8128.3%6.4%
30Δ51.4429.7%5.8%
35Δ54.9016.6%3.8%51.9632.2%5.4%
40Δ54.5316.5%3.4%53.0019.7%2.8%
45Δ54.1616.5%2.9%53.3818.6%2.3%
50Δ53.8815.5%2.5%53.7717.4%1.8%
55Δ53.6613.8%2.1%54.1516.7%1.3%
60Δ53.4512.0%1.8%54.5216.8%1.1%
65Δ53.2310.3%1.4%54.9016.8%0.8%
70Δ53.028.6%1.0%
75Δ
80Δ

20Δ

Calls
Pseudo strike
58.82
IV
32.3%
B/E move
11.0%
Puts
Pseudo strike
49.15
IV
34.9%
B/E move
9.4%

25Δ

Calls
Pseudo strike
56.88
IV
25.3%
B/E move
7.4%
Puts
Pseudo strike
50.81
IV
28.3%
B/E move
6.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.44
IV
29.7%
B/E move
5.8%

35Δ

Calls
Pseudo strike
54.90
IV
16.6%
B/E move
3.8%
Puts
Pseudo strike
51.96
IV
32.2%
B/E move
5.4%

40Δ

Calls
Pseudo strike
54.53
IV
16.5%
B/E move
3.4%
Puts
Pseudo strike
53.00
IV
19.7%
B/E move
2.8%

45Δ

Calls
Pseudo strike
54.16
IV
16.5%
B/E move
2.9%
Puts
Pseudo strike
53.38
IV
18.6%
B/E move
2.3%

50Δ

Calls
Pseudo strike
53.88
IV
15.5%
B/E move
2.5%
Puts
Pseudo strike
53.77
IV
17.4%
B/E move
1.8%

55Δ

Calls
Pseudo strike
53.66
IV
13.8%
B/E move
2.1%
Puts
Pseudo strike
54.15
IV
16.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
53.45
IV
12.0%
B/E move
1.8%
Puts
Pseudo strike
54.52
IV
16.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
53.23
IV
10.3%
B/E move
1.4%
Puts
Pseudo strike
54.90
IV
16.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
53.02
IV
8.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

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

80Δ

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

Options history

IV · four-Friday blend19.14%
Daily EOD
VFLO13.7%16.6%19.5%2026-10-19: 16.28%2026-10-20: 16.51%2026-10-21: 16.94%2026-10-22: 16.83%2026-10-23: 18.92%2026-10-26: 17.00%2026-10-27: 18.21%2026-10-28: 16.02%2026-10-29: 14.10%2026-10-30: 19.14%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.28%
16.51%
16.94%
16.83%
18.92%
17.00%
18.21%
16.02%
14.10%
19.14%