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Victory Portfolios II VictoryShares Dividend Accelerator ETF VSDA

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Market dataready · fetched 2026-10-22T22:06:32.472Z

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 · 2026-10-22T20:00:00.63530725Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:06:31.312995+00:00

Share price$60.40
1D+2.1%
AH$59.08$59.44$59.79$60.15$60.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVSDA
Sold putSold callAH

Victory Portfolios II VictoryShares Dividend Accelerator ETF options

Live interpolated VSDA call and put midpoint premiums by absolute delta.Victory Portfolios II VictoryShares Dividend Accelerator ETF$0.74$1.55$2.36$3.17$3.98$54.85$57.28$59.71$62.14$64.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSDA spot · $60.40VSDA PRICE$0.82$0.86$0.92$1.00$1.08$1.17$1.25$1.34$1.47$1.59$1.72$1.94$0.88$0.95$1.04$1.13$1.23$1.33$1.43$1.57$1.83$2.09$2.49$2.93$3.75
PutsExpensive2.62×
CallsExpensive1.35×
SkewBearish+5.75 pp
Implied moveBearish±$2.59
TiltBearish19.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.0843.5%10.3%
25Δ64.9734.1%8.9%56.9435.5%7.3%
30Δ63.3627.7%6.3%58.1330.7%5.5%
35Δ62.3924.0%4.8%59.0327.0%4.1%
40Δ61.7021.4%3.8%59.6824.4%3.2%
45Δ61.1419.4%3.0%60.2222.2%2.5%
50Δ60.7417.8%2.5%60.6720.4%1.9%
55Δ60.3816.5%2.0%61.1119.1%1.4%
60Δ60.0215.1%1.6%61.5319.0%1.2%
65Δ59.7514.2%1.4%61.9418.9%0.9%
70Δ59.4913.4%1.1%62.4719.4%0.7%
75Δ59.2212.6%0.9%63.0319.9%0.5%
80Δ58.8612.1%0.7%63.9421.9%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.08
IV
43.5%
B/E move
10.3%

25Δ

Calls
Pseudo strike
64.97
IV
34.1%
B/E move
8.9%
Puts
Pseudo strike
56.94
IV
35.5%
B/E move
7.3%

30Δ

Calls
Pseudo strike
63.36
IV
27.7%
B/E move
6.3%
Puts
Pseudo strike
58.13
IV
30.7%
B/E move
5.5%

35Δ

Calls
Pseudo strike
62.39
IV
24.0%
B/E move
4.8%
Puts
Pseudo strike
59.03
IV
27.0%
B/E move
4.1%

40Δ

Calls
Pseudo strike
61.70
IV
21.4%
B/E move
3.8%
Puts
Pseudo strike
59.68
IV
24.4%
B/E move
3.2%

45Δ

Calls
Pseudo strike
61.14
IV
19.4%
B/E move
3.0%
Puts
Pseudo strike
60.22
IV
22.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
60.74
IV
17.8%
B/E move
2.5%
Puts
Pseudo strike
60.67
IV
20.4%
B/E move
1.9%

55Δ

Calls
Pseudo strike
60.38
IV
16.5%
B/E move
2.0%
Puts
Pseudo strike
61.11
IV
19.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
60.02
IV
15.1%
B/E move
1.6%
Puts
Pseudo strike
61.53
IV
19.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
59.75
IV
14.2%
B/E move
1.4%
Puts
Pseudo strike
61.94
IV
18.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
59.49
IV
13.4%
B/E move
1.1%
Puts
Pseudo strike
62.47
IV
19.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
59.22
IV
12.6%
B/E move
0.9%
Puts
Pseudo strike
63.03
IV
19.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
58.86
IV
12.1%
B/E move
0.7%
Puts
Pseudo strike
63.94
IV
21.9%
B/E move
0.3%

Options history

No recorded observations