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Victory Portfolios II VictoryShares Dividend Accelerator ETF VSDA

i

Market dataready · fetched 2026-11-12T02:33:53.575Z

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 · 2026-11-11T21:00:00.404883698Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:33:53.226195+00:00

Share price$62.65
1D+0.2%
AH$62.17$62.28$62.38$62.49$62.605:30 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$0.79$1.54$2.29$3.04$3.80$58.30$60.16$62.01$63.87$65.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VSDA spot · $62.65VSDA PRICE$0.88$0.89$0.92$0.96$1.02$1.08$1.14$1.21$1.29$1.37$1.45$0.88$0.88$0.92$0.96$1.00$1.07$1.15$1.25$1.41$1.56$1.72$2.40$3.58
PutsExpensive1.74×
Calls——
Skew——
Implied moveBearish±$2.16
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.1676.3%10.2%
25Δ59.2358.3%6.9%
30Δ65.5149.5%6.0%60.4448.3%5.0%
35Δ64.4240.6%4.2%61.2841.1%3.7%
40Δ63.7234.7%3.2%61.9435.0%2.7%
45Δ63.1930.3%2.4%62.3531.9%2.2%
50Δ62.8227.2%1.9%62.7329.0%1.7%
55Δ62.5424.9%1.6%63.0926.8%1.3%
60Δ62.2622.7%1.2%63.3925.8%1.1%
65Δ61.9920.5%0.9%63.6924.8%0.8%
70Δ61.8218.8%0.7%63.9923.8%0.6%
75Δ61.6517.2%0.6%64.7128.2%0.5%
80Δ61.4815.6%0.4%65.9036.3%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.16
IV
76.3%
B/E move
10.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.23
IV
58.3%
B/E move
6.9%

30Δ

Calls
Pseudo strike
65.51
IV
49.5%
B/E move
6.0%
Puts
Pseudo strike
60.44
IV
48.3%
B/E move
5.0%

35Δ

Calls
Pseudo strike
64.42
IV
40.6%
B/E move
4.2%
Puts
Pseudo strike
61.28
IV
41.1%
B/E move
3.7%

40Δ

Calls
Pseudo strike
63.72
IV
34.7%
B/E move
3.2%
Puts
Pseudo strike
61.94
IV
35.0%
B/E move
2.7%

45Δ

Calls
Pseudo strike
63.19
IV
30.3%
B/E move
2.4%
Puts
Pseudo strike
62.35
IV
31.9%
B/E move
2.2%

50Δ

Calls
Pseudo strike
62.82
IV
27.2%
B/E move
1.9%
Puts
Pseudo strike
62.73
IV
29.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
62.54
IV
24.9%
B/E move
1.6%
Puts
Pseudo strike
63.09
IV
26.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
62.26
IV
22.7%
B/E move
1.2%
Puts
Pseudo strike
63.39
IV
25.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
61.99
IV
20.5%
B/E move
0.9%
Puts
Pseudo strike
63.69
IV
24.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
61.82
IV
18.8%
B/E move
0.7%
Puts
Pseudo strike
63.99
IV
23.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
61.65
IV
17.2%
B/E move
0.6%
Puts
Pseudo strike
64.71
IV
28.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
61.48
IV
15.6%
B/E move
0.4%
Puts
Pseudo strike
65.90
IV
36.3%
B/E move
0.5%

Options history

IV · four-Friday blend23.96%
Daily EOD
VSDA18.2%29.4%40.6%2026-10-19: 39.10%2026-10-20: 30.02%2026-10-21: 33.40%2026-10-22: 26.01%2026-10-23: 19.75%2026-10-26: 35.38%2026-10-27: 25.15%2026-10-28: 29.92%2026-10-29: 31.95%2026-10-30: 23.96%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.10%
30.02%
33.40%
26.01%
19.75%
35.38%
25.15%
29.92%
31.95%
23.96%