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Corgi Bay Area Based ETF BAY

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Market dataready · fetched 2026-11-12T14:57:57.234Z

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 · 2026-11-12T01:00:00.832637886Z

FundamentalsCorgi Invest · ready · as of 2026-11-11 · fetched 2026-11-12T14:57:55.259959+00:00

Share price$27.53
1D
Price history unavailable.

Corgi Bay Area Based ETF options

Live interpolated BAY call and put midpoint premiums by absolute delta.Corgi Bay Area Based ETF$0.34$0.73$1.13$1.52$1.92$23.44$25.50$27.57$29.63$31.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BAY spot · $27.53BAY PRICE$0.38$0.44$0.51$0.57$0.63$0.70$0.76$0.82$0.88$0.95$1.05$1.19$1.33$0.79$1.00$1.20$1.40$1.60$1.81
Puts——
CallsExpensive4.43×
Skew——
Implied moveBearish±$1.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.7444.4%16.7%
25Δ31.2441.6%15.1%
30Δ30.7438.8%13.5%
35Δ30.2436.0%11.9%
40Δ29.7333.1%10.3%27.1229.7%4.4%
45Δ29.2330.3%8.7%27.4629.9%3.9%
50Δ28.7327.5%7.1%27.8130.1%3.4%
55Δ28.2324.7%5.5%28.1530.3%2.8%
60Δ27.7321.8%3.9%28.4930.5%2.3%
65Δ27.2219.0%2.3%28.8430.7%1.8%
70Δ26.8917.3%1.5%
75Δ26.6916.6%1.3%
80Δ26.4915.8%1.0%

20Δ

Calls
Pseudo strike
31.74
IV
44.4%
B/E move
16.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
31.24
IV
41.6%
B/E move
15.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
30.74
IV
38.8%
B/E move
13.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
30.24
IV
36.0%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
29.73
IV
33.1%
B/E move
10.3%
Puts
Pseudo strike
27.12
IV
29.7%
B/E move
4.4%

45Δ

Calls
Pseudo strike
29.23
IV
30.3%
B/E move
8.7%
Puts
Pseudo strike
27.46
IV
29.9%
B/E move
3.9%

50Δ

Calls
Pseudo strike
28.73
IV
27.5%
B/E move
7.1%
Puts
Pseudo strike
27.81
IV
30.1%
B/E move
3.4%

55Δ

Calls
Pseudo strike
28.23
IV
24.7%
B/E move
5.5%
Puts
Pseudo strike
28.15
IV
30.3%
B/E move
2.8%

60Δ

Calls
Pseudo strike
27.73
IV
21.8%
B/E move
3.9%
Puts
Pseudo strike
28.49
IV
30.5%
B/E move
2.3%

65Δ

Calls
Pseudo strike
27.22
IV
19.0%
B/E move
2.3%
Puts
Pseudo strike
28.84
IV
30.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
26.89
IV
17.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
26.69
IV
16.6%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
26.49
IV
15.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.28%
Daily close
BAY18.4%27.0%35.6%2026-08-14: 23.81%2026-08-17: 26.57%2026-08-19: 29.60%2026-08-20: 34.40%2026-08-21: 21.50%2026-08-24: 21.43%2026-08-25: 21.07%2026-08-26: 21.13%2026-08-27: 20.33%2026-08-28: 20.67%2026-08-31: 20.84%2026-09-01: 20.50%2026-09-02: 20.93%2026-09-03: 20.76%2026-09-04: 20.99%2026-09-08: 22.53%2026-09-09: 23.47%2026-09-10: 24.24%2026-09-11: 23.88%2026-09-14: 26.29%2026-09-16: 29.30%2026-09-18: 19.62%2026-09-21: 19.97%2026-09-22: 20.17%2026-09-23: 20.35%2026-09-24: 20.47%2026-09-25: 20.93%2026-09-28: 21.62%2026-09-29: 21.75%2026-09-30: 21.85%2026-10-01: 21.94%2026-10-02: 21.85%2026-10-05: 21.86%2026-10-08: 22.71%2026-10-12: 25.00%2026-10-13: 26.15%2026-10-14: 29.61%2026-10-15: 33.78%2026-10-16: 22.60%2026-10-19: 21.53%2026-10-20: 21.76%2026-10-21: 21.50%2026-10-22: 23.30%2026-10-23: 23.50%2026-10-26: 22.81%2026-10-27: 22.43%2026-10-28: 22.37%2026-10-29: 21.89%2026-10-30: 24.28%Aug 14Sep 23Oct 30
49 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
23.81%
26.57%
29.60%
34.40%
21.50%
21.43%
21.07%
21.13%
20.33%
20.67%
20.84%
20.50%
20.93%
20.76%
20.99%
22.53%
23.47%
24.24%
23.88%
26.29%
29.30%
19.62%
19.97%
20.17%
20.35%
20.47%
20.93%
21.62%
21.75%
21.85%
21.94%
21.85%
21.86%
22.71%
25.00%
26.15%
29.61%
33.78%
22.60%
21.53%
21.76%
21.50%
23.30%
23.50%
22.81%
22.43%
22.37%
21.89%
24.28%