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Corgi Bay Area Based ETF BAY

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Market dataready · fetched 2026-10-23T06:49:43.505Z

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 · 2026-10-23T00:00:00.936603405Z

FundamentalsCorgi Invest · ready · as of 2026-10-22 · fetched 2026-10-23T06:49:43.257292+00:00

Share price$28.90
1D+0.0%
AH$29.61$29.61$29.62$29.63$29.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBAY
Sold putSold callAH

Corgi Bay Area Based ETF options

Live interpolated BAY call and put midpoint premiums by absolute delta.Corgi Bay Area Based ETF$0.35$0.84$1.34$1.84$2.33$25.79$27.31$28.83$30.36$31.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BAY spot · $28.90BAY PRICE$0.40$0.42$0.47$0.54$0.61$0.68$0.75$0.89$1.06$1.23$1.41$1.79$2.16$0.48$0.53$0.60$0.67$0.73$0.80$0.89$1.06$1.23$1.39$1.63$1.91$2.19
PutsExpensive1.33×
CallsExpensive2.18×
SkewBearish+1.75 pp
Implied moveBearish±$1.65
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.7347.3%14.6%26.0549.6%11.5%
25Δ31.2836.7%9.7%27.0141.2%8.4%
30Δ30.6032.6%7.5%27.5837.1%6.7%
35Δ30.0729.8%5.9%28.0833.4%5.2%
40Δ29.7327.9%5.0%28.4230.9%4.2%
45Δ29.4126.2%4.1%28.7528.4%3.3%
50Δ29.0924.4%3.3%29.0726.5%2.5%
55Δ28.8124.3%2.8%29.3526.4%2.1%
60Δ28.5424.8%2.4%29.6326.4%1.7%
65Δ28.2725.3%2.1%29.9026.3%1.4%
70Δ27.9925.9%1.7%30.2426.5%1.0%
75Δ27.5528.0%1.5%30.6026.6%0.8%
80Δ27.1030.1%1.2%30.9626.8%0.5%

20Δ

Calls
Pseudo strike
32.73
IV
47.3%
B/E move
14.6%
Puts
Pseudo strike
26.05
IV
49.6%
B/E move
11.5%

25Δ

Calls
Pseudo strike
31.28
IV
36.7%
B/E move
9.7%
Puts
Pseudo strike
27.01
IV
41.2%
B/E move
8.4%

30Δ

Calls
Pseudo strike
30.60
IV
32.6%
B/E move
7.5%
Puts
Pseudo strike
27.58
IV
37.1%
B/E move
6.7%

35Δ

Calls
Pseudo strike
30.07
IV
29.8%
B/E move
5.9%
Puts
Pseudo strike
28.08
IV
33.4%
B/E move
5.2%

40Δ

Calls
Pseudo strike
29.73
IV
27.9%
B/E move
5.0%
Puts
Pseudo strike
28.42
IV
30.9%
B/E move
4.2%

45Δ

Calls
Pseudo strike
29.41
IV
26.2%
B/E move
4.1%
Puts
Pseudo strike
28.75
IV
28.4%
B/E move
3.3%

50Δ

Calls
Pseudo strike
29.09
IV
24.4%
B/E move
3.3%
Puts
Pseudo strike
29.07
IV
26.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
28.81
IV
24.3%
B/E move
2.8%
Puts
Pseudo strike
29.35
IV
26.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
28.54
IV
24.8%
B/E move
2.4%
Puts
Pseudo strike
29.63
IV
26.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
28.27
IV
25.3%
B/E move
2.1%
Puts
Pseudo strike
29.90
IV
26.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
27.99
IV
25.9%
B/E move
1.7%
Puts
Pseudo strike
30.24
IV
26.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
27.55
IV
28.0%
B/E move
1.5%
Puts
Pseudo strike
30.60
IV
26.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
27.10
IV
30.1%
B/E move
1.2%
Puts
Pseudo strike
30.96
IV
26.8%
B/E move
0.5%

Options history

BAY65.2985.01104.742026-10-20: 68.01%2026-10-21: 102.02%Oct 20Oct 21
Table
DateIV
68.01%
102.02%