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Breakwave Dry Bulk Shipping ETF BDRY

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Market datapartial · fetched 2026-10-23T06:04:12.663Z

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 · 2026-10-23T00:00:00.109249005Z

FundamentalsAlpha Vantage · unavailable

Share price$12.45
1D-2.6%
AH$12.42$12.54$12.66$12.78$12.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBDRY
Sold putSold callAH

Breakwave Dry Bulk Shipping ETF options

Live interpolated BDRY call and put midpoint premiums by absolute delta.Breakwave Dry Bulk Shipping ETF$0.31$0.92$1.52$2.13$2.74$9.15$11.07$12.99$14.91$16.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BDRY spot · $12.45BDRY PRICE$0.38$0.38$0.38$0.41$0.45$0.60$0.77$0.94$1.11$1.46$1.95$2.31$2.56$0.50$0.48$0.47$0.47$0.55$0.64$0.73$0.83$0.92$1.04$1.16$1.27$1.39
PutsCheap0.75×
CallsFair1.02×
SkewBullish-19.10 pp
Implied moveBullish±$1.50
TiltBullish13.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.02110.8%39.7%10.09111.4%22.9%
25Δ15.1683.2%24.8%11.0081.1%15.5%
30Δ13.9462.9%15.0%11.4567.6%11.9%
35Δ13.5056.0%11.7%11.9054.1%8.3%
40Δ13.0649.1%8.5%12.1650.0%6.7%
45Δ12.8052.1%7.6%12.3748.9%5.8%
50Δ12.5656.6%7.1%12.5847.7%4.9%
55Δ12.3361.2%6.6%12.7946.6%4.0%
60Δ12.1065.8%6.0%12.9945.4%3.0%
65Δ11.7177.3%5.8%13.1843.4%2.5%
70Δ11.2393.4%5.8%13.3641.3%2.0%
75Δ10.7898.9%5.1%13.5439.3%1.5%
80Δ10.3594.9%3.7%13.7237.2%1.0%

20Δ

Calls
Pseudo strike
17.02
IV
110.8%
B/E move
39.7%
Puts
Pseudo strike
10.09
IV
111.4%
B/E move
22.9%

25Δ

Calls
Pseudo strike
15.16
IV
83.2%
B/E move
24.8%
Puts
Pseudo strike
11.00
IV
81.1%
B/E move
15.5%

30Δ

Calls
Pseudo strike
13.94
IV
62.9%
B/E move
15.0%
Puts
Pseudo strike
11.45
IV
67.6%
B/E move
11.9%

35Δ

Calls
Pseudo strike
13.50
IV
56.0%
B/E move
11.7%
Puts
Pseudo strike
11.90
IV
54.1%
B/E move
8.3%

40Δ

Calls
Pseudo strike
13.06
IV
49.1%
B/E move
8.5%
Puts
Pseudo strike
12.16
IV
50.0%
B/E move
6.7%

45Δ

Calls
Pseudo strike
12.80
IV
52.1%
B/E move
7.6%
Puts
Pseudo strike
12.37
IV
48.9%
B/E move
5.8%

50Δ

Calls
Pseudo strike
12.56
IV
56.6%
B/E move
7.1%
Puts
Pseudo strike
12.58
IV
47.7%
B/E move
4.9%

55Δ

Calls
Pseudo strike
12.33
IV
61.2%
B/E move
6.6%
Puts
Pseudo strike
12.79
IV
46.6%
B/E move
4.0%

60Δ

Calls
Pseudo strike
12.10
IV
65.8%
B/E move
6.0%
Puts
Pseudo strike
12.99
IV
45.4%
B/E move
3.0%

65Δ

Calls
Pseudo strike
11.71
IV
77.3%
B/E move
5.8%
Puts
Pseudo strike
13.18
IV
43.4%
B/E move
2.5%

70Δ

Calls
Pseudo strike
11.23
IV
93.4%
B/E move
5.8%
Puts
Pseudo strike
13.36
IV
41.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
10.78
IV
98.9%
B/E move
5.1%
Puts
Pseudo strike
13.54
IV
39.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
10.35
IV
94.9%
B/E move
3.7%
Puts
Pseudo strike
13.72
IV
37.2%
B/E move
1.0%

Options history

BDRY48.7849.3950.002026-10-20: 48.86%2026-10-21: 49.92%Oct 20Oct 21
Table
DateIV
48.86%
49.92%