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Breakwave Dry Bulk Shipping ETF BDRY

i

Market dataready · fetched 2026-11-12T16:42:28.724Z

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 · 2026-11-12T16:29:23.932479348Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:42:28.127006+00:00

Share price$13.43
1D-3.8%
$13.27$13.45$13.64$13.83$14.015:30 AM6:30 AM9:00 AM1:00 PMBDRY
Sold putSold call

Breakwave Dry Bulk Shipping ETF options

Live interpolated BDRY call and put midpoint premiums by absolute delta.Breakwave Dry Bulk Shipping ETF$0.37$0.43$0.49$0.56$0.62$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBDRY PRICE$0.38$0.39$0.42$0.44$0.47$0.50$0.52$0.55$0.57$0.60
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.93192.2%36.3%
25Δ16.71162.1%27.4%
30Δ16.30149.2%24.5%
35Δ15.88136.3%21.6%
40Δ15.47123.4%18.7%
45Δ15.06110.6%15.8%
50Δ14.6497.7%12.9%
55Δ14.2384.8%10.0%
60Δ13.8271.9%7.1%
65Δ13.4059.0%4.3%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
17.93
IV
192.2%
B/E move
36.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
16.71
IV
162.1%
B/E move
27.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
16.30
IV
149.2%
B/E move
24.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
15.88
IV
136.3%
B/E move
21.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
15.47
IV
123.4%
B/E move
18.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
15.06
IV
110.6%
B/E move
15.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
14.64
IV
97.7%
B/E move
12.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
14.23
IV
84.8%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
13.82
IV
71.9%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
13.40
IV
59.0%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend51.16%
Daily close
BDRY37.8%66.0%94.2%2026-08-14: 54.58%2026-08-19: 57.48%2026-08-21: 47.31%2026-08-24: 45.40%2026-08-25: 45.75%2026-08-26: 43.57%2026-08-27: 41.70%2026-08-28: 45.19%2026-08-31: 43.29%2026-09-01: 45.68%2026-09-02: 46.79%2026-09-03: 43.52%2026-09-04: 46.71%2026-09-08: 47.35%2026-09-09: 47.05%2026-09-10: 46.28%2026-09-11: 44.62%2026-09-14: 51.48%2026-09-15: 66.80%2026-09-16: 62.36%2026-09-18: 42.46%2026-09-21: 44.71%2026-09-22: 46.74%2026-09-23: 44.78%2026-09-24: 43.83%2026-09-25: 43.47%2026-09-28: 45.38%2026-09-29: 45.43%2026-09-30: 46.80%2026-10-01: 46.23%2026-10-02: 46.37%2026-10-06: 46.83%2026-10-07: 45.38%2026-10-08: 49.62%2026-10-09: 48.87%2026-10-15: 90.32%2026-10-16: 53.34%2026-10-19: 47.09%2026-10-20: 49.75%2026-10-21: 48.06%2026-10-22: 42.61%2026-10-23: 49.24%2026-10-26: 46.51%2026-10-27: 48.57%2026-10-28: 49.79%2026-10-29: 52.17%2026-10-30: 51.16%Aug 14Sep 23Oct 30
47 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
54.58%
57.48%
47.31%
45.40%
45.75%
43.57%
41.70%
45.19%
43.29%
45.68%
46.79%
43.52%
46.71%
47.35%
47.05%
46.28%
44.62%
51.48%
66.80%
62.36%
42.46%
44.71%
46.74%
44.78%
43.83%
43.47%
45.38%
45.43%
46.80%
46.23%
46.37%
46.83%
45.38%
49.62%
48.87%
90.32%
53.34%
47.09%
49.75%
48.06%
42.61%
49.24%
46.51%
48.57%
49.79%
52.17%
51.16%