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Corgi Crypto Infrastructure ETF BLCK

i

Market dataready · fetched 2026-11-13T17:10:39.081Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-13T17:06:17.239602276Z

FundamentalsCorgi Invest · ready · as of 2026-11-12 · fetched 2026-11-13T17:10:37.579612+00:00

Share price$16.90
1D-2.8%
$16.86$17.00$17.14$17.28$17.425:30 AM6:30 AM9:00 AM1:00 PMBLCK
Sold putSold call

Corgi Crypto Infrastructure ETF options

Live interpolated BLCK call and put midpoint premiums by absolute delta.Corgi Crypto Infrastructure ETF$1.48$4.73$7.97$11.22$14.47$9.09$13.82$18.55$23.28$28.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BLCK spot · $16.90BLCK PRICE$2.20$2.41$2.62$2.98$3.43$3.98$4.53$5.28$1.83$2.55$3.25$3.88$4.52$5.14$5.83$6.67$7.53$8.39$10.31$13.53
Puts——
Calls——
Skew——
Implied moveBearish±$7.76
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ13.9786.4%28.2%
30Δ15.0792.5%25.9%
35Δ16.2097.3%23.4%
40Δ24.69107.6%59.1%17.4095.2%20.0%
45Δ22.3098.4%46.2%18.5792.7%16.9%
50Δ19.9289.2%33.3%19.6989.5%14.0%
55Δ18.3387.2%26.1%20.8186.7%11.4%
60Δ17.1987.9%22.0%22.0384.6%9.1%
65Δ16.0990.4%18.7%23.2482.4%7.0%
70Δ14.9491.2%15.3%24.4379.4%5.1%
75Δ13.7495.1%12.6%26.6281.8%3.5%
80Δ30.0987.2%2.0%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.97
IV
86.4%
B/E move
28.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.07
IV
92.5%
B/E move
25.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.20
IV
97.3%
B/E move
23.4%

40Δ

Calls
Pseudo strike
24.69
IV
107.6%
B/E move
59.1%
Puts
Pseudo strike
17.40
IV
95.2%
B/E move
20.0%

45Δ

Calls
Pseudo strike
22.30
IV
98.4%
B/E move
46.2%
Puts
Pseudo strike
18.57
IV
92.7%
B/E move
16.9%

50Δ

Calls
Pseudo strike
19.92
IV
89.2%
B/E move
33.3%
Puts
Pseudo strike
19.69
IV
89.5%
B/E move
14.0%

55Δ

Calls
Pseudo strike
18.33
IV
87.2%
B/E move
26.1%
Puts
Pseudo strike
20.81
IV
86.7%
B/E move
11.4%

60Δ

Calls
Pseudo strike
17.19
IV
87.9%
B/E move
22.0%
Puts
Pseudo strike
22.03
IV
84.6%
B/E move
9.1%

65Δ

Calls
Pseudo strike
16.09
IV
90.4%
B/E move
18.7%
Puts
Pseudo strike
23.24
IV
82.4%
B/E move
7.0%

70Δ

Calls
Pseudo strike
14.94
IV
91.2%
B/E move
15.3%
Puts
Pseudo strike
24.43
IV
79.4%
B/E move
5.1%

75Δ

Calls
Pseudo strike
13.74
IV
95.1%
B/E move
12.6%
Puts
Pseudo strike
26.62
IV
81.8%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.09
IV
87.2%
B/E move
2.0%

Options history

IV · four-Friday blend69.41%
Daily close
BLCK53.5%80.2%106.8%2026-08-17: 75.31%2026-08-18: 84.84%2026-08-19: 86.59%2026-08-20: 103.10%2026-08-21: 75.31%2026-08-24: 72.55%2026-08-25: 69.86%2026-08-26: 67.53%2026-08-27: 65.71%2026-08-28: 65.26%2026-08-31: 66.42%2026-09-01: 68.55%2026-09-02: 64.89%2026-09-03: 62.69%2026-09-04: 63.14%2026-09-08: 66.43%2026-09-09: 67.61%2026-09-10: 69.68%2026-09-11: 69.32%2026-09-14: 77.04%2026-09-15: 83.50%2026-09-16: 86.28%2026-09-17: 94.21%2026-09-21: 60.69%2026-09-22: 62.34%2026-09-23: 59.47%2026-09-24: 57.21%2026-09-25: 58.11%2026-09-28: 63.15%2026-09-29: 65.25%2026-09-30: 63.38%2026-10-01: 63.30%2026-10-02: 60.54%2026-10-05: 63.49%2026-10-06: 64.20%2026-10-07: 66.51%2026-10-08: 66.31%2026-10-09: 72.52%2026-10-12: 80.42%2026-10-13: 80.32%2026-10-14: 87.93%2026-10-15: 101.91%2026-10-16: 66.97%2026-10-19: 68.70%2026-10-20: 68.66%2026-10-21: 68.12%2026-10-22: 70.38%2026-10-23: 68.99%2026-10-26: 68.53%2026-10-27: 67.11%2026-10-28: 65.16%2026-10-29: 64.50%2026-10-30: 69.41%Aug 17Sep 24Oct 30
53 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
75.31%
84.84%
86.59%
103.10%
75.31%
72.55%
69.86%
67.53%
65.71%
65.26%
66.42%
68.55%
64.89%
62.69%
63.14%
66.43%
67.61%
69.68%
69.32%
77.04%
83.50%
86.28%
94.21%
60.69%
62.34%
59.47%
57.21%
58.11%
63.15%
65.25%
63.38%
63.30%
60.54%
63.49%
64.20%
66.51%
66.31%
72.52%
80.42%
80.32%
87.93%
101.91%
66.97%
68.70%
68.66%
68.12%
70.38%
68.99%
68.53%
67.11%
65.16%
64.50%
69.41%