IntraAlpha
Create free account Start free

Corgi Crypto Infrastructure ETF BLCK

i

Market dataready · fetched 2026-10-23T06:52:58.811Z

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 · 2026-10-23T00:00:01.101635745Z

FundamentalsCorgi Invest · ready · as of 2026-10-22 · fetched 2026-10-23T06:52:58.549464+00:00

Share price$19.05
1D-2.2%
AH$18.98$19.10$19.22$19.34$19.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBLCK
Sold putSold callAH

Corgi Crypto Infrastructure ETF options

Live interpolated BLCK call and put midpoint premiums by absolute delta.Corgi Crypto Infrastructure ETF$0.74$1.78$2.83$3.88$4.92$13.40$16.46$19.53$22.60$25.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLCK spot · $19.05BLCK PRICE$0.85$0.92$1.03$1.14$1.25$1.35$1.45$1.66$1.86$2.08$2.32$2.62$0.91$1.00$1.11$1.24$1.36$1.49$1.81$2.13$2.48$2.85$3.32$3.85$4.62
PutsExpensive1.45×
CallsExpensive2.19×
SkewBearish+5.80 pp
Implied moveBearish±$3.16
TiltBearish20.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.09127.3%25.6%
25Δ25.83126.2%40.1%16.30108.2%19.7%
30Δ23.29104.7%27.1%17.2194.9%15.5%
35Δ21.9394.4%20.5%17.9385.9%12.4%
40Δ20.9185.4%15.7%18.4978.9%10.1%
45Δ20.1578.6%12.4%19.0372.5%8.0%
50Δ19.5672.1%9.7%19.5473.9%7.0%
55Δ19.0065.6%7.3%20.0575.2%6.0%
60Δ18.5764.7%6.1%20.5874.7%5.0%
65Δ18.1463.9%5.0%21.1474.3%4.0%
70Δ17.7262.1%4.0%21.7674.4%3.2%
75Δ17.3260.0%3.1%22.4474.1%2.4%
80Δ16.8659.0%2.2%23.3475.9%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.09
IV
127.3%
B/E move
25.6%

25Δ

Calls
Pseudo strike
25.83
IV
126.2%
B/E move
40.1%
Puts
Pseudo strike
16.30
IV
108.2%
B/E move
19.7%

30Δ

Calls
Pseudo strike
23.29
IV
104.7%
B/E move
27.1%
Puts
Pseudo strike
17.21
IV
94.9%
B/E move
15.5%

35Δ

Calls
Pseudo strike
21.93
IV
94.4%
B/E move
20.5%
Puts
Pseudo strike
17.93
IV
85.9%
B/E move
12.4%

40Δ

Calls
Pseudo strike
20.91
IV
85.4%
B/E move
15.7%
Puts
Pseudo strike
18.49
IV
78.9%
B/E move
10.1%

45Δ

Calls
Pseudo strike
20.15
IV
78.6%
B/E move
12.4%
Puts
Pseudo strike
19.03
IV
72.5%
B/E move
8.0%

50Δ

Calls
Pseudo strike
19.56
IV
72.1%
B/E move
9.7%
Puts
Pseudo strike
19.54
IV
73.9%
B/E move
7.0%

55Δ

Calls
Pseudo strike
19.00
IV
65.6%
B/E move
7.3%
Puts
Pseudo strike
20.05
IV
75.2%
B/E move
6.0%

60Δ

Calls
Pseudo strike
18.57
IV
64.7%
B/E move
6.1%
Puts
Pseudo strike
20.58
IV
74.7%
B/E move
5.0%

65Δ

Calls
Pseudo strike
18.14
IV
63.9%
B/E move
5.0%
Puts
Pseudo strike
21.14
IV
74.3%
B/E move
4.0%

70Δ

Calls
Pseudo strike
17.72
IV
62.1%
B/E move
4.0%
Puts
Pseudo strike
21.76
IV
74.4%
B/E move
3.2%

75Δ

Calls
Pseudo strike
17.32
IV
60.0%
B/E move
3.1%
Puts
Pseudo strike
22.44
IV
74.1%
B/E move
2.4%

80Δ

Calls
Pseudo strike
16.86
IV
59.0%
B/E move
2.2%
Puts
Pseudo strike
23.34
IV
75.9%
B/E move
1.8%

Options history

BLCK75.0077.0979.182026-10-20: 75.29%2026-10-21: 78.89%Oct 20Oct 21
Table
DateIV
75.29%
78.89%