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Corgi Coffee & Energy Drinks ETF BREW

i

Market dataready · fetched 2026-11-12T16:03:54.133Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T14:49:31.797309929Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:03:53.392339+00:00

Share price$27.75
1D-0.1%
$27.74$27.75$27.76$27.77$27.795:30 AM6:30 AM9:00 AM1:00 PMBREW
Sold putSold call

Corgi Coffee & Energy Drinks ETF options

Live interpolated BREW call and put midpoint premiums by absolute delta.Corgi Coffee & Energy Drinks ETF$0.70$0.79$0.87$0.96$1.05$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICEBREW PRICE$0.71$0.76$0.81$0.87$0.92$0.97$1.02
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.6788.3%24.5%
25Δ22.7278.2%20.9%
30Δ23.7668.2%17.3%
35Δ24.8158.2%13.7%
40Δ25.8548.2%10.2%
45Δ26.9038.1%6.6%
50Δ27.9428.1%3.0%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.67
IV
88.3%
B/E move
24.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.72
IV
78.2%
B/E move
20.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.76
IV
68.2%
B/E move
17.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.81
IV
58.2%
B/E move
13.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.85
IV
48.2%
B/E move
10.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.90
IV
38.1%
B/E move
6.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.94
IV
28.1%
B/E move
3.0%

55Δ

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

60Δ

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

65Δ

Calls
Pseudo strike
IV
B/E move
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 blend23.90%
Daily close
BREW17.1%31.4%45.7%2026-08-14: 23.52%2026-08-17: 25.98%2026-08-18: 28.14%2026-08-19: 30.08%2026-08-20: 37.76%2026-08-21: 19.58%2026-08-24: 19.04%2026-08-25: 19.69%2026-08-26: 20.35%2026-08-27: 20.47%2026-08-28: 21.00%2026-08-31: 21.74%2026-09-02: 21.23%2026-09-03: 21.42%2026-09-04: 22.41%2026-09-08: 23.43%2026-09-11: 25.68%2026-09-14: 28.81%2026-09-15: 31.55%2026-09-16: 33.67%2026-09-17: 43.68%2026-09-18: 23.82%2026-09-21: 23.01%2026-09-22: 22.81%2026-09-23: 22.18%2026-09-24: 23.31%2026-09-25: 23.81%2026-09-28: 25.04%2026-09-29: 25.21%2026-09-30: 25.31%2026-10-01: 26.17%2026-10-02: 25.78%2026-10-05: 26.09%2026-10-06: 26.17%2026-10-07: 26.99%2026-10-08: 26.83%2026-10-09: 27.75%2026-10-12: 30.78%2026-10-13: 32.37%2026-10-14: 34.72%2026-10-15: 43.27%2026-10-16: 21.93%2026-10-19: 22.11%2026-10-20: 22.70%2026-10-21: 22.84%2026-10-22: 23.51%2026-10-23: 23.85%2026-10-26: 23.61%2026-10-27: 23.34%2026-10-28: 23.11%2026-10-29: 22.76%2026-10-30: 23.90%Aug 14Sep 24Oct 30
52 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
23.52%
25.98%
28.14%
30.08%
37.76%
19.58%
19.04%
19.69%
20.35%
20.47%
21.00%
21.74%
21.23%
21.42%
22.41%
23.43%
25.68%
28.81%
31.55%
33.67%
43.68%
23.82%
23.01%
22.81%
22.18%
23.31%
23.81%
25.04%
25.21%
25.31%
26.17%
25.78%
26.09%
26.17%
26.99%
26.83%
27.75%
30.78%
32.37%
34.72%
43.27%
21.93%
22.11%
22.70%
22.84%
23.51%
23.85%
23.61%
23.34%
23.11%
22.76%
23.90%