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Corgi Coffee & Energy Drinks ETF BREW

i

Market dataready · fetched 2026-10-23T06:52:57.060Z

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 · 2026-10-23T00:00:01.300177564Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:52:56.597047+00:00

Share price$27.63
1D+0.0%
AH$27.24$27.24$27.25$27.26$27.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBREW
Sold putSold callAH

Corgi Coffee & Energy Drinks ETF options

Live interpolated BREW call and put midpoint premiums by absolute delta.Corgi Coffee & Energy Drinks ETF$0.43$0.84$1.24$1.64$2.05$24.59$26.11$27.63$29.16$30.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BREW spot · $27.63BREW PRICE$0.47$0.47$0.50$0.56$0.63$0.70$0.80$0.91$1.02$1.13$1.37$1.65$1.93$0.54$0.59$0.65$0.70$0.76$0.82$0.88$0.94$1.06$1.17$1.29$1.40$1.76
PutsExpensive3.96×
CallsExpensive1.83×
SkewNeutral-0.18 pp
Implied moveBearish±$1.68
TiltBalanced1.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.3659.6%18.9%24.4858.0%13.3%
25Δ30.3944.0%11.7%25.5148.1%9.8%
30Δ29.4436.4%8.4%26.2241.8%7.4%
35Δ28.8532.1%6.4%26.7536.7%5.7%
40Δ28.4830.2%5.4%27.1632.9%4.4%
45Δ28.1128.2%4.3%27.4530.2%3.6%
50Δ27.8227.1%3.6%27.7527.5%2.7%
55Δ27.5626.3%3.1%28.0325.0%1.9%
60Δ27.3125.6%2.5%28.2424.0%1.6%
65Δ27.0524.8%2.0%28.4523.0%1.3%
70Δ26.7225.6%1.7%28.6622.0%0.9%
75Δ26.3726.9%1.4%28.8721.0%0.6%
80Δ26.0228.2%1.2%29.2922.4%0.3%

20Δ

Calls
Pseudo strike
32.36
IV
59.6%
B/E move
18.9%
Puts
Pseudo strike
24.48
IV
58.0%
B/E move
13.3%

25Δ

Calls
Pseudo strike
30.39
IV
44.0%
B/E move
11.7%
Puts
Pseudo strike
25.51
IV
48.1%
B/E move
9.8%

30Δ

Calls
Pseudo strike
29.44
IV
36.4%
B/E move
8.4%
Puts
Pseudo strike
26.22
IV
41.8%
B/E move
7.4%

35Δ

Calls
Pseudo strike
28.85
IV
32.1%
B/E move
6.4%
Puts
Pseudo strike
26.75
IV
36.7%
B/E move
5.7%

40Δ

Calls
Pseudo strike
28.48
IV
30.2%
B/E move
5.4%
Puts
Pseudo strike
27.16
IV
32.9%
B/E move
4.4%

45Δ

Calls
Pseudo strike
28.11
IV
28.2%
B/E move
4.3%
Puts
Pseudo strike
27.45
IV
30.2%
B/E move
3.6%

50Δ

Calls
Pseudo strike
27.82
IV
27.1%
B/E move
3.6%
Puts
Pseudo strike
27.75
IV
27.5%
B/E move
2.7%

55Δ

Calls
Pseudo strike
27.56
IV
26.3%
B/E move
3.1%
Puts
Pseudo strike
28.03
IV
25.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
27.31
IV
25.6%
B/E move
2.5%
Puts
Pseudo strike
28.24
IV
24.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
27.05
IV
24.8%
B/E move
2.0%
Puts
Pseudo strike
28.45
IV
23.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
26.72
IV
25.6%
B/E move
1.7%
Puts
Pseudo strike
28.66
IV
22.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
26.37
IV
26.9%
B/E move
1.4%
Puts
Pseudo strike
28.87
IV
21.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
26.02
IV
28.2%
B/E move
1.2%
Puts
Pseudo strike
29.29
IV
22.4%
B/E move
0.3%

Options history

BREW32.0375.13118.242026-10-20: 37.97%2026-10-21: 112.29%Oct 20Oct 21
Table
DateIV
37.97%
112.29%