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Corgi Drones & Urban Air Mobility ETF BZZ

i

Market dataready · fetched 2026-11-11T14:54:48.377Z

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 · 2026-11-11T01:00:01.238245776Z

FundamentalsCorgi Invest · ready · as of 2026-11-10 · fetched 2026-11-11T14:54:47.960602+00:00

Share price$20.56
1D+0.1%
AH$20.38$20.42$20.46$20.50$20.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBZZ
Sold putSold callAH

Corgi Drones & Urban Air Mobility ETF options

Live interpolated BZZ call and put midpoint premiums by absolute delta.Corgi Drones & Urban Air Mobility ETF$0.48$1.12$1.76$2.40$3.03$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBZZ PRICE$1.08$1.67$2.26$2.85$0.55
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.53136.6%17.4%
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ19.9455.3%2.3%
70Δ19.3067.5%2.0%
75Δ18.6779.7%1.8%
80Δ18.0391.9%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.53
IV
136.6%
B/E move
17.4%

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

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
19.94
IV
55.3%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
19.30
IV
67.5%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
18.67
IV
79.7%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.03
IV
91.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.76%
Daily close
BZZ35.5%52.3%69.1%2026-08-13: 41.63%2026-08-14: 40.80%2026-08-17: 46.52%2026-08-18: 47.62%2026-08-19: 52.63%2026-08-20: 62.13%2026-08-21: 39.29%2026-08-24: 39.27%2026-08-25: 40.04%2026-08-26: 40.32%2026-08-27: 40.33%2026-08-28: 39.49%2026-08-31: 41.44%2026-09-01: 41.52%2026-09-02: 42.01%2026-09-03: 40.68%2026-09-04: 41.31%2026-09-08: 43.13%2026-09-09: 43.95%2026-09-11: 46.51%2026-09-14: 51.20%2026-09-15: 54.11%2026-09-16: 58.66%2026-09-17: 66.77%2026-09-18: 37.85%2026-09-21: 39.30%2026-09-22: 39.28%2026-09-23: 38.47%2026-09-24: 39.35%2026-09-25: 40.13%2026-09-28: 41.48%2026-09-29: 39.84%2026-09-30: 39.25%2026-10-01: 39.97%2026-10-02: 39.95%2026-10-05: 41.02%2026-10-06: 42.27%2026-10-07: 42.27%2026-10-08: 43.98%2026-10-09: 44.63%2026-10-12: 49.75%2026-10-13: 54.35%2026-10-14: 61.64%2026-10-16: 39.28%2026-10-19: 40.60%2026-10-20: 39.50%2026-10-21: 40.38%2026-10-22: 41.89%2026-10-23: 40.27%2026-10-26: 41.39%2026-10-27: 40.39%2026-10-28: 40.63%2026-10-29: 39.20%2026-10-30: 40.76%Aug 13Sep 22Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
41.63%
40.80%
46.52%
47.62%
52.63%
62.13%
39.29%
39.27%
40.04%
40.32%
40.33%
39.49%
41.44%
41.52%
42.01%
40.68%
41.31%
43.13%
43.95%
46.51%
51.20%
54.11%
58.66%
66.77%
37.85%
39.30%
39.28%
38.47%
39.35%
40.13%
41.48%
39.84%
39.25%
39.97%
39.95%
41.02%
42.27%
42.27%
43.98%
44.63%
49.75%
54.35%
61.64%
39.28%
40.60%
39.50%
40.38%
41.89%
40.27%
41.39%
40.39%
40.63%
39.20%
40.76%