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Corgi Drones & Urban Air Mobility ETF BZZ

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Market dataready · fetched 2026-10-22T10:44:07.439Z

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 · 2026-10-22T00:00:01.272186866Z

FundamentalsCorgi Invest · ready · as of 2026-10-21 · fetched 2026-10-22T10:39:00.285452+00:00

Share price$19.73
1D-0.1%
AH$19.70$19.73$19.76$19.79$19.825:30 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$0.58$0.96$1.34$1.72$2.10$16.29$18.19$20.09$21.99$23.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BZZ spot · $19.73BZZ PRICE$0.63$0.63$0.66$0.72$0.79$0.86$0.93$1.03$1.12$1.21$1.38$1.63$1.88$0.64$0.68$0.73$0.80$0.87$0.93$0.99$1.08$1.19$1.29$1.40$1.60$1.99
PutsExpensive1.15×
CallsExpensive2.29×
SkewBullish-6.32 pp
Implied moveBearish±$1.92
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.59115.9%43.0%16.4790.4%19.8%
25Δ23.9383.9%24.5%17.5573.6%14.5%
30Δ22.3668.2%16.7%18.2863.2%11.1%
35Δ21.5160.5%12.7%18.8456.1%8.6%
40Δ20.8754.5%9.8%19.2450.7%6.9%
45Δ20.4149.7%7.8%19.5845.9%5.5%
50Δ19.9745.2%6.0%19.9241.2%4.0%
55Δ19.6942.7%5.0%20.1738.5%3.2%
60Δ19.4140.2%4.0%20.4036.6%2.6%
65Δ19.1337.7%3.1%20.6234.7%2.0%
70Δ18.8236.9%2.4%20.8532.7%1.4%
75Δ18.4937.5%2.0%21.1431.9%0.9%
80Δ18.1638.1%1.6%21.5833.5%0.7%

20Δ

Calls
Pseudo strike
27.59
IV
115.9%
B/E move
43.0%
Puts
Pseudo strike
16.47
IV
90.4%
B/E move
19.8%

25Δ

Calls
Pseudo strike
23.93
IV
83.9%
B/E move
24.5%
Puts
Pseudo strike
17.55
IV
73.6%
B/E move
14.5%

30Δ

Calls
Pseudo strike
22.36
IV
68.2%
B/E move
16.7%
Puts
Pseudo strike
18.28
IV
63.2%
B/E move
11.1%

35Δ

Calls
Pseudo strike
21.51
IV
60.5%
B/E move
12.7%
Puts
Pseudo strike
18.84
IV
56.1%
B/E move
8.6%

40Δ

Calls
Pseudo strike
20.87
IV
54.5%
B/E move
9.8%
Puts
Pseudo strike
19.24
IV
50.7%
B/E move
6.9%

45Δ

Calls
Pseudo strike
20.41
IV
49.7%
B/E move
7.8%
Puts
Pseudo strike
19.58
IV
45.9%
B/E move
5.5%

50Δ

Calls
Pseudo strike
19.97
IV
45.2%
B/E move
6.0%
Puts
Pseudo strike
19.92
IV
41.2%
B/E move
4.0%

55Δ

Calls
Pseudo strike
19.69
IV
42.7%
B/E move
5.0%
Puts
Pseudo strike
20.17
IV
38.5%
B/E move
3.2%

60Δ

Calls
Pseudo strike
19.41
IV
40.2%
B/E move
4.0%
Puts
Pseudo strike
20.40
IV
36.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
19.13
IV
37.7%
B/E move
3.1%
Puts
Pseudo strike
20.62
IV
34.7%
B/E move
2.0%

70Δ

Calls
Pseudo strike
18.82
IV
36.9%
B/E move
2.4%
Puts
Pseudo strike
20.85
IV
32.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
18.49
IV
37.5%
B/E move
2.0%
Puts
Pseudo strike
21.14
IV
31.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
18.16
IV
38.1%
B/E move
1.6%
Puts
Pseudo strike
21.58
IV
33.5%
B/E move
0.7%

Options history

No recorded observations