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Capital Group Growth ETF CGGR

i

Market dataready · fetched 2026-11-11T14:57:36.674Z

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 · 2026-11-11T14:57:23.831410475Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:57:35.651151+00:00

Share price$46.30
1D-0.2%
$46.20$46.25$46.30$46.35$46.405:30 AM6:30 AM9:00 AM1:00 PMCGGR
Sold putSold call

Capital Group Growth ETF options

Live interpolated CGGR call and put midpoint premiums by absolute delta.Capital Group Growth ETF$0.90$1.22$1.54$1.86$2.18$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECGGR PRICE$0.94$1.17$1.40$1.63$2.08$1.11$1.28$1.45$1.61
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ45.9224.2%1.2%
65Δ45.6225.5%1.1%47.0523.8%0.8%
70Δ45.3226.8%0.9%47.2923.2%0.6%
75Δ45.0228.1%0.8%47.5322.6%0.5%
80Δ44.5028.9%0.6%47.7722.0%0.3%

20Δ

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

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
45.92
IV
24.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
45.62
IV
25.5%
B/E move
1.1%
Puts
Pseudo strike
47.05
IV
23.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
45.32
IV
26.8%
B/E move
0.9%
Puts
Pseudo strike
47.29
IV
23.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
45.02
IV
28.1%
B/E move
0.8%
Puts
Pseudo strike
47.53
IV
22.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
44.50
IV
28.9%
B/E move
0.6%
Puts
Pseudo strike
47.77
IV
22.0%
B/E move
0.3%

Options history

IV · four-Friday blend22.69%
Daily EOD
CGGR18.7%20.9%23.0%2026-10-19: 19.04%2026-10-20: 19.64%2026-10-21: 19.12%2026-10-22: 21.17%2026-10-23: 21.51%2026-10-26: 20.95%2026-10-27: 19.52%2026-10-28: 19.39%2026-10-29: 19.29%2026-10-30: 22.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.04%
19.64%
19.12%
21.17%
21.51%
20.95%
19.52%
19.39%
19.29%
22.69%