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Corgi Mag 7 ETF CMAG

i

Market dataready · fetched 2026-11-11T15:29:23.605Z

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 · 2026-11-11T15:13:41.094553288Z

FundamentalsCorgi Invest · ready · as of 2026-11-10 · fetched 2026-11-11T15:29:22.807188+00:00

Share price$25.22
1D+0.0%
$25.21$25.21$25.22$25.23$25.235:30 AM6:30 AM9:00 AM1:00 PMCMAG
Sold putSold call

Corgi Mag 7 ETF options

Live interpolated CMAG call and put midpoint premiums by absolute delta.Corgi Mag 7 ETF$0.38$0.70$1.02$1.34$1.66$22.22$23.76$25.30$26.84$28.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive CMAG spot · $25.22CMAG PRICE$0.41$0.46$0.51$0.56$0.61$0.66$0.71$0.76$0.85$1.21$1.57$0.88$0.96$1.04$1.11
Puts——
Calls——
Skew——
Implied moveBearish±$1.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.4855.3%22.5%
25Δ29.7850.8%19.9%
30Δ29.0946.3%17.4%
35Δ28.3941.7%14.8%
40Δ27.6937.2%12.2%
45Δ26.9932.7%9.6%25.1130.6%4.0%
50Δ26.2928.1%7.1%25.3628.6%3.2%
55Δ25.6023.6%4.5%25.6226.6%2.5%
60Δ24.9520.3%2.3%25.8824.5%1.8%
65Δ24.5724.4%2.2%
70Δ24.1928.4%2.1%
75Δ
80Δ

20Δ

Calls
Pseudo strike
30.48
IV
55.3%
B/E move
22.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
29.78
IV
50.8%
B/E move
19.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
29.09
IV
46.3%
B/E move
17.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
28.39
IV
41.7%
B/E move
14.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
27.69
IV
37.2%
B/E move
12.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
26.99
IV
32.7%
B/E move
9.6%
Puts
Pseudo strike
25.11
IV
30.6%
B/E move
4.0%

50Δ

Calls
Pseudo strike
26.29
IV
28.1%
B/E move
7.1%
Puts
Pseudo strike
25.36
IV
28.6%
B/E move
3.2%

55Δ

Calls
Pseudo strike
25.60
IV
23.6%
B/E move
4.5%
Puts
Pseudo strike
25.62
IV
26.6%
B/E move
2.5%

60Δ

Calls
Pseudo strike
24.95
IV
20.3%
B/E move
2.3%
Puts
Pseudo strike
25.88
IV
24.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
24.57
IV
24.4%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.19
IV
28.4%
B/E move
2.1%
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 blend86.85%
Daily EOD
CMAG82.8%111.8%140.8%2026-10-19: 108.12%2026-10-20: 113.34%2026-10-21: 109.72%2026-10-22: 120.19%2026-10-23: 128.19%2026-10-26: 123.55%2026-10-27: 125.25%2026-10-28: 130.89%2026-10-29: 136.83%2026-10-30: 86.85%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
108.12%
113.34%
109.72%
120.19%
128.19%
123.55%
125.25%
130.89%
136.83%
86.85%