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Corgi Mag 7 ETF CMAG

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Market dataready · fetched 2026-10-22T04:41:38.966Z

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 · 2026-10-22T00:00:01.621073491Z

FundamentalsCorgi Invest · ready · as of 2026-10-21 · fetched 2026-10-22T04:32:48.919543+00:00

Share price$27.13
1D+0.7%
AH$26.87$26.93$26.99$27.05$27.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCMAG
Sold putSold callAH

Corgi Mag 7 ETF options

Live interpolated CMAG call and put midpoint premiums by absolute delta.Corgi Mag 7 ETF$0.42$0.90$1.37$1.84$2.31$23.99$25.50$27.01$28.52$30.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMAG spot · $27.13CMAG PRICE$0.47$0.48$0.51$0.56$0.62$0.68$0.74$0.81$0.92$1.06$1.20$1.34$1.56$0.53$0.58$0.62$0.68$0.76$0.83$0.93$1.04$1.14$1.26$1.51$1.77$2.17
PutsExpensive2.06×
CallsExpensive2.04×
SkewBearish+3.05 pp
Implied moveBearish±$1.68
TiltBearish11.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.8859.6%19.3%24.0756.7%13.2%
25Δ29.9044.2%11.9%25.0947.1%9.7%
30Δ28.9336.5%8.5%25.8039.7%7.2%
35Δ28.4032.7%6.7%26.2735.7%5.7%
40Δ27.9329.4%5.2%26.6533.0%4.6%
45Δ27.6527.4%4.4%27.0230.5%3.5%
50Δ27.3725.4%3.6%27.2729.0%2.9%
55Δ27.0823.5%2.8%27.5327.6%2.4%
60Δ26.8422.7%2.3%27.7826.2%1.8%
65Δ26.6122.4%2.0%28.0425.0%1.3%
70Δ26.3822.1%1.6%28.3725.4%1.0%
75Δ26.1521.8%1.3%28.7025.8%0.7%
80Δ25.8522.1%1.0%29.1727.7%0.5%

20Δ

Calls
Pseudo strike
31.88
IV
59.6%
B/E move
19.3%
Puts
Pseudo strike
24.07
IV
56.7%
B/E move
13.2%

25Δ

Calls
Pseudo strike
29.90
IV
44.2%
B/E move
11.9%
Puts
Pseudo strike
25.09
IV
47.1%
B/E move
9.7%

30Δ

Calls
Pseudo strike
28.93
IV
36.5%
B/E move
8.5%
Puts
Pseudo strike
25.80
IV
39.7%
B/E move
7.2%

35Δ

Calls
Pseudo strike
28.40
IV
32.7%
B/E move
6.7%
Puts
Pseudo strike
26.27
IV
35.7%
B/E move
5.7%

40Δ

Calls
Pseudo strike
27.93
IV
29.4%
B/E move
5.2%
Puts
Pseudo strike
26.65
IV
33.0%
B/E move
4.6%

45Δ

Calls
Pseudo strike
27.65
IV
27.4%
B/E move
4.4%
Puts
Pseudo strike
27.02
IV
30.5%
B/E move
3.5%

50Δ

Calls
Pseudo strike
27.37
IV
25.4%
B/E move
3.6%
Puts
Pseudo strike
27.27
IV
29.0%
B/E move
2.9%

55Δ

Calls
Pseudo strike
27.08
IV
23.5%
B/E move
2.8%
Puts
Pseudo strike
27.53
IV
27.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
26.84
IV
22.7%
B/E move
2.3%
Puts
Pseudo strike
27.78
IV
26.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
26.61
IV
22.4%
B/E move
2.0%
Puts
Pseudo strike
28.04
IV
25.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
26.38
IV
22.1%
B/E move
1.6%
Puts
Pseudo strike
28.37
IV
25.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
26.15
IV
21.8%
B/E move
1.3%
Puts
Pseudo strike
28.70
IV
25.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
25.85
IV
22.1%
B/E move
1.0%
Puts
Pseudo strike
29.17
IV
27.7%
B/E move
0.5%

Options history

No recorded observations