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Range Global Coal Index ETF COAL

i

Market dataready · fetched 2026-11-11T14:18:21.131Z

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 · 2026-11-11T01:00:00.059528654Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:18:20.854484+00:00

Share price$23.00
1D+0.7%
AH$22.58$22.74$22.89$23.05$23.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOAL
Sold putSold callAH

Range Global Coal Index ETF options

Live interpolated COAL call and put midpoint premiums by absolute delta.Range Global Coal Index ETF$0.97$1.28$1.59$1.90$2.21$19.08$21.13$23.17$25.22$27.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive COAL spot · $23.00COAL PRICE$1.01$1.00$1.05$1.14$1.22$1.33$1.46$1.59$1.70$1.80$1.90$1.00$1.00$1.11$1.25$1.34$1.41$1.47$1.57$1.75$1.94$2.12
Puts——
Calls——
Skew——
Implied moveBearish±$2.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ30.91217.6%38.8%
30Δ21.10128.7%12.6%
35Δ25.51129.7%15.2%21.87105.9%9.3%
40Δ24.61112.9%11.6%22.3897.4%7.5%
45Δ23.99102.8%9.3%22.8391.9%6.2%
50Δ23.3892.6%7.0%23.1985.3%5.0%
55Δ22.8684.7%5.2%23.4878.0%4.0%
60Δ22.5180.4%4.2%23.7770.8%3.1%
65Δ22.1576.0%3.2%24.0664.6%2.2%
70Δ21.8870.6%2.5%24.3562.0%1.8%
75Δ21.6664.5%2.0%24.6459.4%1.3%
80Δ21.4558.3%1.5%24.9256.8%0.9%

20Δ

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

25Δ

Calls
Pseudo strike
30.91
IV
217.6%
B/E move
38.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.10
IV
128.7%
B/E move
12.6%

35Δ

Calls
Pseudo strike
25.51
IV
129.7%
B/E move
15.2%
Puts
Pseudo strike
21.87
IV
105.9%
B/E move
9.3%

40Δ

Calls
Pseudo strike
24.61
IV
112.9%
B/E move
11.6%
Puts
Pseudo strike
22.38
IV
97.4%
B/E move
7.5%

45Δ

Calls
Pseudo strike
23.99
IV
102.8%
B/E move
9.3%
Puts
Pseudo strike
22.83
IV
91.9%
B/E move
6.2%

50Δ

Calls
Pseudo strike
23.38
IV
92.6%
B/E move
7.0%
Puts
Pseudo strike
23.19
IV
85.3%
B/E move
5.0%

55Δ

Calls
Pseudo strike
22.86
IV
84.7%
B/E move
5.2%
Puts
Pseudo strike
23.48
IV
78.0%
B/E move
4.0%

60Δ

Calls
Pseudo strike
22.51
IV
80.4%
B/E move
4.2%
Puts
Pseudo strike
23.77
IV
70.8%
B/E move
3.1%

65Δ

Calls
Pseudo strike
22.15
IV
76.0%
B/E move
3.2%
Puts
Pseudo strike
24.06
IV
64.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
21.88
IV
70.6%
B/E move
2.5%
Puts
Pseudo strike
24.35
IV
62.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
21.66
IV
64.5%
B/E move
2.0%
Puts
Pseudo strike
24.64
IV
59.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
21.45
IV
58.3%
B/E move
1.5%
Puts
Pseudo strike
24.92
IV
56.8%
B/E move
0.9%

Options history

IV · four-Friday blend30.82%
Daily EOD
COAL28.9%32.6%36.2%2026-10-19: 32.52%2026-10-20: 35.70%2026-10-21: 29.44%2026-10-22: 35.72%2026-10-23: 29.58%2026-10-26: 35.43%2026-10-27: 30.36%2026-10-28: 30.02%2026-10-29: 31.24%2026-10-30: 30.82%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.52%
35.70%
29.44%
35.72%
29.58%
35.43%
30.36%
30.02%
31.24%
30.82%