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Range Global Coal Index ETF COAL

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Market dataready · fetched 2026-10-22T04:41:13.689Z

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 · 2026-10-22T00:00:00.062970377Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T04:41:13.274042+00:00

Share price$23.98
1D-0.5%
AH$23.91$24.01$24.12$24.22$24.325:30 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$0.30$0.75$1.20$1.65$2.10$20.47$22.27$24.06$25.85$27.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COAL spot · $23.98COAL PRICE$0.38$0.35$0.37$0.43$0.52$0.62$0.72$0.86$1.06$1.26$1.45$1.71$1.97$0.38$0.41$0.45$0.50$0.55$0.60$0.85$1.26$1.67$1.75$1.81$1.87$1.93
PutsCheap0.83×
CallsCheap0.73×
SkewBearish+2.24 pp
Implied moveBearish±$1.57
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.7753.6%17.4%21.6946.6%11.1%
25Δ25.9636.3%9.7%22.4338.7%8.2%
30Δ25.3130.0%7.1%23.0033.3%6.0%
35Δ24.8727.1%5.5%23.2930.7%5.0%
40Δ24.6327.3%4.9%23.5828.0%4.0%
45Δ24.3827.5%4.3%23.8725.4%3.0%
50Δ24.1327.6%3.7%24.2128.0%2.6%
55Δ23.8728.3%3.2%24.5935.1%2.7%
60Δ23.5929.5%2.8%24.9842.1%2.8%
65Δ23.3130.8%2.5%25.1739.2%2.4%
70Δ23.0332.0%2.1%25.3535.6%1.9%
75Δ22.6932.1%1.7%25.5332.1%1.4%
80Δ22.3432.1%1.4%25.7128.5%0.9%

20Δ

Calls
Pseudo strike
27.77
IV
53.6%
B/E move
17.4%
Puts
Pseudo strike
21.69
IV
46.6%
B/E move
11.1%

25Δ

Calls
Pseudo strike
25.96
IV
36.3%
B/E move
9.7%
Puts
Pseudo strike
22.43
IV
38.7%
B/E move
8.2%

30Δ

Calls
Pseudo strike
25.31
IV
30.0%
B/E move
7.1%
Puts
Pseudo strike
23.00
IV
33.3%
B/E move
6.0%

35Δ

Calls
Pseudo strike
24.87
IV
27.1%
B/E move
5.5%
Puts
Pseudo strike
23.29
IV
30.7%
B/E move
5.0%

40Δ

Calls
Pseudo strike
24.63
IV
27.3%
B/E move
4.9%
Puts
Pseudo strike
23.58
IV
28.0%
B/E move
4.0%

45Δ

Calls
Pseudo strike
24.38
IV
27.5%
B/E move
4.3%
Puts
Pseudo strike
23.87
IV
25.4%
B/E move
3.0%

50Δ

Calls
Pseudo strike
24.13
IV
27.6%
B/E move
3.7%
Puts
Pseudo strike
24.21
IV
28.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
23.87
IV
28.3%
B/E move
3.2%
Puts
Pseudo strike
24.59
IV
35.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
23.59
IV
29.5%
B/E move
2.8%
Puts
Pseudo strike
24.98
IV
42.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
23.31
IV
30.8%
B/E move
2.5%
Puts
Pseudo strike
25.17
IV
39.2%
B/E move
2.4%

70Δ

Calls
Pseudo strike
23.03
IV
32.0%
B/E move
2.1%
Puts
Pseudo strike
25.35
IV
35.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
22.69
IV
32.1%
B/E move
1.7%
Puts
Pseudo strike
25.53
IV
32.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
22.34
IV
32.1%
B/E move
1.4%
Puts
Pseudo strike
25.71
IV
28.5%
B/E move
0.9%

Options history

No recorded observations