Corgi Quantum Computing ETF CQTM
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Market dataready · fetched 2026-11-11T14:51:44.407Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T14:38:01.687869698Z
FundamentalsCorgi Invest · ready · as of 2026-11-10 · fetched 2026-11-11T14:51:43.837861+00:00
Corgi Quantum Computing ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 22.48 | 80.6% | 27.0% | 15.73 | 87.4% | 18.4% |
| 30Δ | 21.86 | 84.5% | 24.6% | 16.44 | 80.8% | 15.3% |
| 35Δ | 20.83 | 79.3% | 19.7% | 17.05 | 76.7% | 12.9% |
| 40Δ | 19.97 | 74.8% | 15.7% | 17.65 | 72.6% | 10.6% |
| 45Δ | 19.38 | 74.9% | 13.6% | 18.22 | 70.1% | 8.7% |
| 50Δ | 18.81 | 75.4% | 11.7% | 18.73 | 69.8% | 7.4% |
| 55Δ | 18.25 | 76.4% | 10.1% | 19.25 | 69.0% | 6.2% |
| 60Δ | 17.69 | 77.7% | 8.6% | 19.76 | 67.8% | 5.1% |
| 65Δ | 17.11 | 79.2% | 7.3% | 20.29 | 66.6% | 4.1% |
| 70Δ | 16.48 | 81.4% | 6.1% | 20.84 | 65.6% | 3.1% |
| 75Δ | 15.88 | 81.3% | 4.9% | 21.50 | 64.5% | 2.4% |
| 80Δ | 15.43 | 74.2% | 3.5% | 22.20 | 63.3% | 1.6% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 22.48
- IV
- 80.6%
- B/E move
- 27.0%
- Pseudo strike
- 15.73
- IV
- 87.4%
- B/E move
- 18.4%
30Δ
- Pseudo strike
- 21.86
- IV
- 84.5%
- B/E move
- 24.6%
- Pseudo strike
- 16.44
- IV
- 80.8%
- B/E move
- 15.3%
35Δ
- Pseudo strike
- 20.83
- IV
- 79.3%
- B/E move
- 19.7%
- Pseudo strike
- 17.05
- IV
- 76.7%
- B/E move
- 12.9%
40Δ
- Pseudo strike
- 19.97
- IV
- 74.8%
- B/E move
- 15.7%
- Pseudo strike
- 17.65
- IV
- 72.6%
- B/E move
- 10.6%
45Δ
- Pseudo strike
- 19.38
- IV
- 74.9%
- B/E move
- 13.6%
- Pseudo strike
- 18.22
- IV
- 70.1%
- B/E move
- 8.7%
50Δ
- Pseudo strike
- 18.81
- IV
- 75.4%
- B/E move
- 11.7%
- Pseudo strike
- 18.73
- IV
- 69.8%
- B/E move
- 7.4%
55Δ
- Pseudo strike
- 18.25
- IV
- 76.4%
- B/E move
- 10.1%
- Pseudo strike
- 19.25
- IV
- 69.0%
- B/E move
- 6.2%
60Δ
- Pseudo strike
- 17.69
- IV
- 77.7%
- B/E move
- 8.6%
- Pseudo strike
- 19.76
- IV
- 67.8%
- B/E move
- 5.1%
65Δ
- Pseudo strike
- 17.11
- IV
- 79.2%
- B/E move
- 7.3%
- Pseudo strike
- 20.29
- IV
- 66.6%
- B/E move
- 4.1%
70Δ
- Pseudo strike
- 16.48
- IV
- 81.4%
- B/E move
- 6.1%
- Pseudo strike
- 20.84
- IV
- 65.6%
- B/E move
- 3.1%
75Δ
- Pseudo strike
- 15.88
- IV
- 81.3%
- B/E move
- 4.9%
- Pseudo strike
- 21.50
- IV
- 64.5%
- B/E move
- 2.4%
80Δ
- Pseudo strike
- 15.43
- IV
- 74.2%
- B/E move
- 3.5%
- Pseudo strike
- 22.20
- IV
- 63.3%
- B/E move
- 1.6%
Options history
No recorded observations