Corgi Space & Satellite Communications ETF DIPR
i
Market dataready · fetched 2026-11-11T14:02:31.743Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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 · 2026-11-11T01:00:02.136779474Z
FundamentalsCorgi Invest · ready · as of 2026-11-10 · fetched 2026-11-11T14:02:31.439912+00:00
Corgi Space & Satellite Communications ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.45 | 163.7% | 31.7% | 18.04 | 142.1% | 18.0% |
| 25Δ | 24.68 | 119.7% | 18.7% | 19.11 | 114.9% | 13.1% |
| 30Δ | 23.42 | 97.8% | 12.9% | 19.79 | 100.8% | 10.2% |
| 35Δ | 22.69 | 85.7% | 9.7% | 20.30 | 90.1% | 8.1% |
| 40Δ | 22.14 | 76.4% | 7.4% | 20.73 | 81.0% | 6.4% |
| 45Δ | 21.77 | 69.9% | 5.9% | 21.11 | 74.9% | 5.1% |
| 50Δ | 21.47 | 64.3% | 4.8% | 21.42 | 73.9% | 4.4% |
| 55Δ | 21.17 | 58.8% | 3.6% | 21.73 | 72.9% | 3.6% |
| 60Δ | 20.90 | 54.9% | 2.8% | 22.06 | 72.7% | 2.9% |
| 65Δ | 20.69 | 53.0% | 2.3% | 22.54 | 78.8% | 2.6% |
| 70Δ | 20.47 | 51.1% | 1.9% | 23.03 | 85.1% | 2.3% |
| 75Δ | 20.26 | 49.3% | 1.4% | 23.77 | 93.3% | 1.9% |
| 80Δ | 20.04 | 47.4% | 1.0% | 24.55 | 98.0% | 1.5% |
20Δ
- Pseudo strike
- 27.45
- IV
- 163.7%
- B/E move
- 31.7%
- Pseudo strike
- 18.04
- IV
- 142.1%
- B/E move
- 18.0%
25Δ
- Pseudo strike
- 24.68
- IV
- 119.7%
- B/E move
- 18.7%
- Pseudo strike
- 19.11
- IV
- 114.9%
- B/E move
- 13.1%
30Δ
- Pseudo strike
- 23.42
- IV
- 97.8%
- B/E move
- 12.9%
- Pseudo strike
- 19.79
- IV
- 100.8%
- B/E move
- 10.2%
35Δ
- Pseudo strike
- 22.69
- IV
- 85.7%
- B/E move
- 9.7%
- Pseudo strike
- 20.30
- IV
- 90.1%
- B/E move
- 8.1%
40Δ
- Pseudo strike
- 22.14
- IV
- 76.4%
- B/E move
- 7.4%
- Pseudo strike
- 20.73
- IV
- 81.0%
- B/E move
- 6.4%
45Δ
- Pseudo strike
- 21.77
- IV
- 69.9%
- B/E move
- 5.9%
- Pseudo strike
- 21.11
- IV
- 74.9%
- B/E move
- 5.1%
50Δ
- Pseudo strike
- 21.47
- IV
- 64.3%
- B/E move
- 4.8%
- Pseudo strike
- 21.42
- IV
- 73.9%
- B/E move
- 4.4%
55Δ
- Pseudo strike
- 21.17
- IV
- 58.8%
- B/E move
- 3.6%
- Pseudo strike
- 21.73
- IV
- 72.9%
- B/E move
- 3.6%
60Δ
- Pseudo strike
- 20.90
- IV
- 54.9%
- B/E move
- 2.8%
- Pseudo strike
- 22.06
- IV
- 72.7%
- B/E move
- 2.9%
65Δ
- Pseudo strike
- 20.69
- IV
- 53.0%
- B/E move
- 2.3%
- Pseudo strike
- 22.54
- IV
- 78.8%
- B/E move
- 2.6%
70Δ
- Pseudo strike
- 20.47
- IV
- 51.1%
- B/E move
- 1.9%
- Pseudo strike
- 23.03
- IV
- 85.1%
- B/E move
- 2.3%
75Δ
- Pseudo strike
- 20.26
- IV
- 49.3%
- B/E move
- 1.4%
- Pseudo strike
- 23.77
- IV
- 93.3%
- B/E move
- 1.9%
80Δ
- Pseudo strike
- 20.04
- IV
- 47.4%
- B/E move
- 1.0%
- Pseudo strike
- 24.55
- IV
- 98.0%
- B/E move
- 1.5%
Options history
Table
| Date | IV (%) |
|---|---|
| 127.18% | |
| 154.37% | |
| 149.85% | |
| 73.00% | |
| 151.97% | |
| 149.94% | |
| 59.11% | |
| 86.48% |