Corgi Ports, Rail & Freight ETF DOCK
i
Market dataready · fetched 2026-11-11T14:03:10.231Z
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 · 2026-11-11T01:00:02.336821244Z
FundamentalsCorgi Invest · ready · as of 2026-11-10 · fetched 2026-11-11T14:03:08.726945+00:00
Corgi Ports, Rail & Freight ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.07 | 98.9% | 17.4% | 23.30 | 88.3% | 12.0% |
| 25Δ | 28.36 | 73.4% | 10.8% | 24.23 | 70.0% | 8.4% |
| 30Δ | 27.50 | 59.3% | 7.6% | 24.91 | 54.9% | 5.8% |
| 35Δ | 26.92 | 49.6% | 5.4% | 25.24 | 49.0% | 4.7% |
| 40Δ | 26.63 | 44.5% | 4.4% | 25.51 | 44.4% | 3.8% |
| 45Δ | 26.35 | 39.4% | 3.4% | 25.79 | 39.8% | 2.9% |
| 50Δ | 26.06 | 34.4% | 2.4% | 26.05 | 36.3% | 2.1% |
| 55Δ | 26.24 | 36.2% | 1.8% | |||
| 60Δ | 26.44 | 36.1% | 1.6% | |||
| 65Δ | 26.64 | 36.0% | 1.3% | |||
| 70Δ | 26.84 | 35.9% | 1.0% | |||
| 75Δ | 27.12 | 37.5% | 0.7% | |||
| 80Δ | 27.78 | 47.0% | 0.7% | |||
20Δ
- Pseudo strike
- 30.07
- IV
- 98.9%
- B/E move
- 17.4%
- Pseudo strike
- 23.30
- IV
- 88.3%
- B/E move
- 12.0%
25Δ
- Pseudo strike
- 28.36
- IV
- 73.4%
- B/E move
- 10.8%
- Pseudo strike
- 24.23
- IV
- 70.0%
- B/E move
- 8.4%
30Δ
- Pseudo strike
- 27.50
- IV
- 59.3%
- B/E move
- 7.6%
- Pseudo strike
- 24.91
- IV
- 54.9%
- B/E move
- 5.8%
35Δ
- Pseudo strike
- 26.92
- IV
- 49.6%
- B/E move
- 5.4%
- Pseudo strike
- 25.24
- IV
- 49.0%
- B/E move
- 4.7%
40Δ
- Pseudo strike
- 26.63
- IV
- 44.5%
- B/E move
- 4.4%
- Pseudo strike
- 25.51
- IV
- 44.4%
- B/E move
- 3.8%
45Δ
- Pseudo strike
- 26.35
- IV
- 39.4%
- B/E move
- 3.4%
- Pseudo strike
- 25.79
- IV
- 39.8%
- B/E move
- 2.9%
50Δ
- Pseudo strike
- 26.06
- IV
- 34.4%
- B/E move
- 2.4%
- Pseudo strike
- 26.05
- IV
- 36.3%
- B/E move
- 2.1%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 26.24
- IV
- 36.2%
- B/E move
- 1.8%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 26.44
- IV
- 36.1%
- B/E move
- 1.6%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 26.64
- IV
- 36.0%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 26.84
- IV
- 35.9%
- B/E move
- 1.0%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 27.12
- IV
- 37.5%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 27.78
- IV
- 47.0%
- B/E move
- 0.7%
Options history
Table
| Date | IV (%) |
|---|---|
| 115.88% | |
| 121.42% | |
| 120.46% | |
| 124.11% | |
| 128.18% | |
| 126.81% | |
| 130.97% | |
| 71.89% | |
| 72.42% |