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Columbia Research Enhanced Emerging Economies ETF ECON

i

Market dataready · fetched 2026-11-12T01:35:14.185Z

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 · 2026-11-12T01:00:00.129671025Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:35:13.841471+00:00

Share price$32.72
1D+0.5%
AH$32.47$32.58$32.69$32.81$32.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMECON
Sold putSold callAH

Columbia Research Enhanced Emerging Economies ETF options

Live interpolated ECON call and put midpoint premiums by absolute delta.Columbia Research Enhanced Emerging Economies ETF$0.52$0.83$1.15$1.46$1.78$29.74$31.26$32.78$34.30$35.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ECON spot · $32.72ECON PRICE$0.55$0.55$0.57$0.61$0.67$0.73$0.80$0.88$0.97$1.05$1.19$1.44$1.69$0.56$0.60$0.64$0.68$0.73$0.78$0.83$0.89$0.99$1.09$1.19$1.29$1.39
PutsExpensive1.41×
CallsExpensive1.34×
SkewBullish-2.49 pp
Implied moveBalanced±$1.63
TiltBalanced0.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.05104.5%18.0%29.3192.3%12.1%
25Δ35.7977.3%11.1%30.4575.1%8.8%
30Δ34.6662.2%7.7%31.2163.6%6.5%
35Δ33.9453.3%5.6%31.7755.0%5.0%
40Δ33.5448.8%4.6%32.1748.9%3.9%
45Δ33.1444.3%3.5%32.4644.6%3.2%
50Δ32.8541.2%2.9%32.7640.2%2.4%
55Δ32.6238.8%2.4%33.0336.3%1.8%
60Δ32.3936.5%1.9%33.2234.5%1.5%
65Δ32.1534.2%1.5%33.4132.7%1.2%
70Δ31.8933.0%1.1%33.6030.9%0.9%
75Δ31.5833.9%0.9%33.7929.1%0.7%
80Δ31.2734.9%0.7%33.9827.3%0.4%

20Δ

Calls
Pseudo strike
38.05
IV
104.5%
B/E move
18.0%
Puts
Pseudo strike
29.31
IV
92.3%
B/E move
12.1%

25Δ

Calls
Pseudo strike
35.79
IV
77.3%
B/E move
11.1%
Puts
Pseudo strike
30.45
IV
75.1%
B/E move
8.8%

30Δ

Calls
Pseudo strike
34.66
IV
62.2%
B/E move
7.7%
Puts
Pseudo strike
31.21
IV
63.6%
B/E move
6.5%

35Δ

Calls
Pseudo strike
33.94
IV
53.3%
B/E move
5.6%
Puts
Pseudo strike
31.77
IV
55.0%
B/E move
5.0%

40Δ

Calls
Pseudo strike
33.54
IV
48.8%
B/E move
4.6%
Puts
Pseudo strike
32.17
IV
48.9%
B/E move
3.9%

45Δ

Calls
Pseudo strike
33.14
IV
44.3%
B/E move
3.5%
Puts
Pseudo strike
32.46
IV
44.6%
B/E move
3.2%

50Δ

Calls
Pseudo strike
32.85
IV
41.2%
B/E move
2.9%
Puts
Pseudo strike
32.76
IV
40.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
32.62
IV
38.8%
B/E move
2.4%
Puts
Pseudo strike
33.03
IV
36.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
32.39
IV
36.5%
B/E move
1.9%
Puts
Pseudo strike
33.22
IV
34.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
32.15
IV
34.2%
B/E move
1.5%
Puts
Pseudo strike
33.41
IV
32.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
31.89
IV
33.0%
B/E move
1.1%
Puts
Pseudo strike
33.60
IV
30.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
31.58
IV
33.9%
B/E move
0.9%
Puts
Pseudo strike
33.79
IV
29.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
31.27
IV
34.9%
B/E move
0.7%
Puts
Pseudo strike
33.98
IV
27.3%
B/E move
0.4%

Options history

IV · four-Friday blend98.77%
Daily EOD
ECON18.6%74.9%131.1%2026-10-19: 87.86%2026-10-20: 73.43%2026-10-21: 110.84%2026-10-22: 26.33%2026-10-23: 41.53%2026-10-26: 40.34%2026-10-27: 123.38%2026-10-28: 112.37%2026-10-29: 68.56%2026-10-30: 98.77%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
87.86%
73.43%
110.84%
26.33%
41.53%
40.34%
123.38%
112.37%
68.56%
98.77%