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Corgi Lithography & Semiconductor Photonics ETF EUV

i

Market dataready · fetched 2026-11-12T15:28:40.267Z

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 · 2026-11-12T15:28:21.909053864Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:28:39.108020+00:00

Share price$19.70
1D+0.6%
$19.36$19.51$19.65$19.79$19.935:30 AM6:30 AM9:00 AM1:00 PMEUV
Sold putSold call

Corgi Lithography & Semiconductor Photonics ETF options

Live interpolated EUV call and put midpoint premiums by absolute delta.Corgi Lithography & Semiconductor Photonics ETF$0.18$0.86$1.55$2.24$2.93$15.93$17.74$19.54$21.34$23.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EUV spot · $19.70EUV PRICE$0.35$0.46$0.56$0.66$0.77$0.87$0.97$1.08$1.18$1.40$1.65$1.90$0.25$0.33$0.41$0.51$0.65$0.79$0.94$1.08$1.23$1.38$1.53$2.09$2.73
PutsCheap0.82×
Calls——
Skew——
Implied moveBearish±$1.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.1072.3%9.4%
25Δ21.4871.7%10.9%18.4270.8%8.1%
30Δ21.1871.4%9.8%18.7569.4%6.9%
35Δ20.8771.2%8.8%19.0668.6%5.8%
40Δ20.5770.9%7.8%19.3270.3%5.2%
45Δ20.2770.6%6.8%19.5871.9%4.6%
50Δ19.9670.4%5.8%19.8473.6%4.0%
55Δ19.6670.1%4.8%20.1073.8%3.4%
60Δ19.3669.9%3.8%20.3671.6%2.9%
65Δ19.0569.6%2.7%20.6269.5%2.3%
70Δ18.7370.9%2.2%20.8867.4%1.8%
75Δ18.4072.6%1.8%21.4977.6%1.5%
80Δ18.0774.2%1.4%22.1787.0%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.10
IV
72.3%
B/E move
9.4%

25Δ

Calls
Pseudo strike
21.48
IV
71.7%
B/E move
10.9%
Puts
Pseudo strike
18.42
IV
70.8%
B/E move
8.1%

30Δ

Calls
Pseudo strike
21.18
IV
71.4%
B/E move
9.8%
Puts
Pseudo strike
18.75
IV
69.4%
B/E move
6.9%

35Δ

Calls
Pseudo strike
20.87
IV
71.2%
B/E move
8.8%
Puts
Pseudo strike
19.06
IV
68.6%
B/E move
5.8%

40Δ

Calls
Pseudo strike
20.57
IV
70.9%
B/E move
7.8%
Puts
Pseudo strike
19.32
IV
70.3%
B/E move
5.2%

45Δ

Calls
Pseudo strike
20.27
IV
70.6%
B/E move
6.8%
Puts
Pseudo strike
19.58
IV
71.9%
B/E move
4.6%

50Δ

Calls
Pseudo strike
19.96
IV
70.4%
B/E move
5.8%
Puts
Pseudo strike
19.84
IV
73.6%
B/E move
4.0%

55Δ

Calls
Pseudo strike
19.66
IV
70.1%
B/E move
4.8%
Puts
Pseudo strike
20.10
IV
73.8%
B/E move
3.4%

60Δ

Calls
Pseudo strike
19.36
IV
69.9%
B/E move
3.8%
Puts
Pseudo strike
20.36
IV
71.6%
B/E move
2.9%

65Δ

Calls
Pseudo strike
19.05
IV
69.6%
B/E move
2.7%
Puts
Pseudo strike
20.62
IV
69.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
18.73
IV
70.9%
B/E move
2.2%
Puts
Pseudo strike
20.88
IV
67.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
18.40
IV
72.6%
B/E move
1.8%
Puts
Pseudo strike
21.49
IV
77.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
18.07
IV
74.2%
B/E move
1.4%
Puts
Pseudo strike
22.17
IV
87.0%
B/E move
1.3%

Options history

IV · four-Friday blend50.47%
Daily close
EUV39.2%57.2%75.1%2026-08-14: 69.29%2026-08-17: 72.31%2026-08-18: 71.94%2026-08-19: 72.64%2026-08-20: 67.35%2026-08-21: 61.91%2026-08-24: 63.06%2026-08-25: 61.07%2026-08-26: 58.42%2026-08-27: 58.15%2026-08-28: 56.14%2026-08-31: 54.41%2026-09-01: 52.45%2026-09-02: 49.99%2026-09-03: 48.49%2026-09-04: 51.63%2026-09-08: 55.18%2026-09-09: 52.75%2026-09-10: 50.18%2026-09-11: 54.71%2026-09-14: 57.43%2026-09-15: 55.23%2026-09-16: 56.53%2026-09-17: 55.32%2026-09-18: 52.65%2026-09-21: 52.51%2026-09-22: 52.63%2026-09-23: 53.24%2026-09-24: 52.10%2026-09-25: 52.14%2026-09-28: 53.00%2026-09-29: 51.66%2026-09-30: 52.10%2026-10-01: 49.10%2026-10-02: 47.49%2026-10-05: 46.56%2026-10-06: 45.15%2026-10-07: 45.30%2026-10-08: 45.17%2026-10-09: 41.70%2026-10-12: 46.90%2026-10-13: 51.04%2026-10-14: 55.93%2026-10-16: 46.74%2026-10-19: 45.38%2026-10-20: 48.63%2026-10-21: 47.47%2026-10-22: 52.70%2026-10-23: 51.55%2026-10-26: 51.56%2026-10-27: 50.59%2026-10-28: 50.56%2026-10-29: 49.08%2026-10-30: 50.47%Aug 14Sep 22Oct 30
54 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
69.29%
72.31%
71.94%
72.64%
67.35%
61.91%
63.06%
61.07%
58.42%
58.15%
56.14%
54.41%
52.45%
49.99%
48.49%
51.63%
55.18%
52.75%
50.18%
54.71%
57.43%
55.23%
56.53%
55.32%
52.65%
52.51%
52.63%
53.24%
52.10%
52.14%
53.00%
51.66%
52.10%
49.10%
47.49%
46.56%
45.15%
45.30%
45.17%
41.70%
46.90%
51.04%
55.93%
46.74%
45.38%
48.63%
47.47%
52.70%
51.55%
51.56%
50.59%
50.56%
49.08%
50.47%