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Corgi Lithography & Semiconductor Photonics ETF EUV

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Market dataready · fetched 2026-10-23T04:07:29.764Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:02.540471839Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T04:07:29.346577+00:00

Share price$20.08
1D-5.0%
AH$19.90$20.25$20.61$20.97$21.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEUV
Sold putSold callAH

Corgi Lithography & Semiconductor Photonics ETF options

Live interpolated EUV call and put midpoint premiums by absolute delta.Corgi Lithography & Semiconductor Photonics ETF$0.33$1.32$2.32$3.31$4.30$15.19$18.51$21.84$25.16$28.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EUV spot · $20.08EUV PRICE$0.44$0.57$0.51$0.65$0.78$1.03$1.34$1.65$1.71$1.75$2.10$3.04$3.80$0.66$0.66$0.61$0.84$1.15$1.46$1.69$1.92$2.06$2.18$2.30$3.05$4.02
PutsExpensive1.24×
CallsExpensive1.42×
SkewBullish-1.34 pp
Implied moveBearish±$3.03
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.7377.2%25.3%16.7393.2%20.0%
25Δ23.7974.6%21.3%17.7575.9%14.9%
30Δ21.9652.1%11.9%18.7654.8%9.6%
35Δ21.5552.6%10.5%19.2855.2%8.2%
40Δ21.1453.1%9.2%19.6562.2%7.9%
45Δ20.7657.9%8.5%20.0268.7%7.6%
50Δ20.3965.0%8.2%20.4967.2%6.4%
55Δ20.0372.1%8.0%20.9565.7%5.3%
60Δ19.6465.3%6.4%21.2861.3%4.2%
65Δ19.2657.2%4.6%21.6056.5%3.3%
70Δ18.7158.8%3.6%21.9251.8%2.3%
75Δ17.8177.7%3.8%22.7856.4%1.8%
80Δ16.9386.6%3.3%23.8164.1%1.5%

20Δ

Calls
Pseudo strike
24.73
IV
77.2%
B/E move
25.3%
Puts
Pseudo strike
16.73
IV
93.2%
B/E move
20.0%

25Δ

Calls
Pseudo strike
23.79
IV
74.6%
B/E move
21.3%
Puts
Pseudo strike
17.75
IV
75.9%
B/E move
14.9%

30Δ

Calls
Pseudo strike
21.96
IV
52.1%
B/E move
11.9%
Puts
Pseudo strike
18.76
IV
54.8%
B/E move
9.6%

35Δ

Calls
Pseudo strike
21.55
IV
52.6%
B/E move
10.5%
Puts
Pseudo strike
19.28
IV
55.2%
B/E move
8.2%

40Δ

Calls
Pseudo strike
21.14
IV
53.1%
B/E move
9.2%
Puts
Pseudo strike
19.65
IV
62.2%
B/E move
7.9%

45Δ

Calls
Pseudo strike
20.76
IV
57.9%
B/E move
8.5%
Puts
Pseudo strike
20.02
IV
68.7%
B/E move
7.6%

50Δ

Calls
Pseudo strike
20.39
IV
65.0%
B/E move
8.2%
Puts
Pseudo strike
20.49
IV
67.2%
B/E move
6.4%

55Δ

Calls
Pseudo strike
20.03
IV
72.1%
B/E move
8.0%
Puts
Pseudo strike
20.95
IV
65.7%
B/E move
5.3%

60Δ

Calls
Pseudo strike
19.64
IV
65.3%
B/E move
6.4%
Puts
Pseudo strike
21.28
IV
61.3%
B/E move
4.2%

65Δ

Calls
Pseudo strike
19.26
IV
57.2%
B/E move
4.6%
Puts
Pseudo strike
21.60
IV
56.5%
B/E move
3.3%

70Δ

Calls
Pseudo strike
18.71
IV
58.8%
B/E move
3.6%
Puts
Pseudo strike
21.92
IV
51.8%
B/E move
2.3%

75Δ

Calls
Pseudo strike
17.81
IV
77.7%
B/E move
3.8%
Puts
Pseudo strike
22.78
IV
56.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
16.93
IV
86.6%
B/E move
3.3%
Puts
Pseudo strike
23.81
IV
64.1%
B/E move
1.5%

Options history

EUV48.0448.5449.052026-10-20: 48.98%2026-10-21: 48.11%Oct 20Oct 21
Table
DateIV
48.98%
48.11%