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Corgi Data & Surveillance ETF EYES

i

Market dataready · fetched 2026-11-12T02:08:20.745Z

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 · 2026-11-12T01:00:02.436526319Z

FundamentalsCorgi Invest · ready · as of 2026-11-11 · fetched 2026-11-12T02:08:20.376491+00:00

Share price$28.67
1D-0.3%
AH$28.66$28.68$28.71$28.74$28.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEYES
Sold putSold callAH

Corgi Data & Surveillance ETF options

Live interpolated EYES call and put midpoint premiums by absolute delta.Corgi Data & Surveillance ETF$0.48$0.86$1.24$1.62$1.99$25.61$27.19$28.77$30.36$31.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EYES spot · $28.67EYES PRICE$0.53$0.53$0.57$0.63$0.70$0.78$0.87$0.97$1.07$1.17$1.40$1.64$1.88$0.56$0.61$0.66$0.70$0.75$0.81$0.87$0.93$1.04$1.15$1.27$1.38$1.56
PutsExpensive1.36×
CallsExpensive1.26×
SkewBullish-4.65 pp
Implied moveBalanced±$1.74
TiltBalanced1.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.89114.9%20.0%25.35104.7%13.5%
25Δ31.7186.0%12.5%26.4386.3%9.9%
30Δ30.6772.4%9.0%27.1774.3%7.6%
35Δ29.9763.6%6.7%27.7164.4%5.8%
40Δ29.5558.9%5.5%28.1457.0%4.5%
45Δ29.1354.3%4.3%28.4352.3%3.7%
50Δ28.8251.2%3.5%28.7247.6%2.9%
55Δ28.5548.8%3.0%29.0142.9%2.1%
60Δ28.2846.3%2.4%29.2141.0%1.7%
65Δ28.0143.9%1.8%29.4239.1%1.4%
70Δ27.7044.6%1.5%29.6237.2%1.1%
75Δ27.3745.5%1.2%29.8335.3%0.8%
80Δ27.0546.3%0.9%30.0934.3%0.5%

20Δ

Calls
Pseudo strike
33.89
IV
114.9%
B/E move
20.0%
Puts
Pseudo strike
25.35
IV
104.7%
B/E move
13.5%

25Δ

Calls
Pseudo strike
31.71
IV
86.0%
B/E move
12.5%
Puts
Pseudo strike
26.43
IV
86.3%
B/E move
9.9%

30Δ

Calls
Pseudo strike
30.67
IV
72.4%
B/E move
9.0%
Puts
Pseudo strike
27.17
IV
74.3%
B/E move
7.6%

35Δ

Calls
Pseudo strike
29.97
IV
63.6%
B/E move
6.7%
Puts
Pseudo strike
27.71
IV
64.4%
B/E move
5.8%

40Δ

Calls
Pseudo strike
29.55
IV
58.9%
B/E move
5.5%
Puts
Pseudo strike
28.14
IV
57.0%
B/E move
4.5%

45Δ

Calls
Pseudo strike
29.13
IV
54.3%
B/E move
4.3%
Puts
Pseudo strike
28.43
IV
52.3%
B/E move
3.7%

50Δ

Calls
Pseudo strike
28.82
IV
51.2%
B/E move
3.5%
Puts
Pseudo strike
28.72
IV
47.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
28.55
IV
48.8%
B/E move
3.0%
Puts
Pseudo strike
29.01
IV
42.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
28.28
IV
46.3%
B/E move
2.4%
Puts
Pseudo strike
29.21
IV
41.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
28.01
IV
43.9%
B/E move
1.8%
Puts
Pseudo strike
29.42
IV
39.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
27.70
IV
44.6%
B/E move
1.5%
Puts
Pseudo strike
29.62
IV
37.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
27.37
IV
45.5%
B/E move
1.2%
Puts
Pseudo strike
29.83
IV
35.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
27.05
IV
46.3%
B/E move
0.9%
Puts
Pseudo strike
30.09
IV
34.3%
B/E move
0.5%

Options history

IV · four-Friday blend38.83%
Daily close
EYES29.9%46.0%62.0%2026-08-13: 42.41%2026-08-14: 42.48%2026-08-17: 46.31%2026-08-18: 48.10%2026-08-19: 51.29%2026-08-20: 59.79%2026-08-21: 41.23%2026-08-24: 42.15%2026-08-25: 41.37%2026-08-26: 40.62%2026-08-27: 38.51%2026-08-28: 38.49%2026-08-31: 38.43%2026-09-01: 40.26%2026-09-02: 39.01%2026-09-03: 39.10%2026-09-04: 38.59%2026-09-08: 41.18%2026-09-09: 41.61%2026-09-10: 42.91%2026-09-11: 41.81%2026-09-14: 43.82%2026-09-15: 47.31%2026-09-16: 49.93%2026-09-17: 54.51%2026-09-18: 36.45%2026-09-21: 37.04%2026-09-22: 37.18%2026-09-23: 37.74%2026-09-24: 38.47%2026-09-25: 38.34%2026-09-28: 38.62%2026-09-29: 38.10%2026-09-30: 38.27%2026-10-01: 39.67%2026-10-02: 38.53%2026-10-05: 39.64%2026-10-06: 33.45%2026-10-07: 34.08%2026-10-08: 34.13%2026-10-09: 34.33%2026-10-14: 43.07%2026-10-16: 34.76%2026-10-19: 32.13%2026-10-20: 32.65%2026-10-21: 33.27%2026-10-22: 36.90%2026-10-23: 36.75%2026-10-26: 36.02%2026-10-27: 34.35%2026-10-28: 34.14%2026-10-29: 34.25%2026-10-30: 38.83%Aug 13Sep 21Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
42.41%
42.48%
46.31%
48.10%
51.29%
59.79%
41.23%
42.15%
41.37%
40.62%
38.51%
38.49%
38.43%
40.26%
39.01%
39.10%
38.59%
41.18%
41.61%
42.91%
41.81%
43.82%
47.31%
49.93%
54.51%
36.45%
37.04%
37.18%
37.74%
38.47%
38.34%
38.62%
38.10%
38.27%
39.67%
38.53%
39.64%
33.45%
34.08%
34.13%
34.33%
43.07%
34.76%
32.13%
32.65%
33.27%
36.90%
36.75%
36.02%
34.35%
34.14%
34.25%
38.83%