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MicroSectors FANG+ ETNs due January 8, 2038 FNGS

i

Market datapartial · fetched 2026-11-12T14:59:47.026Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-12T14:50:32.602175873Z

FundamentalsAlpha Vantage · unavailable

Share price$75.35
1D+0.5%
$74.96$75.07$75.18$75.28$75.395:30 AM6:30 AM9:00 AM1:00 PMFNGS
Sold putSold call

MicroSectors FANG+ ETNs due January 8, 2038 options

Live interpolated FNGS call and put midpoint premiums by absolute delta.MicroSectors FANG+ ETNs due January 8, 2038$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFNGS PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.69%
Daily close
FNGS23.5%29.0%34.4%2026-08-14: 26.32%2026-08-17: 26.90%2026-08-18: 30.37%2026-08-19: 27.84%2026-08-20: 28.75%2026-08-21: 28.40%2026-08-24: 27.50%2026-08-25: 28.07%2026-08-26: 27.26%2026-08-27: 26.30%2026-08-28: 26.06%2026-08-31: 25.42%2026-09-01: 24.25%2026-09-02: 26.54%2026-09-03: 25.49%2026-09-08: 26.95%2026-09-09: 27.93%2026-09-10: 28.66%2026-09-15: 28.40%2026-09-16: 28.05%2026-09-18: 25.96%2026-09-21: 26.75%2026-09-22: 26.57%2026-09-23: 26.79%2026-09-24: 26.94%2026-09-25: 27.09%2026-09-28: 27.56%2026-09-29: 27.37%2026-09-30: 28.07%2026-10-01: 28.14%2026-10-02: 26.97%2026-10-05: 27.12%2026-10-06: 25.65%2026-10-07: 26.07%2026-10-08: 25.61%2026-10-09: 24.60%2026-10-12: 25.19%2026-10-13: 26.33%2026-10-14: 28.57%2026-10-15: 28.64%2026-10-16: 30.30%2026-10-19: 29.10%2026-10-20: 29.56%2026-10-21: 28.77%2026-10-22: 31.93%2026-10-23: 32.00%2026-10-26: 31.19%2026-10-27: 30.18%2026-10-28: 29.51%2026-10-29: 29.72%2026-10-30: 33.69%Aug 14Sep 25Oct 30
51 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
26.32%
26.90%
30.37%
27.84%
28.75%
28.40%
27.50%
28.07%
27.26%
26.30%
26.06%
25.42%
24.25%
26.54%
25.49%
26.95%
27.93%
28.66%
28.40%
28.05%
25.96%
26.75%
26.57%
26.79%
26.94%
27.09%
27.56%
27.37%
28.07%
28.14%
26.97%
27.12%
25.65%
26.07%
25.61%
24.60%
25.19%
26.33%
28.57%
28.64%
30.30%
29.10%
29.56%
28.77%
31.93%
32.00%
31.19%
30.18%
29.51%
29.72%
33.69%