IntraAlpha
Create free account Start free

MicroSectors FANG+ ETNs due January 8, 2038 FNGS

i

Market datapartial · fetched 2026-10-23T04:45:30.799Z

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 · 2026-10-23T00:00:00.079699655Z

FundamentalsAlpha Vantage · unavailable

Share price$78.50
1D-1.9%
AH$78.06$78.59$79.12$79.65$80.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNGS
Sold putSold callAH

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$0.51$2.63$4.76$6.89$9.02$68.49$73.49$78.49$83.49$88.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNGS spot · $78.50FNGS PRICE$0.74$1.00$1.29$1.61$1.99$2.40$2.89$3.56$4.21$4.94$5.84$6.99$8.41$1.13$1.45$1.78$2.12$2.51$2.93$3.34$3.80$4.32$4.90$5.44$6.24$7.26
PutsExpensive1.73×
CallsExpensive1.83×
SkewNeutral+0.08 pp
Implied moveBearish±$6.23
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.0731.5%9.3%71.6043.9%10.2%
25Δ83.9232.0%8.2%73.2642.2%8.5%
30Δ82.8932.5%7.2%74.7140.4%7.1%
35Δ81.9133.0%6.4%75.9738.9%5.9%
40Δ80.9833.8%5.7%77.0938.1%5.0%
45Δ80.0534.4%5.0%78.1337.3%4.2%
50Δ79.1135.3%4.5%79.1336.1%3.4%
55Δ78.1337.6%4.1%80.0935.2%2.8%
60Δ77.0738.6%3.5%81.0434.5%2.3%
65Δ75.9439.5%3.0%81.9933.9%1.8%
70Δ74.6740.8%2.6%82.8932.6%1.3%
75Δ73.2042.7%2.2%83.9932.4%1.0%
80Δ71.4644.8%1.7%85.2632.3%0.6%

20Δ

Calls
Pseudo strike
85.07
IV
31.5%
B/E move
9.3%
Puts
Pseudo strike
71.60
IV
43.9%
B/E move
10.2%

25Δ

Calls
Pseudo strike
83.92
IV
32.0%
B/E move
8.2%
Puts
Pseudo strike
73.26
IV
42.2%
B/E move
8.5%

30Δ

Calls
Pseudo strike
82.89
IV
32.5%
B/E move
7.2%
Puts
Pseudo strike
74.71
IV
40.4%
B/E move
7.1%

35Δ

Calls
Pseudo strike
81.91
IV
33.0%
B/E move
6.4%
Puts
Pseudo strike
75.97
IV
38.9%
B/E move
5.9%

40Δ

Calls
Pseudo strike
80.98
IV
33.8%
B/E move
5.7%
Puts
Pseudo strike
77.09
IV
38.1%
B/E move
5.0%

45Δ

Calls
Pseudo strike
80.05
IV
34.4%
B/E move
5.0%
Puts
Pseudo strike
78.13
IV
37.3%
B/E move
4.2%

50Δ

Calls
Pseudo strike
79.11
IV
35.3%
B/E move
4.5%
Puts
Pseudo strike
79.13
IV
36.1%
B/E move
3.4%

55Δ

Calls
Pseudo strike
78.13
IV
37.6%
B/E move
4.1%
Puts
Pseudo strike
80.09
IV
35.2%
B/E move
2.8%

60Δ

Calls
Pseudo strike
77.07
IV
38.6%
B/E move
3.5%
Puts
Pseudo strike
81.04
IV
34.5%
B/E move
2.3%

65Δ

Calls
Pseudo strike
75.94
IV
39.5%
B/E move
3.0%
Puts
Pseudo strike
81.99
IV
33.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
74.67
IV
40.8%
B/E move
2.6%
Puts
Pseudo strike
82.89
IV
32.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
73.20
IV
42.7%
B/E move
2.2%
Puts
Pseudo strike
83.99
IV
32.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
71.46
IV
44.8%
B/E move
1.7%
Puts
Pseudo strike
85.26
IV
32.3%
B/E move
0.6%

Options history

No recorded observations