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Corgi Natural Gas Power & Turbines ETF GASZ

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Market datapartial · fetched 2026-10-22T14:52:58.910Z

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 · 2026-10-22T13:48:42.313419228Z

FundamentalsAlpha Vantage · unavailable

Share price$20.41
1D-2.0%
$20.38$20.50$20.62$20.73$20.855:30 AM6:30 AM9:00 AM1:00 PMGASZ
Sold putSold call

Corgi Natural Gas Power & Turbines ETF options

Live interpolated GASZ call and put midpoint premiums by absolute delta.Corgi Natural Gas Power & Turbines ETF$0.65$1.10$1.54$1.98$2.42$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGASZ PRICE$1.02$1.23$1.44$1.64$0.70$0.90$1.10$1.30$1.50$1.70$1.90$2.10$2.30
PutsExpensive1.32×
CallsExpensive1.54×
SkewBearish+6.02 pp
Implied move——
TiltBearish43.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ20.0439.3%5.2%
45Δ20.3538.7%4.7%
50Δ20.6538.0%4.2%
55Δ20.9637.4%3.7%
60Δ21.2736.8%3.1%
65Δ19.8829.6%2.4%21.5736.2%2.6%
70Δ19.6030.4%2.0%21.8835.6%2.1%
75Δ19.3231.2%1.7%22.1935.0%1.6%
80Δ19.0432.1%1.3%22.4934.4%1.0%

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
20.04
IV
39.3%
B/E move
5.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.35
IV
38.7%
B/E move
4.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.65
IV
38.0%
B/E move
4.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.96
IV
37.4%
B/E move
3.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.27
IV
36.8%
B/E move
3.1%

65Δ

Calls
Pseudo strike
19.88
IV
29.6%
B/E move
2.4%
Puts
Pseudo strike
21.57
IV
36.2%
B/E move
2.6%

70Δ

Calls
Pseudo strike
19.60
IV
30.4%
B/E move
2.0%
Puts
Pseudo strike
21.88
IV
35.6%
B/E move
2.1%

75Δ

Calls
Pseudo strike
19.32
IV
31.2%
B/E move
1.7%
Puts
Pseudo strike
22.19
IV
35.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
19.04
IV
32.1%
B/E move
1.3%
Puts
Pseudo strike
22.49
IV
34.4%
B/E move
1.0%

Options history

No recorded observations