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Corgi Natural Gas Power & Turbines ETF GASZ

i

Market dataready · fetched 2026-11-12T02:59:34.036Z

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 · 2026-11-12T01:00:02.980244758Z

FundamentalsCorgi Invest · ready · as of 2026-11-11 · fetched 2026-11-12T02:59:33.717809+00:00

Share price$20.10
1D+0.5%
AH$19.99$20.04$20.09$20.13$20.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGASZ
Sold putSold callAH

Corgi Natural Gas Power & Turbines ETF options

Live interpolated GASZ call and put midpoint premiums by absolute delta.Corgi Natural Gas Power & Turbines ETF$0.45$0.66$0.86$1.06$1.27$17.74$18.95$20.16$21.37$22.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GASZ spot · $20.10GASZ PRICE$0.47$0.47$0.48$0.51$0.55$0.58$0.62$0.65$0.71$0.76$0.82$0.88$0.93$0.47$0.48$0.50$0.53$0.57$0.60$0.66$0.73$0.80$0.86$0.93$1.00$1.21
PutsExpensive1.22×
CallsExpensive1.94×
SkewBullish-4.02 pp
Implied moveBearish±$1.28
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.25152.4%28.0%17.38125.8%15.9%
25Δ22.95111.4%16.5%18.3398.2%11.2%
30Δ21.8588.1%11.1%19.0179.2%7.9%
35Δ21.2375.4%8.2%19.3370.8%6.5%
40Δ20.8266.6%6.3%19.6562.4%5.0%
45Δ20.5560.1%5.1%19.9754.0%3.6%
50Δ20.2753.6%3.9%20.1450.7%3.1%
55Δ19.9947.3%2.7%20.3047.9%2.6%
60Δ19.8843.9%2.4%20.4645.1%2.2%
65Δ19.7640.6%2.1%20.6242.3%1.7%
70Δ19.6437.3%1.8%20.7839.5%1.3%
75Δ19.5233.9%1.5%20.9436.7%0.8%
80Δ19.4130.6%1.2%21.2036.5%0.5%

20Δ

Calls
Pseudo strike
25.25
IV
152.4%
B/E move
28.0%
Puts
Pseudo strike
17.38
IV
125.8%
B/E move
15.9%

25Δ

Calls
Pseudo strike
22.95
IV
111.4%
B/E move
16.5%
Puts
Pseudo strike
18.33
IV
98.2%
B/E move
11.2%

30Δ

Calls
Pseudo strike
21.85
IV
88.1%
B/E move
11.1%
Puts
Pseudo strike
19.01
IV
79.2%
B/E move
7.9%

35Δ

Calls
Pseudo strike
21.23
IV
75.4%
B/E move
8.2%
Puts
Pseudo strike
19.33
IV
70.8%
B/E move
6.5%

40Δ

Calls
Pseudo strike
20.82
IV
66.6%
B/E move
6.3%
Puts
Pseudo strike
19.65
IV
62.4%
B/E move
5.0%

45Δ

Calls
Pseudo strike
20.55
IV
60.1%
B/E move
5.1%
Puts
Pseudo strike
19.97
IV
54.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
20.27
IV
53.6%
B/E move
3.9%
Puts
Pseudo strike
20.14
IV
50.7%
B/E move
3.1%

55Δ

Calls
Pseudo strike
19.99
IV
47.3%
B/E move
2.7%
Puts
Pseudo strike
20.30
IV
47.9%
B/E move
2.6%

60Δ

Calls
Pseudo strike
19.88
IV
43.9%
B/E move
2.4%
Puts
Pseudo strike
20.46
IV
45.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
19.76
IV
40.6%
B/E move
2.1%
Puts
Pseudo strike
20.62
IV
42.3%
B/E move
1.7%

70Δ

Calls
Pseudo strike
19.64
IV
37.3%
B/E move
1.8%
Puts
Pseudo strike
20.78
IV
39.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
19.52
IV
33.9%
B/E move
1.5%
Puts
Pseudo strike
20.94
IV
36.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
19.41
IV
30.6%
B/E move
1.2%
Puts
Pseudo strike
21.20
IV
36.5%
B/E move
0.5%

Options history

IV · four-Friday blend33.81%
Daily close
GASZ28.7%49.4%70.0%2026-08-13: 40.32%2026-08-14: 38.65%2026-08-17: 43.63%2026-08-18: 49.30%2026-08-19: 54.28%2026-08-20: 62.48%2026-08-21: 36.61%2026-08-24: 36.85%2026-08-25: 37.06%2026-08-26: 36.93%2026-08-27: 36.70%2026-08-28: 37.14%2026-08-31: 39.00%2026-09-01: 38.79%2026-09-02: 39.25%2026-09-03: 39.37%2026-09-04: 39.72%2026-09-08: 41.92%2026-09-09: 42.69%2026-09-10: 44.32%2026-09-11: 45.71%2026-09-14: 50.54%2026-09-15: 55.14%2026-09-16: 58.07%2026-09-17: 67.19%2026-09-18: 38.64%2026-09-21: 35.56%2026-09-22: 35.80%2026-09-23: 35.34%2026-09-24: 35.44%2026-09-25: 35.27%2026-09-28: 36.05%2026-09-29: 33.96%2026-09-30: 33.28%2026-10-01: 32.57%2026-10-02: 33.25%2026-10-05: 33.81%2026-10-06: 34.41%2026-10-07: 33.75%2026-10-08: 35.42%2026-10-09: 36.28%2026-10-12: 40.43%2026-10-15: 56.36%2026-10-16: 31.80%2026-10-19: 31.57%2026-10-20: 31.93%2026-10-21: 32.39%2026-10-22: 34.19%2026-10-23: 33.90%2026-10-26: 33.94%2026-10-27: 34.05%2026-10-28: 33.31%2026-10-29: 33.57%2026-10-30: 33.81%Aug 13Sep 21Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
40.32%
38.65%
43.63%
49.30%
54.28%
62.48%
36.61%
36.85%
37.06%
36.93%
36.70%
37.14%
39.00%
38.79%
39.25%
39.37%
39.72%
41.92%
42.69%
44.32%
45.71%
50.54%
55.14%
58.07%
67.19%
38.64%
35.56%
35.80%
35.34%
35.44%
35.27%
36.05%
33.96%
33.28%
32.57%
33.25%
33.81%
34.41%
33.75%
35.42%
36.28%
40.43%
56.36%
31.80%
31.57%
31.93%
32.39%
34.19%
33.90%
33.94%
34.05%
33.31%
33.57%
33.81%