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Corgi Natural Gas Power & Turbines ETF GASZ

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Market dataready · fetched 2026-10-22T16:44:25.323Z

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 · 2026-10-22T15:40:37.076293778Z

FundamentalsCorgi Invest · ready · as of 2026-10-21 · fetched 2026-10-22T16:44:24.348042+00:00

Share price$19.91
1D-4.4%
$19.84$20.10$20.37$20.63$20.895:30 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$4.97$5.28$5.58$5.89$6.20$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGASZ PRICE$5.00$5.00$5.05$5.03$5.13$5.18$5.00$5.00$5.00$5.00$5.00$5.00$5.01$5.04$5.05$5.05$5.20$5.66$6.11
PutsExpensive6.29×
CallsExpensive10.20×
SkewBullish-11.49 pp
Implied move——
TiltBearish37.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.63402.7%51.6%
25Δ16.50335.1%42.3%
30Δ18.09283.5%34.3%
35Δ19.40243.9%27.7%
40Δ20.50211.6%22.2%
45Δ21.41185.1%17.6%
50Δ22.17162.8%13.8%
55Δ26.16307.9%56.5%22.81144.6%10.8%
60Δ21.47250.4%33.0%23.30128.9%8.4%
65Δ18.95210.2%20.5%23.72114.2%6.2%
70Δ17.46174.5%12.9%24.22102.4%4.5%
75Δ16.46150.8%8.4%24.9096.3%3.4%
80Δ15.86129.5%5.7%25.5790.3%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.63
IV
402.7%
B/E move
51.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.50
IV
335.1%
B/E move
42.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.09
IV
283.5%
B/E move
34.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.40
IV
243.9%
B/E move
27.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.50
IV
211.6%
B/E move
22.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.41
IV
185.1%
B/E move
17.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.17
IV
162.8%
B/E move
13.8%

55Δ

Calls
Pseudo strike
26.16
IV
307.9%
B/E move
56.5%
Puts
Pseudo strike
22.81
IV
144.6%
B/E move
10.8%

60Δ

Calls
Pseudo strike
21.47
IV
250.4%
B/E move
33.0%
Puts
Pseudo strike
23.30
IV
128.9%
B/E move
8.4%

65Δ

Calls
Pseudo strike
18.95
IV
210.2%
B/E move
20.5%
Puts
Pseudo strike
23.72
IV
114.2%
B/E move
6.2%

70Δ

Calls
Pseudo strike
17.46
IV
174.5%
B/E move
12.9%
Puts
Pseudo strike
24.22
IV
102.4%
B/E move
4.5%

75Δ

Calls
Pseudo strike
16.46
IV
150.8%
B/E move
8.4%
Puts
Pseudo strike
24.90
IV
96.3%
B/E move
3.4%

80Δ

Calls
Pseudo strike
15.86
IV
129.5%
B/E move
5.7%
Puts
Pseudo strike
25.57
IV
90.3%
B/E move
2.3%

Options history

No recorded observations