IntraAlpha
Create free account Start free

iPath Series B Carbon Exchange-Traded Notes GRN

i

Market dataready · fetched 2026-11-13T01:28:00.051Z

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 · 2026-11-13T01:00:00.149214197Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:27:59.591171+00:00

Share price$36.28
1D
Price history unavailable.

iPath Series B Carbon Exchange-Traded Notes options

Live interpolated GRN call and put midpoint premiums by absolute delta.iPath Series B Carbon Exchange-Traded Notes$1.13$1.53$1.93$2.33$2.74$31.38$32.74$34.09$35.45$36.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GRN spot · $36.28GRN PRICE$1.18$1.18$1.24$1.32$1.45$1.59$1.74$1.90$2.03$2.09$2.16$1.18$1.18$1.18$1.23$1.32$1.41$1.57$1.72$1.89$2.06$2.23$2.42$2.62
Puts——
Calls——
Skew——
Implied moveBearish±$3.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.24174.9%19.9%
25Δ32.40134.5%13.9%
30Δ40.79128.0%15.7%33.85107.1%9.9%
35Δ38.91102.3%10.5%34.7791.9%7.6%
40Δ37.8688.3%7.8%35.4481.7%5.9%
45Δ37.1078.3%5.9%36.0373.4%4.6%
50Δ36.5673.1%4.7%36.4769.4%3.8%
55Δ36.0568.6%3.7%36.9165.4%3.0%
60Δ35.6465.0%3.0%37.2961.7%2.4%
65Δ35.2461.5%2.4%37.6558.1%1.9%
70Δ34.9257.0%1.8%38.0154.6%1.4%
75Δ34.7351.2%1.5%38.3251.1%1.1%
80Δ34.5445.3%1.2%38.6347.6%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.24
IV
174.9%
B/E move
19.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.40
IV
134.5%
B/E move
13.9%

30Δ

Calls
Pseudo strike
40.79
IV
128.0%
B/E move
15.7%
Puts
Pseudo strike
33.85
IV
107.1%
B/E move
9.9%

35Δ

Calls
Pseudo strike
38.91
IV
102.3%
B/E move
10.5%
Puts
Pseudo strike
34.77
IV
91.9%
B/E move
7.6%

40Δ

Calls
Pseudo strike
37.86
IV
88.3%
B/E move
7.8%
Puts
Pseudo strike
35.44
IV
81.7%
B/E move
5.9%

45Δ

Calls
Pseudo strike
37.10
IV
78.3%
B/E move
5.9%
Puts
Pseudo strike
36.03
IV
73.4%
B/E move
4.6%

50Δ

Calls
Pseudo strike
36.56
IV
73.1%
B/E move
4.7%
Puts
Pseudo strike
36.47
IV
69.4%
B/E move
3.8%

55Δ

Calls
Pseudo strike
36.05
IV
68.6%
B/E move
3.7%
Puts
Pseudo strike
36.91
IV
65.4%
B/E move
3.0%

60Δ

Calls
Pseudo strike
35.64
IV
65.0%
B/E move
3.0%
Puts
Pseudo strike
37.29
IV
61.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
35.24
IV
61.5%
B/E move
2.4%
Puts
Pseudo strike
37.65
IV
58.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
34.92
IV
57.0%
B/E move
1.8%
Puts
Pseudo strike
38.01
IV
54.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
34.73
IV
51.2%
B/E move
1.5%
Puts
Pseudo strike
38.32
IV
51.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
34.54
IV
45.3%
B/E move
1.2%
Puts
Pseudo strike
38.63
IV
47.6%
B/E move
0.7%

Options history

IV · four-Friday blend38.08%
Daily close
GRN30.7%58.1%85.5%2026-08-14: 49.98%2026-08-17: 57.80%2026-08-18: 60.65%2026-08-19: 70.28%2026-08-20: 81.73%2026-08-21: 46.71%2026-08-24: 47.50%2026-08-25: 47.36%2026-08-26: 51.78%2026-08-27: 50.75%2026-08-28: 51.57%2026-08-31: 52.55%2026-09-01: 51.16%2026-09-02: 50.48%2026-09-03: 47.68%2026-09-04: 51.65%2026-09-08: 54.11%2026-09-09: 56.62%2026-09-10: 56.69%2026-09-11: 55.17%2026-09-14: 60.00%2026-09-15: 61.64%2026-09-16: 66.63%2026-09-17: 81.26%2026-09-18: 44.78%2026-09-21: 42.29%2026-09-22: 40.29%2026-09-23: 40.45%2026-09-24: 39.18%2026-09-25: 40.00%2026-09-28: 42.47%2026-09-29: 42.07%2026-09-30: 40.54%2026-10-01: 41.13%2026-10-02: 38.29%2026-10-05: 44.55%2026-10-06: 39.74%2026-10-07: 43.33%2026-10-08: 44.40%2026-10-09: 44.66%2026-10-12: 48.62%2026-10-13: 52.22%2026-10-14: 57.00%2026-10-15: 66.62%2026-10-16: 34.44%2026-10-19: 36.20%2026-10-20: 35.53%2026-10-21: 35.75%2026-10-22: 35.31%2026-10-23: 35.63%2026-10-26: 36.52%2026-10-27: 36.46%2026-10-28: 36.57%2026-10-29: 36.93%2026-10-30: 38.08%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
49.98%
57.80%
60.65%
70.28%
81.73%
46.71%
47.50%
47.36%
51.78%
50.75%
51.57%
52.55%
51.16%
50.48%
47.68%
51.65%
54.11%
56.62%
56.69%
55.17%
60.00%
61.64%
66.63%
81.26%
44.78%
42.29%
40.29%
40.45%
39.18%
40.00%
42.47%
42.07%
40.54%
41.13%
38.29%
44.55%
39.74%
43.33%
44.40%
44.66%
48.62%
52.22%
57.00%
66.62%
34.44%
36.20%
35.53%
35.75%
35.31%
35.63%
36.52%
36.46%
36.57%
36.93%
38.08%