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iPath Series B Carbon Exchange-Traded Notes GRN

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Market datapartial · fetched 2026-10-23T16:42:07.437Z

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 · 2026-10-23T16:02:05.353777409Z

FundamentalsAlpha Vantage · unavailable

Share price$34.41
1D-0.3%
$34.39$34.42$34.46$34.49$34.525:30 AM6:30 AM9:00 AM1:00 PMGRN
Sold putSold call

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$1.24$1.48$1.71$1.95$2.18$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGRN PRICE$1.27$1.41$1.55$1.69$1.83$1.97$2.11
Puts——
CallsExpensive2.16×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ36.4451.1%9.6%
45Δ35.8748.1%8.3%
50Δ35.3145.2%7.1%
55Δ34.7442.2%5.9%
60Δ34.1839.2%4.6%
65Δ33.6136.2%3.4%
70Δ33.0533.2%2.2%
75Δ
80Δ

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
36.44
IV
51.1%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
35.87
IV
48.1%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
35.31
IV
45.2%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
34.74
IV
42.2%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
34.18
IV
39.2%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
33.61
IV
36.2%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
33.05
IV
33.2%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations