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iPath Series B Carbon Exchange-Traded Notes GRN

i

Market datapartial · fetched 2026-10-22T23:29:38.174Z

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 · 2026-10-22T22:30:00.003463978Z

FundamentalsAlpha Vantage · unavailable

Share price$34.61
1D+0.0%
AH$34.48$34.49$34.50$34.51$34.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRN
Sold putSold callAH

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$0.92$1.70$2.48$3.27$4.05$29.19$31.84$34.50$37.15$39.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRN spot · $34.61GRN PRICE$1.00$1.06$1.14$1.22$1.32$1.42$1.58$1.74$1.86$1.99$2.12$2.45$1.01$1.06$1.14$1.21$1.33$1.48$1.63$1.75$1.85$2.00$2.50$3.08$3.82
PutsExpensive2.77×
CallsExpensive2.22×
SkewBearish+2.29 pp
Implied moveBearish±$3.05
TiltBearish11.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.3282.8%18.2%
25Δ41.0976.4%21.6%31.1566.4%13.1%
30Δ38.7362.9%15.0%32.3356.8%9.9%
35Δ37.2753.9%11.0%33.2249.1%7.5%
40Δ36.2847.6%8.4%33.9044.7%5.9%
45Δ35.5642.9%6.6%34.4341.8%4.8%
50Δ34.9539.0%5.1%34.9439.2%3.8%
55Δ34.4937.2%4.2%35.3236.3%3.0%
60Δ34.0435.4%3.4%35.6833.4%2.3%
65Δ33.7033.0%2.7%36.0631.0%1.6%
70Δ33.3630.5%2.1%36.6533.0%1.3%
75Δ33.0328.0%1.5%37.3235.1%1.1%
80Δ32.5827.6%1.2%38.1637.4%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.32
IV
82.8%
B/E move
18.2%

25Δ

Calls
Pseudo strike
41.09
IV
76.4%
B/E move
21.6%
Puts
Pseudo strike
31.15
IV
66.4%
B/E move
13.1%

30Δ

Calls
Pseudo strike
38.73
IV
62.9%
B/E move
15.0%
Puts
Pseudo strike
32.33
IV
56.8%
B/E move
9.9%

35Δ

Calls
Pseudo strike
37.27
IV
53.9%
B/E move
11.0%
Puts
Pseudo strike
33.22
IV
49.1%
B/E move
7.5%

40Δ

Calls
Pseudo strike
36.28
IV
47.6%
B/E move
8.4%
Puts
Pseudo strike
33.90
IV
44.7%
B/E move
5.9%

45Δ

Calls
Pseudo strike
35.56
IV
42.9%
B/E move
6.6%
Puts
Pseudo strike
34.43
IV
41.8%
B/E move
4.8%

50Δ

Calls
Pseudo strike
34.95
IV
39.0%
B/E move
5.1%
Puts
Pseudo strike
34.94
IV
39.2%
B/E move
3.8%

55Δ

Calls
Pseudo strike
34.49
IV
37.2%
B/E move
4.2%
Puts
Pseudo strike
35.32
IV
36.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
34.04
IV
35.4%
B/E move
3.4%
Puts
Pseudo strike
35.68
IV
33.4%
B/E move
2.3%

65Δ

Calls
Pseudo strike
33.70
IV
33.0%
B/E move
2.7%
Puts
Pseudo strike
36.06
IV
31.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
33.36
IV
30.5%
B/E move
2.1%
Puts
Pseudo strike
36.65
IV
33.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
33.03
IV
28.0%
B/E move
1.5%
Puts
Pseudo strike
37.32
IV
35.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
32.58
IV
27.6%
B/E move
1.2%
Puts
Pseudo strike
38.16
IV
37.4%
B/E move
0.8%

Options history

No recorded observations