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Columbia India Consumer ETF INCO

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Market datapartial · fetched 2026-10-22T13:30:38.966Z

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 · 2026-10-22T13:30:00.188602879Z

FundamentalsAlpha Vantage · unavailable

Share price$56.86
1D-0.1%
AH$57.27$57.36$57.44$57.53$57.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINCO
Sold putSold callAH

Columbia India Consumer ETF options

Live interpolated INCO call and put midpoint premiums by absolute delta.Columbia India Consumer ETF$2.48$2.65$2.83$3.00$3.17$50.23$53.71$57.19$60.67$64.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INCO spot · $56.86INCO PRICE$2.50$2.50$2.50$2.55$2.67$2.78$2.89$3.01$3.12$2.50$2.50$2.55$2.63$2.72$2.80$2.89$2.97$3.06
PutsExpensive1.60×
CallsExpensive2.54×
SkewBullish-4.15 pp
Implied moveBalanced±$5.05
TiltBalanced0.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ60.6460.6%11.0%55.5850.2%6.7%
45Δ59.2051.8%8.5%56.5842.7%4.9%
50Δ57.7543.0%6.0%57.2137.9%3.9%
55Δ56.7837.0%4.4%57.6034.9%3.3%
60Δ56.3334.0%3.8%58.0031.9%2.8%
65Δ55.8831.0%3.2%58.3928.9%2.2%
70Δ55.4328.0%2.6%58.7925.9%1.7%
75Δ54.9725.0%2.0%59.1822.9%1.1%
80Δ54.5222.0%1.4%59.5719.9%0.6%

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
60.64
IV
60.6%
B/E move
11.0%
Puts
Pseudo strike
55.58
IV
50.2%
B/E move
6.7%

45Δ

Calls
Pseudo strike
59.20
IV
51.8%
B/E move
8.5%
Puts
Pseudo strike
56.58
IV
42.7%
B/E move
4.9%

50Δ

Calls
Pseudo strike
57.75
IV
43.0%
B/E move
6.0%
Puts
Pseudo strike
57.21
IV
37.9%
B/E move
3.9%

55Δ

Calls
Pseudo strike
56.78
IV
37.0%
B/E move
4.4%
Puts
Pseudo strike
57.60
IV
34.9%
B/E move
3.3%

60Δ

Calls
Pseudo strike
56.33
IV
34.0%
B/E move
3.8%
Puts
Pseudo strike
58.00
IV
31.9%
B/E move
2.8%

65Δ

Calls
Pseudo strike
55.88
IV
31.0%
B/E move
3.2%
Puts
Pseudo strike
58.39
IV
28.9%
B/E move
2.2%

70Δ

Calls
Pseudo strike
55.43
IV
28.0%
B/E move
2.6%
Puts
Pseudo strike
58.79
IV
25.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
54.97
IV
25.0%
B/E move
2.0%
Puts
Pseudo strike
59.18
IV
22.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
54.52
IV
22.0%
B/E move
1.4%
Puts
Pseudo strike
59.57
IV
19.9%
B/E move
0.6%

Options history

No recorded observations