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Columbia India Consumer ETF INCO

i

Market datapartial · fetched 2026-11-11T15:14:09.535Z

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 · 2026-11-11T15:09:43.110142415Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:14:07.647112+00:00

Share price$62.62
1D+0.1%
$62.54$62.57$62.60$62.62$62.655:30 AM6:30 AM9:00 AM1:00 PMINCO
Sold putSold call

Columbia India Consumer ETF options

Live interpolated INCO call and put midpoint premiums by absolute delta.Columbia India Consumer ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEINCO PRICE
Puts——
Calls——
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
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
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
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

Calls
Pseudo strike
IV
B/E move
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

IV · four-Friday blend19.47%
Daily close
INCO16.3%25.3%34.3%2026-08-13: 21.26%2026-08-14: 21.79%2026-08-17: 24.31%2026-08-18: 26.09%2026-08-19: 27.69%2026-08-20: 32.81%2026-08-21: 23.45%2026-08-24: 19.45%2026-08-25: 19.16%2026-08-26: 18.52%2026-08-27: 18.92%2026-08-28: 18.98%2026-08-31: 18.84%2026-09-01: 19.38%2026-09-02: 19.21%2026-09-03: 19.56%2026-09-04: 20.00%2026-09-08: 21.60%2026-09-09: 21.63%2026-09-10: 22.66%2026-09-11: 22.61%2026-09-14: 24.84%2026-09-15: 26.40%2026-09-16: 28.72%2026-09-17: 32.80%2026-09-18: 19.72%2026-09-21: 18.75%2026-09-22: 18.67%2026-09-23: 17.91%2026-09-24: 18.26%2026-09-25: 17.53%2026-09-28: 18.61%2026-09-29: 19.16%2026-09-30: 19.99%2026-10-01: 20.26%2026-10-02: 19.81%2026-10-05: 20.15%2026-10-06: 20.24%2026-10-07: 21.48%2026-10-08: 22.60%2026-10-09: 22.09%2026-10-12: 24.77%2026-10-13: 25.24%2026-10-14: 28.02%2026-10-15: 33.06%2026-10-16: 19.18%2026-10-19: 19.15%2026-10-20: 19.77%2026-10-21: 19.95%2026-10-22: 20.34%2026-10-23: 20.08%2026-10-26: 20.48%2026-10-27: 19.69%2026-10-28: 19.73%2026-10-29: 19.54%2026-10-30: 19.47%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.26%
21.79%
24.31%
26.09%
27.69%
32.81%
23.45%
19.45%
19.16%
18.52%
18.92%
18.98%
18.84%
19.38%
19.21%
19.56%
20.00%
21.60%
21.63%
22.66%
22.61%
24.84%
26.40%
28.72%
32.80%
19.72%
18.75%
18.67%
17.91%
18.26%
17.53%
18.61%
19.16%
19.99%
20.26%
19.81%
20.15%
20.24%
21.48%
22.60%
22.09%
24.77%
25.24%
28.02%
33.06%
19.18%
19.15%
19.77%
19.95%
20.34%
20.08%
20.48%
19.69%
19.73%
19.54%
19.47%