IntraAlpha
Create free account Start free

Renaissance IPO ETF IPO

i

Market datapartial · fetched 2026-10-22T12:31:52.454Z

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 · 2026-10-22T00:00:00.109207819Z

FundamentalsAlpha Vantage · unavailable

Share price$50.39
1D-0.0%
AH$50.21$50.36$50.51$50.66$50.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIPO
Sold putSold callAH

Renaissance IPO ETF options

Live interpolated IPO call and put midpoint premiums by absolute delta.Renaissance IPO ETF$0.67$1.88$3.10$4.31$5.53$43.98$47.30$50.63$53.96$57.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IPO spot · $50.39IPO PRICE$0.80$0.92$0.89$1.09$1.31$1.42$1.64$1.95$2.36$2.82$3.22$3.74$4.42$0.90$0.92$1.00$1.22$1.46$1.71$2.01$2.27$2.52$3.14$3.87$4.52$5.18
PutsExpensive1.08×
CallsExpensive1.28×
SkewNeutral+0.14 pp
Implied moveBearish±$3.65
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.1453.6%17.0%45.0852.7%12.3%
25Δ55.6945.8%12.3%46.8342.1%8.9%
30Δ53.4834.6%7.9%48.2334.9%6.3%
35Δ52.7234.3%6.8%48.9134.5%5.4%
40Δ52.0434.2%5.9%49.5533.9%4.6%
45Δ51.3431.2%4.7%50.1733.4%3.8%
50Δ50.7230.2%3.9%50.7733.3%3.2%
55Δ50.1831.0%3.4%51.3332.4%2.6%
60Δ49.5732.5%3.1%51.8730.9%2.1%
65Δ48.9334.1%2.7%52.6533.0%1.8%
70Δ48.2933.8%2.2%53.5235.1%1.5%
75Δ47.5634.2%1.8%54.3635.5%1.1%
80Δ46.7035.3%1.5%55.2135.0%0.7%

20Δ

Calls
Pseudo strike
58.14
IV
53.6%
B/E move
17.0%
Puts
Pseudo strike
45.08
IV
52.7%
B/E move
12.3%

25Δ

Calls
Pseudo strike
55.69
IV
45.8%
B/E move
12.3%
Puts
Pseudo strike
46.83
IV
42.1%
B/E move
8.9%

30Δ

Calls
Pseudo strike
53.48
IV
34.6%
B/E move
7.9%
Puts
Pseudo strike
48.23
IV
34.9%
B/E move
6.3%

35Δ

Calls
Pseudo strike
52.72
IV
34.3%
B/E move
6.8%
Puts
Pseudo strike
48.91
IV
34.5%
B/E move
5.4%

40Δ

Calls
Pseudo strike
52.04
IV
34.2%
B/E move
5.9%
Puts
Pseudo strike
49.55
IV
33.9%
B/E move
4.6%

45Δ

Calls
Pseudo strike
51.34
IV
31.2%
B/E move
4.7%
Puts
Pseudo strike
50.17
IV
33.4%
B/E move
3.8%

50Δ

Calls
Pseudo strike
50.72
IV
30.2%
B/E move
3.9%
Puts
Pseudo strike
50.77
IV
33.3%
B/E move
3.2%

55Δ

Calls
Pseudo strike
50.18
IV
31.0%
B/E move
3.4%
Puts
Pseudo strike
51.33
IV
32.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
49.57
IV
32.5%
B/E move
3.1%
Puts
Pseudo strike
51.87
IV
30.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
48.93
IV
34.1%
B/E move
2.7%
Puts
Pseudo strike
52.65
IV
33.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
48.29
IV
33.8%
B/E move
2.2%
Puts
Pseudo strike
53.52
IV
35.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
47.56
IV
34.2%
B/E move
1.8%
Puts
Pseudo strike
54.36
IV
35.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
46.70
IV
35.3%
B/E move
1.5%
Puts
Pseudo strike
55.21
IV
35.0%
B/E move
0.7%

Options history

No recorded observations