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Renaissance IPO ETF IPO

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Market datapartial · fetched 2026-10-22T21:30:51.679Z

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 · 2026-10-22T20:10:00.003490806Z

FundamentalsAlpha Vantage · unavailable

Share price$48.16
1D-2.0%
AH$47.79$48.15$48.52$48.89$49.255:30 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$0.60$1.71$2.83$3.95$5.06$41.77$45.71$49.65$53.59$57.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IPO spot · $48.16IPO PRICE$0.72$0.73$0.82$1.09$1.37$1.65$1.98$2.34$2.71$3.09$3.48$4.01$4.74$0.86$0.99$0.93$1.17$1.45$1.75$1.91$2.06$2.26$2.47$3.10$4.49$4.65
PutsFair0.98×
CallsExpensive1.39×
SkewBullish-3.77 pp
Implied moveBalanced±$3.88
TiltBalanced1.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.0650.6%15.8%43.1052.8%12.3%
25Δ52.2338.0%10.0%44.6146.1%9.4%
30Δ50.9633.2%7.5%46.1434.1%6.1%
35Δ50.4435.5%7.0%46.7534.6%5.4%
40Δ49.9037.5%6.5%47.3535.1%4.7%
45Δ49.2437.9%5.7%47.9535.6%4.1%
50Δ48.5938.7%5.0%48.4933.3%3.3%
55Δ47.9339.7%4.4%49.0230.8%2.5%
60Δ47.2539.9%3.7%49.4829.2%2.0%
65Δ46.5739.4%3.1%49.9327.7%1.4%
70Δ45.8938.8%2.5%50.6829.7%1.2%
75Δ45.1239.0%2.0%52.0936.9%1.2%
80Δ44.2040.1%1.6%52.4533.2%0.8%

20Δ

Calls
Pseudo strike
55.06
IV
50.6%
B/E move
15.8%
Puts
Pseudo strike
43.10
IV
52.8%
B/E move
12.3%

25Δ

Calls
Pseudo strike
52.23
IV
38.0%
B/E move
10.0%
Puts
Pseudo strike
44.61
IV
46.1%
B/E move
9.4%

30Δ

Calls
Pseudo strike
50.96
IV
33.2%
B/E move
7.5%
Puts
Pseudo strike
46.14
IV
34.1%
B/E move
6.1%

35Δ

Calls
Pseudo strike
50.44
IV
35.5%
B/E move
7.0%
Puts
Pseudo strike
46.75
IV
34.6%
B/E move
5.4%

40Δ

Calls
Pseudo strike
49.90
IV
37.5%
B/E move
6.5%
Puts
Pseudo strike
47.35
IV
35.1%
B/E move
4.7%

45Δ

Calls
Pseudo strike
49.24
IV
37.9%
B/E move
5.7%
Puts
Pseudo strike
47.95
IV
35.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
48.59
IV
38.7%
B/E move
5.0%
Puts
Pseudo strike
48.49
IV
33.3%
B/E move
3.3%

55Δ

Calls
Pseudo strike
47.93
IV
39.7%
B/E move
4.4%
Puts
Pseudo strike
49.02
IV
30.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
47.25
IV
39.9%
B/E move
3.7%
Puts
Pseudo strike
49.48
IV
29.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
46.57
IV
39.4%
B/E move
3.1%
Puts
Pseudo strike
49.93
IV
27.7%
B/E move
1.4%

70Δ

Calls
Pseudo strike
45.89
IV
38.8%
B/E move
2.5%
Puts
Pseudo strike
50.68
IV
29.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
45.12
IV
39.0%
B/E move
2.0%
Puts
Pseudo strike
52.09
IV
36.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
44.20
IV
40.1%
B/E move
1.6%
Puts
Pseudo strike
52.45
IV
33.2%
B/E move
0.8%

Options history

No recorded observations