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Renaissance IPO ETF IPO

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Market datapartial · fetched 2026-10-22T17:08:17.332Z

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 · 2026-10-22T17:04:59.07693109Z

FundamentalsAlpha Vantage · unavailable

Share price$48.00
1D-2.3%
$47.91$48.24$48.58$48.91$49.245:30 AM6:30 AM9:00 AM1:00 PMIPO
Sold putSold call

Renaissance IPO ETF options

Live interpolated IPO call and put midpoint premiums by absolute delta.Renaissance IPO ETF$0.62$2.03$3.43$4.84$6.25$41.61$45.59$49.58$53.56$57.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IPO spot · $48.00IPO PRICE$0.77$0.80$1.07$1.21$1.42$1.74$2.07$2.45$2.93$3.34$3.87$4.57$5.84$0.85$0.98$1.08$1.18$1.35$1.59$1.76$1.89$2.04$2.20$2.37$2.94$5.23
PutsCheap0.93×
CallsExpensive1.57×
SkewBullish-10.61 pp
Implied moveBullish±$3.83
TiltBullish11.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.5454.8%17.3%43.0152.3%12.2%
25Δ52.4641.5%10.9%44.4745.7%9.4%
30Δ51.9444.4%10.4%45.7039.5%7.0%
35Δ50.6740.3%8.1%46.5635.2%5.5%
40Δ49.8139.0%6.7%47.2433.0%4.4%
45Δ49.1640.5%6.1%47.8032.6%3.7%
50Δ48.4741.1%5.3%48.3030.9%3.0%
55Δ47.7641.9%4.6%48.7728.5%2.3%
60Δ47.0343.7%4.1%49.1926.5%1.8%
65Δ46.2843.2%3.4%49.5724.9%1.3%
70Δ45.4843.6%2.8%49.9423.3%0.9%
75Δ44.5445.0%2.3%50.6224.7%0.7%
80Δ43.1250.8%2.0%52.8934.5%0.7%

20Δ

Calls
Pseudo strike
55.54
IV
54.8%
B/E move
17.3%
Puts
Pseudo strike
43.01
IV
52.3%
B/E move
12.2%

25Δ

Calls
Pseudo strike
52.46
IV
41.5%
B/E move
10.9%
Puts
Pseudo strike
44.47
IV
45.7%
B/E move
9.4%

30Δ

Calls
Pseudo strike
51.94
IV
44.4%
B/E move
10.4%
Puts
Pseudo strike
45.70
IV
39.5%
B/E move
7.0%

35Δ

Calls
Pseudo strike
50.67
IV
40.3%
B/E move
8.1%
Puts
Pseudo strike
46.56
IV
35.2%
B/E move
5.5%

40Δ

Calls
Pseudo strike
49.81
IV
39.0%
B/E move
6.7%
Puts
Pseudo strike
47.24
IV
33.0%
B/E move
4.4%

45Δ

Calls
Pseudo strike
49.16
IV
40.5%
B/E move
6.1%
Puts
Pseudo strike
47.80
IV
32.6%
B/E move
3.7%

50Δ

Calls
Pseudo strike
48.47
IV
41.1%
B/E move
5.3%
Puts
Pseudo strike
48.30
IV
30.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
47.76
IV
41.9%
B/E move
4.6%
Puts
Pseudo strike
48.77
IV
28.5%
B/E move
2.3%

60Δ

Calls
Pseudo strike
47.03
IV
43.7%
B/E move
4.1%
Puts
Pseudo strike
49.19
IV
26.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
46.28
IV
43.2%
B/E move
3.4%
Puts
Pseudo strike
49.57
IV
24.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
45.48
IV
43.6%
B/E move
2.8%
Puts
Pseudo strike
49.94
IV
23.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
44.54
IV
45.0%
B/E move
2.3%
Puts
Pseudo strike
50.62
IV
24.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
43.12
IV
50.8%
B/E move
2.0%
Puts
Pseudo strike
52.89
IV
34.5%
B/E move
0.7%

Options history

No recorded observations