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Renaissance International IPO ETF IPOS

i

Market dataready · fetched 2026-11-11T13:44:44.033Z

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 · 2026-11-11T01:00:00.103175802Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:44:43.692867+00:00

Share price$17.86
1D+0.2%
AH$17.86$17.89$17.91$17.93$17.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIPOS
Sold putSold callAH

Renaissance International IPO ETF options

Live interpolated IPOS call and put midpoint premiums by absolute delta.Renaissance International IPO ETF$0.20$0.62$1.04$1.46$1.88$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEIPOS PRICE$0.25$0.35$0.46$0.58$0.69$0.80$0.91$0.98$1.05$1.12$1.18$1.44$1.76$0.30$0.43$0.56$0.67$0.80$0.92$1.05$1.18$1.33
Puts——
CallsExpensive1.70×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.2284.2%14.6%16.1184.2%11.4%
25Δ19.7483.4%12.5%16.4288.1%10.4%
30Δ19.4387.7%11.4%16.7492.0%9.4%
35Δ19.1291.9%10.3%
40Δ18.7892.3%9.0%
45Δ18.4290.3%7.6%
50Δ18.0588.3%6.2%
55Δ17.7982.6%5.1%18.1047.5%2.4%
60Δ17.5576.3%4.2%18.2947.2%2.0%
65Δ17.3170.0%3.2%18.4847.0%1.7%
70Δ17.0763.7%2.2%18.6746.8%1.3%
75Δ16.7265.3%1.7%18.8546.5%1.0%
80Δ16.3469.9%1.4%19.0746.1%0.7%

20Δ

Calls
Pseudo strike
20.22
IV
84.2%
B/E move
14.6%
Puts
Pseudo strike
16.11
IV
84.2%
B/E move
11.4%

25Δ

Calls
Pseudo strike
19.74
IV
83.4%
B/E move
12.5%
Puts
Pseudo strike
16.42
IV
88.1%
B/E move
10.4%

30Δ

Calls
Pseudo strike
19.43
IV
87.7%
B/E move
11.4%
Puts
Pseudo strike
16.74
IV
92.0%
B/E move
9.4%

35Δ

Calls
Pseudo strike
19.12
IV
91.9%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
18.78
IV
92.3%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
18.42
IV
90.3%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
18.05
IV
88.3%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
17.79
IV
82.6%
B/E move
5.1%
Puts
Pseudo strike
18.10
IV
47.5%
B/E move
2.4%

60Δ

Calls
Pseudo strike
17.55
IV
76.3%
B/E move
4.2%
Puts
Pseudo strike
18.29
IV
47.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
17.31
IV
70.0%
B/E move
3.2%
Puts
Pseudo strike
18.48
IV
47.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
17.07
IV
63.7%
B/E move
2.2%
Puts
Pseudo strike
18.67
IV
46.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
16.72
IV
65.3%
B/E move
1.7%
Puts
Pseudo strike
18.85
IV
46.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
16.34
IV
69.9%
B/E move
1.4%
Puts
Pseudo strike
19.07
IV
46.1%
B/E move
0.7%

Options history

IV · four-Friday blend50.09%
Daily close
IPOS31.9%64.1%96.3%2026-08-13: 54.21%2026-08-14: 54.14%2026-08-17: 56.36%2026-08-18: 60.62%2026-08-19: 68.69%2026-08-20: 68.39%2026-08-21: 40.88%2026-08-24: 40.89%2026-08-25: 41.21%2026-08-26: 41.02%2026-08-27: 40.16%2026-08-28: 38.86%2026-08-31: 41.11%2026-09-01: 41.35%2026-09-02: 40.82%2026-09-03: 40.24%2026-09-04: 40.93%2026-09-08: 43.58%2026-09-09: 45.10%2026-09-10: 45.55%2026-09-11: 47.30%2026-09-14: 53.76%2026-09-15: 54.19%2026-09-16: 55.81%2026-09-17: 67.17%2026-09-18: 40.45%2026-09-21: 40.53%2026-09-22: 42.34%2026-09-23: 42.86%2026-09-24: 43.59%2026-09-25: 41.49%2026-09-28: 42.93%2026-09-29: 43.37%2026-09-30: 42.47%2026-10-01: 43.87%2026-10-02: 36.32%2026-10-05: 41.93%2026-10-06: 42.14%2026-10-07: 41.95%2026-10-08: 43.49%2026-10-09: 49.37%2026-10-12: 54.81%2026-10-13: 57.93%2026-10-14: 67.06%2026-10-15: 91.88%2026-10-16: 48.02%2026-10-19: 46.92%2026-10-20: 47.76%2026-10-21: 47.28%2026-10-22: 50.56%2026-10-23: 49.96%2026-10-26: 49.68%2026-10-27: 50.13%2026-10-28: 48.96%2026-10-29: 50.00%2026-10-30: 50.09%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
54.21%
54.14%
56.36%
60.62%
68.69%
68.39%
40.88%
40.89%
41.21%
41.02%
40.16%
38.86%
41.11%
41.35%
40.82%
40.24%
40.93%
43.58%
45.10%
45.55%
47.30%
53.76%
54.19%
55.81%
67.17%
40.45%
40.53%
42.34%
42.86%
43.59%
41.49%
42.93%
43.37%
42.47%
43.87%
36.32%
41.93%
42.14%
41.95%
43.49%
49.37%
54.81%
57.93%
67.06%
91.88%
48.02%
46.92%
47.76%
47.28%
50.56%
49.96%
49.68%
50.13%
48.96%
50.00%
50.09%