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Renaissance International IPO ETF IPOS

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Market dataready · fetched 2026-10-22T09:00:06.905Z

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 · 2026-10-22T00:00:00.119396016Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:00:03.198093+00:00

Share price$18.56
1D-0.9%
AH$18.49$18.57$18.65$18.72$18.805:30 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$0.49$1.05$1.61$2.17$2.74$15.37$17.22$19.08$20.93$22.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IPOS spot · $18.56IPOS PRICE$0.60$0.61$0.66$0.71$0.78$0.88$1.07$1.36$1.65$1.80$1.92$2.04$2.57$0.64$0.69$0.69$0.55$0.64$0.78$0.92$1.06$1.17$1.28$1.40$1.51$1.69
PutsExpensive1.31×
CallsExpensive3.84×
SkewBullish-19.64 pp
Implied moveBullish±$1.99
TiltBullish12.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.18118.5%44.3%15.3595.9%20.8%
25Δ22.7187.0%25.7%16.3879.3%15.5%
30Δ21.2673.4%18.1%17.1963.4%11.1%
35Δ20.3263.1%13.3%17.8942.2%6.6%
40Δ19.7157.2%10.4%18.2239.1%5.3%
45Δ19.2453.6%8.4%18.4939.4%4.6%
50Δ18.8254.6%7.1%18.7539.8%3.9%
55Δ18.4460.3%6.7%19.0239.9%3.2%
60Δ18.0666.0%6.2%19.2338.0%2.7%
65Δ17.7162.8%5.1%19.4436.1%2.2%
70Δ17.3758.0%3.9%19.6634.2%1.6%
75Δ17.0253.1%2.7%19.8732.3%1.1%
80Δ16.4058.1%2.2%20.1430.8%0.6%

20Δ

Calls
Pseudo strike
26.18
IV
118.5%
B/E move
44.3%
Puts
Pseudo strike
15.35
IV
95.9%
B/E move
20.8%

25Δ

Calls
Pseudo strike
22.71
IV
87.0%
B/E move
25.7%
Puts
Pseudo strike
16.38
IV
79.3%
B/E move
15.5%

30Δ

Calls
Pseudo strike
21.26
IV
73.4%
B/E move
18.1%
Puts
Pseudo strike
17.19
IV
63.4%
B/E move
11.1%

35Δ

Calls
Pseudo strike
20.32
IV
63.1%
B/E move
13.3%
Puts
Pseudo strike
17.89
IV
42.2%
B/E move
6.6%

40Δ

Calls
Pseudo strike
19.71
IV
57.2%
B/E move
10.4%
Puts
Pseudo strike
18.22
IV
39.1%
B/E move
5.3%

45Δ

Calls
Pseudo strike
19.24
IV
53.6%
B/E move
8.4%
Puts
Pseudo strike
18.49
IV
39.4%
B/E move
4.6%

50Δ

Calls
Pseudo strike
18.82
IV
54.6%
B/E move
7.1%
Puts
Pseudo strike
18.75
IV
39.8%
B/E move
3.9%

55Δ

Calls
Pseudo strike
18.44
IV
60.3%
B/E move
6.7%
Puts
Pseudo strike
19.02
IV
39.9%
B/E move
3.2%

60Δ

Calls
Pseudo strike
18.06
IV
66.0%
B/E move
6.2%
Puts
Pseudo strike
19.23
IV
38.0%
B/E move
2.7%

65Δ

Calls
Pseudo strike
17.71
IV
62.8%
B/E move
5.1%
Puts
Pseudo strike
19.44
IV
36.1%
B/E move
2.2%

70Δ

Calls
Pseudo strike
17.37
IV
58.0%
B/E move
3.9%
Puts
Pseudo strike
19.66
IV
34.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
17.02
IV
53.1%
B/E move
2.7%
Puts
Pseudo strike
19.87
IV
32.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
16.40
IV
58.1%
B/E move
2.2%
Puts
Pseudo strike
20.14
IV
30.8%
B/E move
0.6%

Options history

No recorded observations