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Corgi High Voltage Grid Equipment ETF JOUL

i

Market dataready · fetched 2026-11-12T02:50:18.688Z

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 · 2026-11-12T01:00:03.88123094Z

FundamentalsCorgi Invest · ready · as of 2026-11-11 · fetched 2026-11-12T02:50:18.389560+00:00

Share price$19.90
1D-0.4%
AH$19.79$19.89$19.99$20.10$20.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJOUL
Sold putSold callAH

Corgi High Voltage Grid Equipment ETF options

Live interpolated JOUL call and put midpoint premiums by absolute delta.Corgi High Voltage Grid Equipment ETF$0.47$0.78$1.10$1.42$1.73$16.47$18.11$19.75$21.39$23.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive JOUL spot · $19.90JOUL PRICE$0.50$0.50$0.51$0.55$0.60$0.65$0.70$0.81$0.92$1.03$1.14$1.33$1.64$0.50$0.51$0.53$0.57$0.61$0.65$0.70
Puts——
CallsCheap0.94×
Skew——
Implied moveBalanced±$1.40
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.46163.3%30.5%17.11132.1%16.5%
25Δ22.95119.1%17.9%18.11102.2%11.5%
30Δ21.7894.7%12.0%18.6986.4%8.7%
35Δ21.0880.7%8.7%19.1374.9%6.7%
40Δ20.7073.3%7.0%19.4267.9%5.5%
45Δ20.3566.8%5.5%19.7060.9%4.3%
50Δ20.0160.2%4.1%19.9853.9%3.1%
55Δ19.7958.5%3.5%
60Δ19.5756.9%2.9%
65Δ19.3555.2%2.4%
70Δ19.1353.6%1.8%
75Δ18.8553.9%1.4%
80Δ18.4857.0%1.1%

20Δ

Calls
Pseudo strike
25.46
IV
163.3%
B/E move
30.5%
Puts
Pseudo strike
17.11
IV
132.1%
B/E move
16.5%

25Δ

Calls
Pseudo strike
22.95
IV
119.1%
B/E move
17.9%
Puts
Pseudo strike
18.11
IV
102.2%
B/E move
11.5%

30Δ

Calls
Pseudo strike
21.78
IV
94.7%
B/E move
12.0%
Puts
Pseudo strike
18.69
IV
86.4%
B/E move
8.7%

35Δ

Calls
Pseudo strike
21.08
IV
80.7%
B/E move
8.7%
Puts
Pseudo strike
19.13
IV
74.9%
B/E move
6.7%

40Δ

Calls
Pseudo strike
20.70
IV
73.3%
B/E move
7.0%
Puts
Pseudo strike
19.42
IV
67.9%
B/E move
5.5%

45Δ

Calls
Pseudo strike
20.35
IV
66.8%
B/E move
5.5%
Puts
Pseudo strike
19.70
IV
60.9%
B/E move
4.3%

50Δ

Calls
Pseudo strike
20.01
IV
60.2%
B/E move
4.1%
Puts
Pseudo strike
19.98
IV
53.9%
B/E move
3.1%

55Δ

Calls
Pseudo strike
19.79
IV
58.5%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
19.57
IV
56.9%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
19.35
IV
55.2%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
19.13
IV
53.6%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
18.85
IV
53.9%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.48
IV
57.0%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend39.27%
Daily close
JOUL34.3%59.3%84.2%2026-08-13: 51.03%2026-08-14: 53.11%2026-08-17: 60.40%2026-08-18: 61.50%2026-08-19: 70.09%2026-08-20: 80.78%2026-08-21: 52.15%2026-08-24: 52.19%2026-08-25: 51.11%2026-08-26: 51.42%2026-08-27: 50.17%2026-08-28: 49.83%2026-08-31: 52.78%2026-09-01: 52.82%2026-09-02: 52.88%2026-09-03: 53.75%2026-09-04: 53.53%2026-09-08: 56.48%2026-09-09: 58.00%2026-09-10: 58.73%2026-09-11: 58.94%2026-09-14: 65.04%2026-09-15: 70.46%2026-09-16: 73.40%2026-09-17: 78.96%2026-09-18: 47.03%2026-09-21: 45.71%2026-09-22: 45.90%2026-09-23: 45.51%2026-09-24: 45.64%2026-09-25: 45.50%2026-09-28: 46.55%2026-09-29: 46.50%2026-09-30: 45.73%2026-10-01: 45.52%2026-10-02: 45.79%2026-10-05: 47.08%2026-10-06: 46.57%2026-10-07: 47.06%2026-10-08: 48.04%2026-10-09: 47.60%2026-10-12: 52.22%2026-10-13: 53.56%2026-10-14: 60.31%2026-10-15: 71.90%2026-10-16: 44.71%2026-10-19: 38.69%2026-10-20: 37.81%2026-10-21: 38.67%2026-10-22: 40.73%2026-10-23: 39.63%2026-10-26: 38.50%2026-10-27: 38.91%2026-10-28: 38.10%2026-10-29: 37.75%2026-10-30: 39.27%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
51.03%
53.11%
60.40%
61.50%
70.09%
80.78%
52.15%
52.19%
51.11%
51.42%
50.17%
49.83%
52.78%
52.82%
52.88%
53.75%
53.53%
56.48%
58.00%
58.73%
58.94%
65.04%
70.46%
73.40%
78.96%
47.03%
45.71%
45.90%
45.51%
45.64%
45.50%
46.55%
46.50%
45.73%
45.52%
45.79%
47.08%
46.57%
47.06%
48.04%
47.60%
52.22%
53.56%
60.31%
71.90%
44.71%
38.69%
37.81%
38.67%
40.73%
39.63%
38.50%
38.91%
38.10%
37.75%
39.27%