Corgi MANGOS ETF MN
i
Market dataready · fetched 2026-11-11T13:52:28.145Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T12:19:32.018158437Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:52:27.812212+00:00
Corgi MANGOS ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.38 | 213.7% | 44.7% | 18.42 | 164.3% | 20.3% |
| 25Δ | 27.05 | 154.5% | 25.2% | 19.66 | 133.6% | 14.9% |
| 30Δ | 24.98 | 118.4% | 15.8% | 20.52 | 111.9% | 11.2% |
| 35Δ | 23.85 | 94.9% | 10.7% | 21.17 | 100.2% | 8.7% |
| 40Δ | 23.12 | 77.5% | 7.5% | 21.61 | 102.0% | 7.8% |
| 45Δ | 22.74 | 66.9% | 5.8% | 22.08 | 105.7% | 6.9% |
| 50Δ | 22.43 | 57.7% | 4.4% | 22.68 | 122.5% | 6.7% |
| 55Δ | 22.11 | 48.6% | 3.0% | 23.48 | 144.0% | 6.6% |
| 60Δ | 24.74 | 174.4% | 6.6% | |||
| 65Δ | 26.74 | 210.3% | 6.5% | |||
| 70Δ | 30.55 | 269.7% | 6.5% | |||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- 31.38
- IV
- 213.7%
- B/E move
- 44.7%
- Pseudo strike
- 18.42
- IV
- 164.3%
- B/E move
- 20.3%
25Δ
- Pseudo strike
- 27.05
- IV
- 154.5%
- B/E move
- 25.2%
- Pseudo strike
- 19.66
- IV
- 133.6%
- B/E move
- 14.9%
30Δ
- Pseudo strike
- 24.98
- IV
- 118.4%
- B/E move
- 15.8%
- Pseudo strike
- 20.52
- IV
- 111.9%
- B/E move
- 11.2%
35Δ
- Pseudo strike
- 23.85
- IV
- 94.9%
- B/E move
- 10.7%
- Pseudo strike
- 21.17
- IV
- 100.2%
- B/E move
- 8.7%
40Δ
- Pseudo strike
- 23.12
- IV
- 77.5%
- B/E move
- 7.5%
- Pseudo strike
- 21.61
- IV
- 102.0%
- B/E move
- 7.8%
45Δ
- Pseudo strike
- 22.74
- IV
- 66.9%
- B/E move
- 5.8%
- Pseudo strike
- 22.08
- IV
- 105.7%
- B/E move
- 6.9%
50Δ
- Pseudo strike
- 22.43
- IV
- 57.7%
- B/E move
- 4.4%
- Pseudo strike
- 22.68
- IV
- 122.5%
- B/E move
- 6.7%
55Δ
- Pseudo strike
- 22.11
- IV
- 48.6%
- B/E move
- 3.0%
- Pseudo strike
- 23.48
- IV
- 144.0%
- B/E move
- 6.6%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 24.74
- IV
- 174.4%
- B/E move
- 6.6%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 26.74
- IV
- 210.3%
- B/E move
- 6.5%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 30.55
- IV
- 269.7%
- B/E move
- 6.5%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 38.64% |