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Corgi MANGOS ETF MN

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Market dataready · fetched 2026-10-22T14:17:38.107Z

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 · 2026-10-22T14:15:31.53510849Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:08:54.213803+00:00

Share price$23.80
1D-1.1%
$23.70$23.80$23.90$24.00$24.105:30 AM6:30 AM9:00 AM1:00 PMMN
Sold putSold call

Corgi MANGOS ETF options

Live interpolated MN call and put midpoint premiums by absolute delta.Corgi MANGOS ETF$0.73$0.89$1.06$1.23$1.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMN PRICE$0.74$0.88$0.95$1.02$1.12$1.24$1.35$0.84$0.90$0.97$1.04
PutsFair0.99×
CallsCheap0.75×
SkewBearish+8.54 pp
Implied move——
TiltBullish32.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ22.1560.0%10.5%
35Δ25.5250.4%10.4%22.7852.7%8.1%
40Δ24.9949.3%8.7%23.2547.2%6.4%
45Δ24.5245.0%7.0%23.6442.7%5.0%
50Δ24.0640.6%5.3%
55Δ23.7338.4%4.4%
60Δ23.4336.5%3.7%
65Δ23.1334.6%2.9%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.15
IV
60.0%
B/E move
10.5%

35Δ

Calls
Pseudo strike
25.52
IV
50.4%
B/E move
10.4%
Puts
Pseudo strike
22.78
IV
52.7%
B/E move
8.1%

40Δ

Calls
Pseudo strike
24.99
IV
49.3%
B/E move
8.7%
Puts
Pseudo strike
23.25
IV
47.2%
B/E move
6.4%

45Δ

Calls
Pseudo strike
24.52
IV
45.0%
B/E move
7.0%
Puts
Pseudo strike
23.64
IV
42.7%
B/E move
5.0%

50Δ

Calls
Pseudo strike
24.06
IV
40.6%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
23.73
IV
38.4%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
23.43
IV
36.5%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
23.13
IV
34.6%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations