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Subversive Congressional Democrats Trading ETF NANC

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Market dataready · fetched 2026-11-12T16:03:47.422Z

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 · 2026-11-12T15:59:59.900744396Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:03:46.882274+00:00

Share price$49.56
1D+1.1%
$48.99$49.14$49.29$49.45$49.605:30 AM6:30 AM9:00 AM1:00 PMNANC
Sold putSold call

Subversive Congressional Democrats Trading ETF options

Live interpolated NANC call and put midpoint premiums by absolute delta.Subversive Congressional Democrats Trading ETF$0.95$1.62$2.29$2.96$3.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICENANC PRICE$1.02$1.02$1.02$1.02$1.04$1.07$1.09$1.17$1.25$1.33$1.45$1.72$1.98$2.42$2.93$3.43
PutsExpensive1.72×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.59113.9%14.1%
25Δ55.84101.7%14.7%45.7688.3%9.8%
30Δ53.2078.0%9.4%47.1472.0%7.1%
35Δ51.6762.0%6.3%48.0959.6%5.2%
40Δ48.5954.5%4.3%
45Δ49.1049.4%3.5%
50Δ49.6044.2%2.6%
55Δ50.0840.3%1.9%
60Δ50.4940.8%1.6%
65Δ50.8941.2%1.3%
70Δ51.4542.4%1.1%
75Δ52.0643.8%0.9%
80Δ52.6845.2%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.59
IV
113.9%
B/E move
14.1%

25Δ

Calls
Pseudo strike
55.84
IV
101.7%
B/E move
14.7%
Puts
Pseudo strike
45.76
IV
88.3%
B/E move
9.8%

30Δ

Calls
Pseudo strike
53.20
IV
78.0%
B/E move
9.4%
Puts
Pseudo strike
47.14
IV
72.0%
B/E move
7.1%

35Δ

Calls
Pseudo strike
51.67
IV
62.0%
B/E move
6.3%
Puts
Pseudo strike
48.09
IV
59.6%
B/E move
5.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.59
IV
54.5%
B/E move
4.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.10
IV
49.4%
B/E move
3.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.60
IV
44.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.08
IV
40.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.49
IV
40.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.89
IV
41.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.45
IV
42.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.06
IV
43.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.68
IV
45.2%
B/E move
0.6%

Options history

IV · four-Friday blend22.88%
Daily EOD
NANC19.8%21.6%23.4%2026-10-19: 21.21%2026-10-20: 20.00%2026-10-21: 20.47%2026-10-22: 22.00%2026-10-23: 23.11%2026-10-26: 22.46%2026-10-27: 22.22%2026-10-28: 22.17%2026-10-29: 22.06%2026-10-30: 22.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.21%
20.00%
20.47%
22.00%
23.11%
22.46%
22.22%
22.17%
22.06%
22.88%