Colterpoint Net Lease Real Estate ETF NETL
i
Market datapartial · fetched 2026-11-11T13:44:25.346Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16
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 · 2026-11-11T01:00:00.095842313Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:44:24.136227+00:00
Colterpoint Net Lease Real Estate ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | 25.12 | 22.7% | 3.6% | |||
| 55Δ | 25.72 | 23.9% | 3.0% | |||
| 60Δ | 26.32 | 25.1% | 2.3% | |||
| 65Δ | 26.93 | 26.3% | 1.7% | |||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 25.12
- IV
- 22.7%
- B/E move
- 3.6%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 25.72
- IV
- 23.9%
- B/E move
- 3.0%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 26.32
- IV
- 25.1%
- B/E move
- 2.3%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 26.93
- IV
- 26.3%
- B/E move
- 1.7%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
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 (%) |
|---|---|
| 18.61% | |
| 18.46% | |
| 19.82% | |
| 18.10% | |
| 18.16% | |
| 18.51% | |
| 16.32% | |
| 17.23% |