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Range Nuclear Renaissance Index ETF NUKZ

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Market datapartial · fetched 2026-10-23T17:31:57.231Z

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 · 2026-10-23T17:28:19.505496161Z

FundamentalsAlpha Vantage · unavailable

Share price$56.12
1D+0.6%
$55.53$55.77$56.00$56.24$56.475:30 AM6:30 AM9:00 AM1:00 PMNUKZ
Sold putSold call

Range Nuclear Renaissance Index ETF options

Live interpolated NUKZ call and put midpoint premiums by absolute delta.Range Nuclear Renaissance Index ETF$0.49$2.08$3.68$5.28$6.88$49.60$53.49$57.38$61.28$65.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NUKZ spot · $56.12NUKZ PRICE$0.66$0.86$1.04$1.20$1.34$1.54$1.76$2.01$2.39$2.91$3.48$3.81$4.35$0.66$0.89$0.85$1.07$1.30$1.54$1.77$2.01$2.97$3.64$4.45$5.34$6.42
PutsExpensive1.07×
CallsExpensive1.21×
SkewBullish-0.88 pp
Implied moveBalanced±$3.54
TiltBearish9.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.2139.0%12.0%52.0336.0%8.5%
25Δ60.9439.0%10.1%52.8636.3%7.4%
30Δ59.8137.2%8.4%54.2627.4%4.8%
35Δ58.7134.7%6.8%54.8127.9%4.3%
40Δ57.7931.7%5.4%55.3627.9%3.7%
45Δ57.1130.7%4.5%55.9127.8%3.1%
50Δ56.5029.9%3.8%56.4427.2%2.6%
55Δ55.9029.3%3.2%56.9626.5%2.1%
60Δ55.3030.0%2.8%57.8833.1%2.2%
65Δ54.6031.8%2.5%58.7235.0%1.9%
70Δ53.8533.5%2.2%59.7236.5%1.5%
75Δ53.2531.8%1.7%60.8138.1%1.2%
80Δ52.5031.4%1.3%62.0839.0%0.8%

20Δ

Calls
Pseudo strike
62.21
IV
39.0%
B/E move
12.0%
Puts
Pseudo strike
52.03
IV
36.0%
B/E move
8.5%

25Δ

Calls
Pseudo strike
60.94
IV
39.0%
B/E move
10.1%
Puts
Pseudo strike
52.86
IV
36.3%
B/E move
7.4%

30Δ

Calls
Pseudo strike
59.81
IV
37.2%
B/E move
8.4%
Puts
Pseudo strike
54.26
IV
27.4%
B/E move
4.8%

35Δ

Calls
Pseudo strike
58.71
IV
34.7%
B/E move
6.8%
Puts
Pseudo strike
54.81
IV
27.9%
B/E move
4.3%

40Δ

Calls
Pseudo strike
57.79
IV
31.7%
B/E move
5.4%
Puts
Pseudo strike
55.36
IV
27.9%
B/E move
3.7%

45Δ

Calls
Pseudo strike
57.11
IV
30.7%
B/E move
4.5%
Puts
Pseudo strike
55.91
IV
27.8%
B/E move
3.1%

50Δ

Calls
Pseudo strike
56.50
IV
29.9%
B/E move
3.8%
Puts
Pseudo strike
56.44
IV
27.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
55.90
IV
29.3%
B/E move
3.2%
Puts
Pseudo strike
56.96
IV
26.5%
B/E move
2.1%

60Δ

Calls
Pseudo strike
55.30
IV
30.0%
B/E move
2.8%
Puts
Pseudo strike
57.88
IV
33.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
54.60
IV
31.8%
B/E move
2.5%
Puts
Pseudo strike
58.72
IV
35.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
53.85
IV
33.5%
B/E move
2.2%
Puts
Pseudo strike
59.72
IV
36.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
53.25
IV
31.8%
B/E move
1.7%
Puts
Pseudo strike
60.81
IV
38.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
52.50
IV
31.4%
B/E move
1.3%
Puts
Pseudo strike
62.08
IV
39.0%
B/E move
0.8%

Options history

No recorded observations