IntraAlpha
Create free account Start free

Range Nuclear Renaissance Index ETF NUKZ

i

Market dataready · fetched 2026-11-13T01:26:03.970Z

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 · 2026-11-13T01:00:00.06161698Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:26:03.536632+00:00

Share price$56.38
1D-0.1%
AH$56.18$56.40$56.62$56.84$57.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNUKZ
Sold putSold callAH

Range Nuclear Renaissance Index ETF options

Live interpolated NUKZ call and put midpoint premiums by absolute delta.Range Nuclear Renaissance Index ETF$0.39$1.36$2.33$3.29$4.26$51.85$54.10$56.36$58.62$60.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NUKZ spot · $56.38NUKZ PRICE$0.50$0.61$0.70$0.79$0.95$1.11$1.25$1.38$1.67$2.03$2.43$2.85$3.98$0.66$0.75$0.88$1.00$1.07$1.15$1.24$1.33$1.47$1.67$1.87$2.07$2.29
PutsExpensive1.22×
CallsExpensive1.37×
SkewBullish-3.05 pp
Implied moveBalanced±$2.48
TiltBullish7.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.7656.6%8.7%52.1468.1%8.7%
25Δ59.6551.8%6.9%53.4358.8%6.6%
30Δ58.6546.5%5.3%54.3053.7%5.2%
35Δ57.8941.7%4.1%55.0249.6%4.2%
40Δ57.4341.2%3.5%55.5844.1%3.3%
45Δ56.9740.7%3.0%56.0939.3%2.5%
50Δ56.5538.7%2.5%56.4536.3%2.1%
55Δ56.1436.8%2.0%56.8233.3%1.6%
60Δ55.6937.9%1.7%57.1631.5%1.2%
65Δ55.2140.5%1.5%57.4930.8%1.0%
70Δ54.6942.2%1.3%57.8230.0%0.8%
75Δ54.1443.3%1.1%58.1428.9%0.6%
80Δ52.9653.3%1.0%58.4527.2%0.4%

20Δ

Calls
Pseudo strike
60.76
IV
56.6%
B/E move
8.7%
Puts
Pseudo strike
52.14
IV
68.1%
B/E move
8.7%

25Δ

Calls
Pseudo strike
59.65
IV
51.8%
B/E move
6.9%
Puts
Pseudo strike
53.43
IV
58.8%
B/E move
6.6%

30Δ

Calls
Pseudo strike
58.65
IV
46.5%
B/E move
5.3%
Puts
Pseudo strike
54.30
IV
53.7%
B/E move
5.2%

35Δ

Calls
Pseudo strike
57.89
IV
41.7%
B/E move
4.1%
Puts
Pseudo strike
55.02
IV
49.6%
B/E move
4.2%

40Δ

Calls
Pseudo strike
57.43
IV
41.2%
B/E move
3.5%
Puts
Pseudo strike
55.58
IV
44.1%
B/E move
3.3%

45Δ

Calls
Pseudo strike
56.97
IV
40.7%
B/E move
3.0%
Puts
Pseudo strike
56.09
IV
39.3%
B/E move
2.5%

50Δ

Calls
Pseudo strike
56.55
IV
38.7%
B/E move
2.5%
Puts
Pseudo strike
56.45
IV
36.3%
B/E move
2.1%

55Δ

Calls
Pseudo strike
56.14
IV
36.8%
B/E move
2.0%
Puts
Pseudo strike
56.82
IV
33.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
55.69
IV
37.9%
B/E move
1.7%
Puts
Pseudo strike
57.16
IV
31.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
55.21
IV
40.5%
B/E move
1.5%
Puts
Pseudo strike
57.49
IV
30.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
54.69
IV
42.2%
B/E move
1.3%
Puts
Pseudo strike
57.82
IV
30.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
54.14
IV
43.3%
B/E move
1.1%
Puts
Pseudo strike
58.14
IV
28.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
52.96
IV
53.3%
B/E move
1.0%
Puts
Pseudo strike
58.45
IV
27.2%
B/E move
0.4%

Options history

IV · four-Friday blend31.97%
Daily EOD
NUKZ30.4%31.8%33.2%2026-10-19: 32.71%2026-10-20: 31.69%2026-10-21: 31.14%2026-10-22: 33.01%2026-10-23: 31.83%2026-10-26: 31.77%2026-10-27: 31.99%2026-10-28: 30.84%2026-10-29: 30.63%2026-10-30: 31.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.71%
31.69%
31.14%
33.01%
31.83%
31.77%
31.99%
30.84%
30.63%
31.97%