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Range Nuclear Renaissance Index ETF NUKZ

i

Market dataready · fetched 2026-10-23T18:18:50.025Z

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 · 2026-10-23T18:14:21.891993266Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T18:14:11.177129+00:00

Share price$56.29
1D+0.9%
$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$0.43$1.97$3.51$5.05$6.59$49.57$53.47$57.37$61.27$65.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NUKZ spot · $56.29NUKZ PRICE$0.60$0.83$1.04$1.17$1.30$1.50$1.70$1.92$2.25$2.64$3.28$3.64$3.94$0.68$0.91$0.89$1.12$1.36$1.61$1.86$2.35$3.25$3.88$4.23$5.65$6.15
PutsExpensive1.12×
CallsExpensive1.15×
SkewBearish+2.07 pp
Implied moveBearish±$3.56
TiltBearish13.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.6435.3%10.6%52.0936.8%8.7%
25Δ60.9537.7%9.8%52.9537.2%7.5%
30Δ59.8936.9%8.2%54.3528.4%5.0%
35Δ58.8033.7%6.5%54.9229.0%4.4%
40Δ57.9130.8%5.2%55.4929.0%3.8%
45Δ57.2529.7%4.4%56.0728.9%3.2%
50Δ56.6528.7%3.7%56.6328.3%2.7%
55Δ56.0927.8%3.0%57.3030.2%2.4%
60Δ55.5128.1%2.6%58.2036.0%2.4%
65Δ54.9228.8%2.3%59.0537.2%2.0%
70Δ54.1431.3%2.0%59.7035.2%1.5%
75Δ53.5630.2%1.6%61.2440.2%1.3%
80Δ53.0328.2%1.2%62.0037.8%0.8%

20Δ

Calls
Pseudo strike
61.64
IV
35.3%
B/E move
10.6%
Puts
Pseudo strike
52.09
IV
36.8%
B/E move
8.7%

25Δ

Calls
Pseudo strike
60.95
IV
37.7%
B/E move
9.8%
Puts
Pseudo strike
52.95
IV
37.2%
B/E move
7.5%

30Δ

Calls
Pseudo strike
59.89
IV
36.9%
B/E move
8.2%
Puts
Pseudo strike
54.35
IV
28.4%
B/E move
5.0%

35Δ

Calls
Pseudo strike
58.80
IV
33.7%
B/E move
6.5%
Puts
Pseudo strike
54.92
IV
29.0%
B/E move
4.4%

40Δ

Calls
Pseudo strike
57.91
IV
30.8%
B/E move
5.2%
Puts
Pseudo strike
55.49
IV
29.0%
B/E move
3.8%

45Δ

Calls
Pseudo strike
57.25
IV
29.7%
B/E move
4.4%
Puts
Pseudo strike
56.07
IV
28.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
56.65
IV
28.7%
B/E move
3.7%
Puts
Pseudo strike
56.63
IV
28.3%
B/E move
2.7%

55Δ

Calls
Pseudo strike
56.09
IV
27.8%
B/E move
3.0%
Puts
Pseudo strike
57.30
IV
30.2%
B/E move
2.4%

60Δ

Calls
Pseudo strike
55.51
IV
28.1%
B/E move
2.6%
Puts
Pseudo strike
58.20
IV
36.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
54.92
IV
28.8%
B/E move
2.3%
Puts
Pseudo strike
59.05
IV
37.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
54.14
IV
31.3%
B/E move
2.0%
Puts
Pseudo strike
59.70
IV
35.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
53.56
IV
30.2%
B/E move
1.6%
Puts
Pseudo strike
61.24
IV
40.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
53.03
IV
28.2%
B/E move
1.2%
Puts
Pseudo strike
62.00
IV
37.8%
B/E move
0.8%

Options history

No recorded observations