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Corgi NYC Based ETF NYNY

i

Market dataready · fetched 2026-11-07T11:51:07.346Z

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 · 2026-11-07T01:00:05.397037773Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T11:51:06.717302+00:00

Share price$27.07
1D+0.0%
AH$27.21$27.21$27.22$27.23$27.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNYNY
Sold putSold callAH

Corgi NYC Based ETF options

Live interpolated NYNY call and put midpoint premiums by absolute delta.Corgi NYC Based ETF$0.42$0.66$0.91$1.15$1.39$24.73$25.94$27.15$28.36$29.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NYNY spot · $27.07NYNY PRICE$0.45$0.45$0.45$0.45$0.51$0.57$0.63$0.69$0.81$0.93$1.05$1.17$1.32$0.48$0.50$0.50$0.53$0.56$0.59$0.64$0.68$0.73$0.77$0.81$0.86$0.90
Puts——
Calls——
SkewBullish-2.89 pp
Implied moveBalanced±$1.26
TiltBullish5.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.4784.0%17.9%24.1877.6%12.5%
25Δ29.6362.2%11.1%25.1961.7%8.8%
30Δ28.6548.7%7.5%25.9348.5%6.1%
35Δ27.9838.7%5.0%26.2942.7%4.8%
40Δ27.7336.4%4.3%26.6237.8%3.8%
45Δ27.4734.0%3.6%26.9432.8%2.7%
50Δ27.2231.7%2.8%27.1030.2%2.2%
55Δ26.9729.7%2.2%27.2328.2%1.9%
60Δ26.7729.3%1.9%27.3626.2%1.6%
65Δ26.5828.9%1.6%27.4924.2%1.3%
70Δ26.3828.4%1.3%27.6122.2%1.0%
75Δ26.1828.0%1.0%27.7420.2%0.7%
80Δ25.9628.1%0.7%27.8718.2%0.4%

20Δ

Calls
Pseudo strike
31.47
IV
84.0%
B/E move
17.9%
Puts
Pseudo strike
24.18
IV
77.6%
B/E move
12.5%

25Δ

Calls
Pseudo strike
29.63
IV
62.2%
B/E move
11.1%
Puts
Pseudo strike
25.19
IV
61.7%
B/E move
8.8%

30Δ

Calls
Pseudo strike
28.65
IV
48.7%
B/E move
7.5%
Puts
Pseudo strike
25.93
IV
48.5%
B/E move
6.1%

35Δ

Calls
Pseudo strike
27.98
IV
38.7%
B/E move
5.0%
Puts
Pseudo strike
26.29
IV
42.7%
B/E move
4.8%

40Δ

Calls
Pseudo strike
27.73
IV
36.4%
B/E move
4.3%
Puts
Pseudo strike
26.62
IV
37.8%
B/E move
3.8%

45Δ

Calls
Pseudo strike
27.47
IV
34.0%
B/E move
3.6%
Puts
Pseudo strike
26.94
IV
32.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
27.22
IV
31.7%
B/E move
2.8%
Puts
Pseudo strike
27.10
IV
30.2%
B/E move
2.2%

55Δ

Calls
Pseudo strike
26.97
IV
29.7%
B/E move
2.2%
Puts
Pseudo strike
27.23
IV
28.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
26.77
IV
29.3%
B/E move
1.9%
Puts
Pseudo strike
27.36
IV
26.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
26.58
IV
28.9%
B/E move
1.6%
Puts
Pseudo strike
27.49
IV
24.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
26.38
IV
28.4%
B/E move
1.3%
Puts
Pseudo strike
27.61
IV
22.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
26.18
IV
28.0%
B/E move
1.0%
Puts
Pseudo strike
27.74
IV
20.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
25.96
IV
28.1%
B/E move
0.7%
Puts
Pseudo strike
27.87
IV
18.2%
B/E move
0.4%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations