Corgi Lifestyle Brands ETF STYL
i
Market dataready · fetched 2026-11-12T01:41:15.818Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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 · 2026-11-12T01:00:06.871374728Z
FundamentalsCorgi Invest · ready · as of 2026-11-11 · fetched 2026-11-12T01:41:15.498369+00:00
Corgi Lifestyle Brands ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.21 | 138.9% | 17.3% | |||
| 25Δ | 31.70 | 127.0% | 19.3% | 24.60 | 108.7% | 12.2% |
| 30Δ | 29.84 | 98.4% | 12.5% | 25.50 | 89.3% | 9.0% |
| 35Δ | 28.84 | 82.5% | 8.9% | 26.15 | 75.7% | 6.7% |
| 40Δ | 28.19 | 72.2% | 6.7% | 26.57 | 68.3% | 5.4% |
| 45Δ | 27.74 | 65.9% | 5.3% | 27.00 | 61.0% | 4.0% |
| 50Δ | 27.37 | 61.2% | 4.3% | 27.26 | 57.1% | 3.4% |
| 55Δ | 27.01 | 56.5% | 3.3% | 27.52 | 53.3% | 2.8% |
| 60Δ | 26.77 | 53.1% | 2.7% | 27.77 | 49.5% | 2.1% |
| 65Δ | 26.54 | 49.6% | 2.2% | 28.03 | 45.8% | 1.5% |
| 70Δ | 26.30 | 46.1% | 1.7% | 28.23 | 43.1% | 1.2% |
| 75Δ | 26.07 | 42.7% | 1.2% | 28.43 | 40.3% | 1.0% |
| 80Δ | 25.64 | 45.0% | 0.9% | 28.64 | 37.6% | 0.7% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 23.21
- IV
- 138.9%
- B/E move
- 17.3%
25Δ
- Pseudo strike
- 31.70
- IV
- 127.0%
- B/E move
- 19.3%
- Pseudo strike
- 24.60
- IV
- 108.7%
- B/E move
- 12.2%
30Δ
- Pseudo strike
- 29.84
- IV
- 98.4%
- B/E move
- 12.5%
- Pseudo strike
- 25.50
- IV
- 89.3%
- B/E move
- 9.0%
35Δ
- Pseudo strike
- 28.84
- IV
- 82.5%
- B/E move
- 8.9%
- Pseudo strike
- 26.15
- IV
- 75.7%
- B/E move
- 6.7%
40Δ
- Pseudo strike
- 28.19
- IV
- 72.2%
- B/E move
- 6.7%
- Pseudo strike
- 26.57
- IV
- 68.3%
- B/E move
- 5.4%
45Δ
- Pseudo strike
- 27.74
- IV
- 65.9%
- B/E move
- 5.3%
- Pseudo strike
- 27.00
- IV
- 61.0%
- B/E move
- 4.0%
50Δ
- Pseudo strike
- 27.37
- IV
- 61.2%
- B/E move
- 4.3%
- Pseudo strike
- 27.26
- IV
- 57.1%
- B/E move
- 3.4%
55Δ
- Pseudo strike
- 27.01
- IV
- 56.5%
- B/E move
- 3.3%
- Pseudo strike
- 27.52
- IV
- 53.3%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- 26.77
- IV
- 53.1%
- B/E move
- 2.7%
- Pseudo strike
- 27.77
- IV
- 49.5%
- B/E move
- 2.1%
65Δ
- Pseudo strike
- 26.54
- IV
- 49.6%
- B/E move
- 2.2%
- Pseudo strike
- 28.03
- IV
- 45.8%
- B/E move
- 1.5%
70Δ
- Pseudo strike
- 26.30
- IV
- 46.1%
- B/E move
- 1.7%
- Pseudo strike
- 28.23
- IV
- 43.1%
- B/E move
- 1.2%
75Δ
- Pseudo strike
- 26.07
- IV
- 42.7%
- B/E move
- 1.2%
- Pseudo strike
- 28.43
- IV
- 40.3%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 25.64
- IV
- 45.0%
- B/E move
- 0.9%
- Pseudo strike
- 28.64
- IV
- 37.6%
- B/E move
- 0.7%
Options history
Table
| Date | IV (%) |
|---|---|
| 94.74% | |
| 62.58% | |
| 97.09% | |
| 104.13% | |
| 37.08% |