IntraAlpha
Create free account Start free

Corgi Battery Energy Storage Systems ETF WATS

i

Market dataready · fetched 2026-10-24T12:07:29.911Z

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 · 2026-10-24T00:00:07.945725464Z

FundamentalsCorgi Invest · ready · as of 2026-10-23 · fetched 2026-10-24T12:07:29.797512+00:00

Share price$17.49
1D+0.1%
AH$17.47$17.48$17.49$17.50$17.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWATS
Sold putSold callAH

Corgi Battery Energy Storage Systems ETF options

Live interpolated WATS call and put midpoint premiums by absolute delta.Corgi Battery Energy Storage Systems ETF$0.63$1.28$1.94$2.60$3.25$13.38$15.50$17.62$19.74$21.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WATS spot · $17.49WATS PRICE$0.70$0.70$0.74$0.80$0.88$0.97$1.07$1.16$1.25$1.42$1.63$1.84$2.13$0.73$0.83$0.87$0.96$1.05$1.12$1.19$1.28$1.51$1.75$2.04$2.50$3.06
PutsExpensive1.21×
CallsExpensive1.54×
SkewBullish-5.66 pp
Implied moveBearish±$2.26
TiltBearish10.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.79158.6%62.9%14.09117.1%23.6%
25Δ22.73113.7%34.0%15.11101.0%18.3%
30Δ20.7192.3%22.7%15.9684.5%13.7%
35Δ19.6080.5%16.7%16.5076.5%11.1%
40Δ18.8372.0%12.7%17.0269.1%8.7%
45Δ18.2966.9%10.2%17.3663.1%7.1%
50Δ17.8362.1%8.1%17.7057.2%5.6%
55Δ17.4757.8%6.5%18.0552.1%4.1%
60Δ17.1153.4%5.0%18.3952.2%3.5%
65Δ16.7652.1%4.0%18.7452.4%2.8%
70Δ16.4352.1%3.3%19.1353.1%2.2%
75Δ16.0952.1%2.6%19.6855.5%1.8%
80Δ15.7051.8%2.0%20.3258.2%1.3%

20Δ

Calls
Pseudo strike
27.79
IV
158.6%
B/E move
62.9%
Puts
Pseudo strike
14.09
IV
117.1%
B/E move
23.6%

25Δ

Calls
Pseudo strike
22.73
IV
113.7%
B/E move
34.0%
Puts
Pseudo strike
15.11
IV
101.0%
B/E move
18.3%

30Δ

Calls
Pseudo strike
20.71
IV
92.3%
B/E move
22.7%
Puts
Pseudo strike
15.96
IV
84.5%
B/E move
13.7%

35Δ

Calls
Pseudo strike
19.60
IV
80.5%
B/E move
16.7%
Puts
Pseudo strike
16.50
IV
76.5%
B/E move
11.1%

40Δ

Calls
Pseudo strike
18.83
IV
72.0%
B/E move
12.7%
Puts
Pseudo strike
17.02
IV
69.1%
B/E move
8.7%

45Δ

Calls
Pseudo strike
18.29
IV
66.9%
B/E move
10.2%
Puts
Pseudo strike
17.36
IV
63.1%
B/E move
7.1%

50Δ

Calls
Pseudo strike
17.83
IV
62.1%
B/E move
8.1%
Puts
Pseudo strike
17.70
IV
57.2%
B/E move
5.6%

55Δ

Calls
Pseudo strike
17.47
IV
57.8%
B/E move
6.5%
Puts
Pseudo strike
18.05
IV
52.1%
B/E move
4.1%

60Δ

Calls
Pseudo strike
17.11
IV
53.4%
B/E move
5.0%
Puts
Pseudo strike
18.39
IV
52.2%
B/E move
3.5%

65Δ

Calls
Pseudo strike
16.76
IV
52.1%
B/E move
4.0%
Puts
Pseudo strike
18.74
IV
52.4%
B/E move
2.8%

70Δ

Calls
Pseudo strike
16.43
IV
52.1%
B/E move
3.3%
Puts
Pseudo strike
19.13
IV
53.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
16.09
IV
52.1%
B/E move
2.6%
Puts
Pseudo strike
19.68
IV
55.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
15.70
IV
51.8%
B/E move
2.0%
Puts
Pseudo strike
20.32
IV
58.2%
B/E move
1.3%

Options history

No recorded observations