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Corgi Travel & Leisure ETF WNDR

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Market datapartial · fetched 2026-10-23T12:34:00.516Z

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 · 2026-10-23T00:00:08.120271602Z

FundamentalsAlpha Vantage · unavailable

Share price$26.60
1D+0.0%
AH$26.64$26.64$26.65$26.66$26.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWNDR
Sold putSold callAH

Corgi Travel & Leisure ETF options

Live interpolated WNDR call and put midpoint premiums by absolute delta.Corgi Travel & Leisure ETF$0.41$0.80$1.18$1.57$1.96$23.70$25.16$26.62$28.08$29.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WNDR spot · $26.60WNDR PRICE$0.45$0.45$0.50$0.55$0.62$0.69$0.78$0.88$0.98$1.08$1.31$1.58$1.84$0.51$0.55$0.60$0.65$0.71$0.76$0.82$0.87$1.01$1.16$1.31$1.46$1.77
PutsExpensive3.38×
CallsExpensive1.67×
SkewBullish-0.53 pp
Implied moveBearish±$1.60
TiltBalanced2.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.0558.7%18.4%23.5958.0%13.3%
25Δ29.1943.4%11.4%24.6047.5%9.6%
30Δ28.3937.4%8.6%25.2740.7%7.3%
35Δ27.8333.6%6.7%25.7835.8%5.5%
40Δ27.4531.2%5.5%26.1632.2%4.3%
45Δ27.0628.8%4.3%26.4329.5%3.5%
50Δ26.8027.6%3.7%26.7026.9%2.7%
55Δ26.5526.6%3.1%26.9824.2%1.9%
60Δ26.3025.6%2.6%27.2123.6%1.5%
65Δ26.0624.7%2.0%27.4423.3%1.2%
70Δ25.7425.4%1.7%27.6722.9%0.9%
75Δ25.4026.5%1.4%27.9022.5%0.6%
80Δ25.0727.7%1.2%28.2723.2%0.4%

20Δ

Calls
Pseudo strike
31.05
IV
58.7%
B/E move
18.4%
Puts
Pseudo strike
23.59
IV
58.0%
B/E move
13.3%

25Δ

Calls
Pseudo strike
29.19
IV
43.4%
B/E move
11.4%
Puts
Pseudo strike
24.60
IV
47.5%
B/E move
9.6%

30Δ

Calls
Pseudo strike
28.39
IV
37.4%
B/E move
8.6%
Puts
Pseudo strike
25.27
IV
40.7%
B/E move
7.3%

35Δ

Calls
Pseudo strike
27.83
IV
33.6%
B/E move
6.7%
Puts
Pseudo strike
25.78
IV
35.8%
B/E move
5.5%

40Δ

Calls
Pseudo strike
27.45
IV
31.2%
B/E move
5.5%
Puts
Pseudo strike
26.16
IV
32.2%
B/E move
4.3%

45Δ

Calls
Pseudo strike
27.06
IV
28.8%
B/E move
4.3%
Puts
Pseudo strike
26.43
IV
29.5%
B/E move
3.5%

50Δ

Calls
Pseudo strike
26.80
IV
27.6%
B/E move
3.7%
Puts
Pseudo strike
26.70
IV
26.9%
B/E move
2.7%

55Δ

Calls
Pseudo strike
26.55
IV
26.6%
B/E move
3.1%
Puts
Pseudo strike
26.98
IV
24.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
26.30
IV
25.6%
B/E move
2.6%
Puts
Pseudo strike
27.21
IV
23.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
26.06
IV
24.7%
B/E move
2.0%
Puts
Pseudo strike
27.44
IV
23.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
25.74
IV
25.4%
B/E move
1.7%
Puts
Pseudo strike
27.67
IV
22.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
25.40
IV
26.5%
B/E move
1.4%
Puts
Pseudo strike
27.90
IV
22.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
25.07
IV
27.7%
B/E move
1.2%
Puts
Pseudo strike
28.27
IV
23.2%
B/E move
0.4%

Options history

No recorded observations