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Corgi Travel & Leisure ETF WNDR

i

Market datapartial · fetched 2026-11-12T14:57:03.699Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-12T01:00:08.074605059Z

FundamentalsCorgi Invest · ready · as of 2026-11-11 · fetched 2026-11-12T14:57:02.474878+00:00

Share price$28.43
1D+0.0%
AH$28.34$28.34$28.35$28.36$28.365:30 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$1.00$1.90$2.81$3.72$4.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEWNDR PRICE$1.09$1.16$1.24$1.31$1.38$1.45$1.60$2.00$2.40$2.81$3.43$4.37
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.6855.0%24.1%
25Δ23.7849.2%20.4%
30Δ24.8843.4%16.8%
35Δ25.9837.5%13.2%
40Δ27.0731.7%9.6%
45Δ28.1725.9%6.0%
50Δ29.1421.7%3.1%
55Δ29.6922.4%2.6%
60Δ30.2523.2%2.1%
65Δ30.8023.9%1.5%
70Δ31.5725.3%1.0%
75Δ32.6327.5%0.6%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.68
IV
55.0%
B/E move
24.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.78
IV
49.2%
B/E move
20.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.88
IV
43.4%
B/E move
16.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.98
IV
37.5%
B/E move
13.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.07
IV
31.7%
B/E move
9.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.17
IV
25.9%
B/E move
6.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.14
IV
21.7%
B/E move
3.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.69
IV
22.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.25
IV
23.2%
B/E move
2.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.80
IV
23.9%
B/E move
1.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.57
IV
25.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.63
IV
27.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.18%
Daily EOD
WNDR13.7%73.3%133.0%2026-10-19: 111.15%2026-10-20: 21.93%2026-10-21: 116.37%2026-10-22: 117.07%2026-10-23: 121.52%2026-10-26: 124.77%2026-10-27: 34.11%2026-10-28: 43.53%2026-10-29: 23.36%2026-10-30: 25.18%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
111.15%
21.93%
116.37%
117.07%
121.52%
124.77%
34.11%
43.53%
23.36%
25.18%