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Corgi Travel & Leisure ETF WNDR

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Market dataready · fetched 2026-10-23T13:31:47.838Z

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

FundamentalsCorgi Invest · ready · as of 2026-10-22 · fetched 2026-10-23T13:31:47.551575+00:00

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$0.32$1.51$2.69$3.87$5.06$22.97$24.57$26.16$27.75$29.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WNDR spot · $26.60WNDR PRICE$0.45$0.45$0.48$0.53$0.59$0.65$0.70$0.76$0.82$0.88$0.94$1.12$1.32$0.54$0.59$0.65$0.73$0.81$0.91$1.00$1.13$1.39$1.64$2.06$2.84$4.72
PutsExpensive4.36×
CallsExpensive1.49×
SkewBearish+12.00 pp
Implied moveBearish±$1.71
TiltBearish32.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.0558.7%18.4%23.4860.3%13.7%
25Δ29.1943.4%11.4%24.5050.0%10.1%
30Δ28.3436.5%8.3%25.2043.8%7.7%
35Δ27.7932.3%6.5%25.7039.7%6.1%
40Δ27.4129.6%5.3%26.1336.4%4.8%
45Δ27.0326.9%4.0%26.4434.4%4.0%
50Δ26.8225.1%3.5%26.7632.3%3.2%
55Δ26.6223.5%2.9%27.0830.9%2.5%
60Δ26.4221.8%2.4%27.4331.9%2.1%
65Δ26.2220.2%1.9%27.7832.9%1.7%
70Δ26.0218.5%1.4%28.2835.8%1.5%
75Δ25.7618.4%1.1%29.0942.4%1.3%
80Δ25.4918.4%0.8%30.9758.3%1.3%

20Δ

Calls
Pseudo strike
31.05
IV
58.7%
B/E move
18.4%
Puts
Pseudo strike
23.48
IV
60.3%
B/E move
13.7%

25Δ

Calls
Pseudo strike
29.19
IV
43.4%
B/E move
11.4%
Puts
Pseudo strike
24.50
IV
50.0%
B/E move
10.1%

30Δ

Calls
Pseudo strike
28.34
IV
36.5%
B/E move
8.3%
Puts
Pseudo strike
25.20
IV
43.8%
B/E move
7.7%

35Δ

Calls
Pseudo strike
27.79
IV
32.3%
B/E move
6.5%
Puts
Pseudo strike
25.70
IV
39.7%
B/E move
6.1%

40Δ

Calls
Pseudo strike
27.41
IV
29.6%
B/E move
5.3%
Puts
Pseudo strike
26.13
IV
36.4%
B/E move
4.8%

45Δ

Calls
Pseudo strike
27.03
IV
26.9%
B/E move
4.0%
Puts
Pseudo strike
26.44
IV
34.4%
B/E move
4.0%

50Δ

Calls
Pseudo strike
26.82
IV
25.1%
B/E move
3.5%
Puts
Pseudo strike
26.76
IV
32.3%
B/E move
3.2%

55Δ

Calls
Pseudo strike
26.62
IV
23.5%
B/E move
2.9%
Puts
Pseudo strike
27.08
IV
30.9%
B/E move
2.5%

60Δ

Calls
Pseudo strike
26.42
IV
21.8%
B/E move
2.4%
Puts
Pseudo strike
27.43
IV
31.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
26.22
IV
20.2%
B/E move
1.9%
Puts
Pseudo strike
27.78
IV
32.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
26.02
IV
18.5%
B/E move
1.4%
Puts
Pseudo strike
28.28
IV
35.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
25.76
IV
18.4%
B/E move
1.1%
Puts
Pseudo strike
29.09
IV
42.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
25.49
IV
18.4%
B/E move
0.8%
Puts
Pseudo strike
30.97
IV
58.3%
B/E move
1.3%

Options history

No recorded observations