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Corgi U.S. War Machine ETF WR

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Market datapartial · fetched 2026-10-22T23:42:19.320Z

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 · 2026-10-22T22:30:07.870699171Z

FundamentalsAlpha Vantage · unavailable

Share price$27.68
1D+0.0%
AH$27.89$27.89$27.90$27.91$27.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWR
Sold putSold callAH

Corgi U.S. War Machine ETF options

Live interpolated WR call and put midpoint premiums by absolute delta.Corgi U.S. War Machine ETF$0.39$0.94$1.49$2.04$2.58$24.78$26.15$27.52$28.89$30.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WR spot · $27.68WR PRICE$0.45$0.45$0.47$0.50$0.54$0.59$0.66$0.73$0.81$0.89$0.96$1.11$1.34$0.49$0.54$0.58$0.62$0.67$0.73$0.78$0.87$1.05$1.24$1.42$1.78$2.43
PutsExpensive5.01×
CallsExpensive1.27×
SkewBearish+4.12 pp
Implied moveBearish±$1.44
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.0955.7%17.6%24.7553.2%12.4%
25Δ30.2741.3%11.0%25.7343.8%9.0%
30Δ29.3633.5%7.7%26.3837.6%6.8%
35Δ28.8028.9%5.9%26.9232.3%5.0%
40Δ28.4526.1%4.7%27.2429.4%4.0%
45Δ28.0923.3%3.6%27.5227.0%3.2%
50Δ27.8621.9%3.0%27.8024.6%2.4%
55Δ27.6720.9%2.6%28.0722.8%1.8%
60Δ27.4819.9%2.2%28.3323.1%1.5%
65Δ27.2918.8%1.8%28.5923.4%1.2%
70Δ27.1017.8%1.4%28.8423.6%0.9%
75Δ26.8617.4%1.1%29.2725.6%0.7%
80Δ26.5917.6%0.9%29.9530.2%0.6%

20Δ

Calls
Pseudo strike
32.09
IV
55.7%
B/E move
17.6%
Puts
Pseudo strike
24.75
IV
53.2%
B/E move
12.4%

25Δ

Calls
Pseudo strike
30.27
IV
41.3%
B/E move
11.0%
Puts
Pseudo strike
25.73
IV
43.8%
B/E move
9.0%

30Δ

Calls
Pseudo strike
29.36
IV
33.5%
B/E move
7.7%
Puts
Pseudo strike
26.38
IV
37.6%
B/E move
6.8%

35Δ

Calls
Pseudo strike
28.80
IV
28.9%
B/E move
5.9%
Puts
Pseudo strike
26.92
IV
32.3%
B/E move
5.0%

40Δ

Calls
Pseudo strike
28.45
IV
26.1%
B/E move
4.7%
Puts
Pseudo strike
27.24
IV
29.4%
B/E move
4.0%

45Δ

Calls
Pseudo strike
28.09
IV
23.3%
B/E move
3.6%
Puts
Pseudo strike
27.52
IV
27.0%
B/E move
3.2%

50Δ

Calls
Pseudo strike
27.86
IV
21.9%
B/E move
3.0%
Puts
Pseudo strike
27.80
IV
24.6%
B/E move
2.4%

55Δ

Calls
Pseudo strike
27.67
IV
20.9%
B/E move
2.6%
Puts
Pseudo strike
28.07
IV
22.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
27.48
IV
19.9%
B/E move
2.2%
Puts
Pseudo strike
28.33
IV
23.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
27.29
IV
18.8%
B/E move
1.8%
Puts
Pseudo strike
28.59
IV
23.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
27.10
IV
17.8%
B/E move
1.4%
Puts
Pseudo strike
28.84
IV
23.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
26.86
IV
17.4%
B/E move
1.1%
Puts
Pseudo strike
29.27
IV
25.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
26.59
IV
17.6%
B/E move
0.9%
Puts
Pseudo strike
29.95
IV
30.2%
B/E move
0.6%

Options history

No recorded observations