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Corgi U.S. War Machine ETF WR

i

Market dataready · fetched 2026-11-12T00:51:01.436Z

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: 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 · 2026-11-11T23:30:07.907027367Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:49:42.523197+00:00

Share price$27.02
1D+0.0%
AH$26.54$26.54$26.55$26.56$26.565:30 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$0.53$0.68$0.82$0.96$1.10$25.30$26.11$26.92$27.73$28.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ 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 PRICELive WR spot · $27.02WR PRICE$0.55$0.55$0.55$0.55$0.57$0.59$0.61$0.55$0.55$0.58$0.61$0.64$0.66$0.71$0.78$0.85$0.92$0.99$1.06
Puts——
Calls——
Skew——
Implied moveBearish±$1.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.68128.6%23.0%23.79108.4%14.0%
25Δ30.2194.5%13.8%25.0182.3%9.5%
30Δ28.9273.2%9.1%25.6669.8%7.2%
35Δ28.1758.9%6.3%26.1659.9%5.5%
40Δ27.7650.9%4.8%26.5052.7%4.3%
45Δ27.4644.9%3.8%26.8345.5%3.2%
50Δ27.1538.8%2.7%27.0840.7%2.4%
55Δ27.2538.4%2.1%
60Δ27.4136.1%1.7%
65Δ27.5833.8%1.4%
70Δ27.7431.5%1.0%
75Δ27.9129.3%0.6%
80Δ

20Δ

Calls
Pseudo strike
32.68
IV
128.6%
B/E move
23.0%
Puts
Pseudo strike
23.79
IV
108.4%
B/E move
14.0%

25Δ

Calls
Pseudo strike
30.21
IV
94.5%
B/E move
13.8%
Puts
Pseudo strike
25.01
IV
82.3%
B/E move
9.5%

30Δ

Calls
Pseudo strike
28.92
IV
73.2%
B/E move
9.1%
Puts
Pseudo strike
25.66
IV
69.8%
B/E move
7.2%

35Δ

Calls
Pseudo strike
28.17
IV
58.9%
B/E move
6.3%
Puts
Pseudo strike
26.16
IV
59.9%
B/E move
5.5%

40Δ

Calls
Pseudo strike
27.76
IV
50.9%
B/E move
4.8%
Puts
Pseudo strike
26.50
IV
52.7%
B/E move
4.3%

45Δ

Calls
Pseudo strike
27.46
IV
44.9%
B/E move
3.8%
Puts
Pseudo strike
26.83
IV
45.5%
B/E move
3.2%

50Δ

Calls
Pseudo strike
27.15
IV
38.8%
B/E move
2.7%
Puts
Pseudo strike
27.08
IV
40.7%
B/E move
2.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.25
IV
38.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.41
IV
36.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.58
IV
33.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.74
IV
31.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.91
IV
29.3%
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 blend72.99%
Daily EOD
WR15.4%46.3%77.3%2026-10-20: 19.69%2026-10-22: 22.10%2026-10-26: 33.37%2026-10-27: 21.29%2026-10-28: 21.90%2026-10-29: 22.00%2026-10-30: 72.99%Oct 20Oct 27Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
19.69%
22.10%
33.37%
21.29%
21.90%
22.00%
72.99%