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Corgi AI Cybersecurity ETF XA

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Market dataready · fetched 2026-10-22T23:06:22.230Z

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 · 2026-10-22T22:30:08.147800749Z

FundamentalsCorgi Invest · ready · as of 2026-10-21 · fetched 2026-10-22T23:01:19.002221+00:00

Share price$43.74
1D-0.6%
AH$43.35$43.61$43.87$44.13$44.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXA
Sold putSold callAH

Corgi AI Cybersecurity ETF options

Live interpolated XA call and put midpoint premiums by absolute delta.Corgi AI Cybersecurity ETF$0.67$1.91$3.15$4.39$5.63$36.70$40.21$43.72$47.22$50.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XA spot · $43.74XA PRICE$0.80$0.88$1.00$1.09$1.28$1.57$1.96$2.11$2.15$2.43$2.73$3.14$3.65$0.90$1.02$1.14$1.26$1.37$1.67$1.97$2.31$2.73$3.23$3.68$4.30$5.27
PutsCheap0.90×
CallsCheap0.89×
SkewBearish+0.95 pp
Implied moveBalanced±$3.93
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.8563.5%20.4%38.6060.1%13.8%
25Δ48.9251.5%13.9%40.2051.7%10.4%
30Δ47.3645.6%10.6%41.3545.7%8.1%
35Δ46.1440.0%8.0%42.2540.9%6.3%
40Δ45.3938.7%6.7%42.9936.8%4.9%
45Δ44.7539.6%5.9%43.5537.1%4.2%
50Δ44.1842.5%5.5%44.1237.3%3.6%
55Δ43.6039.8%4.5%44.7137.4%3.1%
60Δ43.0134.6%3.3%45.3638.0%2.6%
65Δ42.4933.8%2.7%46.0538.9%2.1%
70Δ41.9633.1%2.2%46.7138.3%1.6%
75Δ41.3733.0%1.8%47.5138.5%1.2%
80Δ40.7033.3%1.4%48.6340.5%0.9%

20Δ

Calls
Pseudo strike
51.85
IV
63.5%
B/E move
20.4%
Puts
Pseudo strike
38.60
IV
60.1%
B/E move
13.8%

25Δ

Calls
Pseudo strike
48.92
IV
51.5%
B/E move
13.9%
Puts
Pseudo strike
40.20
IV
51.7%
B/E move
10.4%

30Δ

Calls
Pseudo strike
47.36
IV
45.6%
B/E move
10.6%
Puts
Pseudo strike
41.35
IV
45.7%
B/E move
8.1%

35Δ

Calls
Pseudo strike
46.14
IV
40.0%
B/E move
8.0%
Puts
Pseudo strike
42.25
IV
40.9%
B/E move
6.3%

40Δ

Calls
Pseudo strike
45.39
IV
38.7%
B/E move
6.7%
Puts
Pseudo strike
42.99
IV
36.8%
B/E move
4.9%

45Δ

Calls
Pseudo strike
44.75
IV
39.6%
B/E move
5.9%
Puts
Pseudo strike
43.55
IV
37.1%
B/E move
4.2%

50Δ

Calls
Pseudo strike
44.18
IV
42.5%
B/E move
5.5%
Puts
Pseudo strike
44.12
IV
37.3%
B/E move
3.6%

55Δ

Calls
Pseudo strike
43.60
IV
39.8%
B/E move
4.5%
Puts
Pseudo strike
44.71
IV
37.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
43.01
IV
34.6%
B/E move
3.3%
Puts
Pseudo strike
45.36
IV
38.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
42.49
IV
33.8%
B/E move
2.7%
Puts
Pseudo strike
46.05
IV
38.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
41.96
IV
33.1%
B/E move
2.2%
Puts
Pseudo strike
46.71
IV
38.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
41.37
IV
33.0%
B/E move
1.8%
Puts
Pseudo strike
47.51
IV
38.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
40.70
IV
33.3%
B/E move
1.4%
Puts
Pseudo strike
48.63
IV
40.5%
B/E move
0.9%

Options history

No recorded observations