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Corgi AI Cybersecurity ETF XA

i

Market dataready · fetched 2026-11-12T02:58:30.570Z

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 · 2026-11-12T01:00:08.074626686Z

FundamentalsCorgi Invest · ready · as of 2026-11-11 · fetched 2026-11-12T02:58:30.242293+00:00

Share price$41.25
1D-0.9%
AH$41.27$41.40$41.54$41.67$41.805:30 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$0.68$1.77$2.85$3.93$5.01$35.66$38.63$41.61$44.58$47.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XA spot · $41.25XA PRICE$0.80$0.90$1.02$1.15$1.23$1.34$1.61$1.90$2.30$2.74$3.24$3.87$4.70$0.86$0.94$1.03$1.13$1.22$1.32$1.55$1.77$2.05$2.35$2.68$3.02$3.35
PutsCheap0.94×
CallsExpensive1.69×
SkewBullish-15.24 pp
Implied moveBalanced±$3.16
TiltBullish7.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.33122.5%21.5%36.26110.8%14.2%
25Δ46.53102.0%15.0%37.8892.0%10.4%
30Δ44.8689.7%11.2%39.0179.1%7.9%
35Δ43.7380.9%8.8%39.8170.6%6.2%
40Δ42.7772.4%6.7%40.4364.0%5.0%
45Δ42.0565.8%5.2%40.9957.8%3.8%
50Δ41.5066.3%4.5%41.4556.7%3.3%
55Δ40.9767.3%3.9%41.9055.6%2.7%
60Δ40.3770.3%3.5%42.3755.0%2.3%
65Δ39.7473.3%3.0%42.8454.6%1.8%
70Δ39.0576.3%2.5%43.3253.8%1.5%
75Δ38.2479.5%2.1%43.8252.7%1.1%
80Δ37.2384.6%1.7%44.2850.3%0.8%

20Δ

Calls
Pseudo strike
49.33
IV
122.5%
B/E move
21.5%
Puts
Pseudo strike
36.26
IV
110.8%
B/E move
14.2%

25Δ

Calls
Pseudo strike
46.53
IV
102.0%
B/E move
15.0%
Puts
Pseudo strike
37.88
IV
92.0%
B/E move
10.4%

30Δ

Calls
Pseudo strike
44.86
IV
89.7%
B/E move
11.2%
Puts
Pseudo strike
39.01
IV
79.1%
B/E move
7.9%

35Δ

Calls
Pseudo strike
43.73
IV
80.9%
B/E move
8.8%
Puts
Pseudo strike
39.81
IV
70.6%
B/E move
6.2%

40Δ

Calls
Pseudo strike
42.77
IV
72.4%
B/E move
6.7%
Puts
Pseudo strike
40.43
IV
64.0%
B/E move
5.0%

45Δ

Calls
Pseudo strike
42.05
IV
65.8%
B/E move
5.2%
Puts
Pseudo strike
40.99
IV
57.8%
B/E move
3.8%

50Δ

Calls
Pseudo strike
41.50
IV
66.3%
B/E move
4.5%
Puts
Pseudo strike
41.45
IV
56.7%
B/E move
3.3%

55Δ

Calls
Pseudo strike
40.97
IV
67.3%
B/E move
3.9%
Puts
Pseudo strike
41.90
IV
55.6%
B/E move
2.7%

60Δ

Calls
Pseudo strike
40.37
IV
70.3%
B/E move
3.5%
Puts
Pseudo strike
42.37
IV
55.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
39.74
IV
73.3%
B/E move
3.0%
Puts
Pseudo strike
42.84
IV
54.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
39.05
IV
76.3%
B/E move
2.5%
Puts
Pseudo strike
43.32
IV
53.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
38.24
IV
79.5%
B/E move
2.1%
Puts
Pseudo strike
43.82
IV
52.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
37.23
IV
84.6%
B/E move
1.7%
Puts
Pseudo strike
44.28
IV
50.3%
B/E move
0.8%

Options history

IV · four-Friday blend44.57%
Daily EOD
XA35.0%48.8%62.5%2026-10-19: 60.65%2026-10-20: 36.89%2026-10-21: 37.82%2026-10-22: 39.24%2026-10-23: 52.53%2026-10-28: 45.53%2026-10-29: 45.64%2026-10-30: 44.57%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
60.65%
36.89%
37.82%
39.24%
52.53%
45.53%
45.64%
44.57%