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Corgi AI Cybersecurity ETF XA

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Market dataready · fetched 2026-10-23T04:26:05.854Z

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 · 2026-10-23T00:00:08.120292615Z

FundamentalsCorgi Invest · ready · as of 2026-10-22 · fetched 2026-10-23T04:26:05.443594+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$1.90$3.14$4.37$5.60$36.82$40.30$43.77$47.24$50.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$3.15$3.66$0.90$1.02$1.14$1.26$1.37$1.66$1.97$2.31$2.73$3.23$3.67$4.28$5.24
PutsCheap0.92×
CallsCheap0.90×
SkewBearish+0.84 pp
Implied moveBalanced±$3.93
TiltBearish10.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.8563.8%20.4%38.6060.3%13.8%
25Δ48.9251.7%13.9%40.2051.9%10.4%
30Δ47.3645.8%10.6%41.3545.9%8.1%
35Δ46.1440.1%8.0%42.2441.1%6.3%
40Δ45.3939.2%6.7%42.9937.0%4.9%
45Δ44.7540.3%5.9%43.5537.5%4.2%
50Δ44.1743.3%5.5%44.1237.9%3.6%
55Δ43.5940.5%4.5%44.7138.0%3.1%
60Δ43.0135.2%3.2%45.3538.6%2.6%
65Δ42.4834.4%2.7%46.0439.6%2.1%
70Δ41.9533.8%2.2%46.7038.9%1.6%
75Δ41.3633.7%1.8%47.5039.1%1.2%
80Δ40.6834.0%1.4%48.6041.0%0.9%

20Δ

Calls
Pseudo strike
51.85
IV
63.8%
B/E move
20.4%
Puts
Pseudo strike
38.60
IV
60.3%
B/E move
13.8%

25Δ

Calls
Pseudo strike
48.92
IV
51.7%
B/E move
13.9%
Puts
Pseudo strike
40.20
IV
51.9%
B/E move
10.4%

30Δ

Calls
Pseudo strike
47.36
IV
45.8%
B/E move
10.6%
Puts
Pseudo strike
41.35
IV
45.9%
B/E move
8.1%

35Δ

Calls
Pseudo strike
46.14
IV
40.1%
B/E move
8.0%
Puts
Pseudo strike
42.24
IV
41.1%
B/E move
6.3%

40Δ

Calls
Pseudo strike
45.39
IV
39.2%
B/E move
6.7%
Puts
Pseudo strike
42.99
IV
37.0%
B/E move
4.9%

45Δ

Calls
Pseudo strike
44.75
IV
40.3%
B/E move
5.9%
Puts
Pseudo strike
43.55
IV
37.5%
B/E move
4.2%

50Δ

Calls
Pseudo strike
44.17
IV
43.3%
B/E move
5.5%
Puts
Pseudo strike
44.12
IV
37.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
43.59
IV
40.5%
B/E move
4.5%
Puts
Pseudo strike
44.71
IV
38.0%
B/E move
3.1%

60Δ

Calls
Pseudo strike
43.01
IV
35.2%
B/E move
3.2%
Puts
Pseudo strike
45.35
IV
38.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
42.48
IV
34.4%
B/E move
2.7%
Puts
Pseudo strike
46.04
IV
39.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
41.95
IV
33.8%
B/E move
2.2%
Puts
Pseudo strike
46.70
IV
38.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
41.36
IV
33.7%
B/E move
1.8%
Puts
Pseudo strike
47.50
IV
39.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
40.68
IV
34.0%
B/E move
1.4%
Puts
Pseudo strike
48.60
IV
41.0%
B/E move
0.9%

Options history

No recorded observations