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Corgi Bay Area Based ETF BAY

i

Market datapartial · fetched 2026-11-03T21:06:03.197Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:00:00.603706871Z

FundamentalsAlpha Vantage · unavailable

Share price$27.17
1D-0.2%
AH$27.49$27.51$27.53$27.54$27.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBAY
Sold putSold callAH

Corgi Bay Area Based ETF options

Live interpolated BAY call and put midpoint premiums by absolute delta.Corgi Bay Area Based ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBAY PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.28%
Daily close
BAY18.1%29.0%39.8%2026-08-05: 36.49%2026-08-06: 36.57%2026-08-07: 36.80%2026-08-10: 38.29%2026-08-11: 24.25%2026-08-12: 23.82%2026-08-13: 23.17%2026-08-14: 23.81%2026-08-17: 26.57%2026-08-19: 29.60%2026-08-20: 34.40%2026-08-21: 21.50%2026-08-24: 21.43%2026-08-25: 21.07%2026-08-26: 21.13%2026-08-27: 20.33%2026-08-28: 20.67%2026-08-31: 20.84%2026-09-01: 20.50%2026-09-02: 20.93%2026-09-03: 20.76%2026-09-04: 20.99%2026-09-08: 22.53%2026-09-09: 23.47%2026-09-10: 24.24%2026-09-11: 23.88%2026-09-14: 26.29%2026-09-16: 29.30%2026-09-18: 19.62%2026-09-21: 19.97%2026-09-22: 20.17%2026-09-23: 20.35%2026-09-24: 20.47%2026-09-25: 20.93%2026-09-28: 21.62%2026-09-29: 21.75%2026-09-30: 21.85%2026-10-01: 21.94%2026-10-02: 21.85%2026-10-05: 21.86%2026-10-08: 22.71%2026-10-12: 25.00%2026-10-13: 26.15%2026-10-14: 29.61%2026-10-15: 33.78%2026-10-16: 22.60%2026-10-19: 21.53%2026-10-20: 21.76%2026-10-21: 21.50%2026-10-22: 23.30%2026-10-23: 23.50%2026-10-26: 22.81%2026-10-27: 22.43%2026-10-28: 22.37%2026-10-29: 21.89%2026-10-30: 24.28%Aug 5Sep 16Oct 30
56 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
36.49%
36.57%
36.80%
38.29%
24.25%
23.82%
23.17%
23.81%
26.57%
29.60%
34.40%
21.50%
21.43%
21.07%
21.13%
20.33%
20.67%
20.84%
20.50%
20.93%
20.76%
20.99%
22.53%
23.47%
24.24%
23.88%
26.29%
29.30%
19.62%
19.97%
20.17%
20.35%
20.47%
20.93%
21.62%
21.75%
21.85%
21.94%
21.85%
21.86%
22.71%
25.00%
26.15%
29.61%
33.78%
22.60%
21.53%
21.76%
21.50%
23.30%
23.50%
22.81%
22.43%
22.37%
21.89%
24.28%