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Corgi Coffee & Energy Drinks ETF BREW

i

Market dataready · fetched 2026-11-07T21:44:41.617Z

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 · 2026-11-07T01:00:01.337726203Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T21:44:41.310648+00:00

Share price$27.60
1D+0.0%
AH$27.42$27.42$27.43$27.44$27.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBREW
Sold putSold callAH

Corgi Coffee & Energy Drinks ETF options

Live interpolated BREW call and put midpoint premiums by absolute delta.Corgi Coffee & Energy Drinks ETF$0.46$0.84$1.22$1.61$1.99$25.55$26.79$28.03$29.27$30.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BREW spot · $27.60BREW PRICE$0.50$0.50$0.52$0.56$0.62$0.68$0.77$0.86$0.95$1.04$1.31$1.59$1.88$0.59$0.66$0.70$0.74$0.80$0.85$0.91$1.02$1.16$1.30$1.44
Puts——
CallsExpensive1.99×
Skew——
Implied moveBearish±$1.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.5993.6%19.9%
25Δ30.4669.1%12.2%25.4271.9%10.0%
30Δ29.4055.5%8.4%26.1363.0%7.7%
35Δ28.7848.2%6.3%26.6654.8%5.9%
40Δ28.3844.2%5.1%27.0948.0%4.5%
45Δ27.9940.3%3.9%27.3744.1%3.7%
50Δ27.7538.6%3.3%27.6440.1%2.9%
55Δ27.5137.0%2.8%27.9136.1%2.1%
60Δ27.2635.3%2.2%28.1534.2%1.7%
65Δ27.0233.7%1.7%28.3733.3%1.4%
70Δ26.6935.6%1.4%28.6032.3%1.1%
75Δ26.3437.9%1.2%28.8231.4%0.8%
80Δ26.0040.3%1.0%

20Δ

Calls
Pseudo strike
32.59
IV
93.6%
B/E move
19.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
30.46
IV
69.1%
B/E move
12.2%
Puts
Pseudo strike
25.42
IV
71.9%
B/E move
10.0%

30Δ

Calls
Pseudo strike
29.40
IV
55.5%
B/E move
8.4%
Puts
Pseudo strike
26.13
IV
63.0%
B/E move
7.7%

35Δ

Calls
Pseudo strike
28.78
IV
48.2%
B/E move
6.3%
Puts
Pseudo strike
26.66
IV
54.8%
B/E move
5.9%

40Δ

Calls
Pseudo strike
28.38
IV
44.2%
B/E move
5.1%
Puts
Pseudo strike
27.09
IV
48.0%
B/E move
4.5%

45Δ

Calls
Pseudo strike
27.99
IV
40.3%
B/E move
3.9%
Puts
Pseudo strike
27.37
IV
44.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
27.75
IV
38.6%
B/E move
3.3%
Puts
Pseudo strike
27.64
IV
40.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
27.51
IV
37.0%
B/E move
2.8%
Puts
Pseudo strike
27.91
IV
36.1%
B/E move
2.1%

60Δ

Calls
Pseudo strike
27.26
IV
35.3%
B/E move
2.2%
Puts
Pseudo strike
28.15
IV
34.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
27.02
IV
33.7%
B/E move
1.7%
Puts
Pseudo strike
28.37
IV
33.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
26.69
IV
35.6%
B/E move
1.4%
Puts
Pseudo strike
28.60
IV
32.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
26.34
IV
37.9%
B/E move
1.2%
Puts
Pseudo strike
28.82
IV
31.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
26.00
IV
40.3%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend23.90%
Daily close
BREW17.1%31.4%45.7%2026-08-10: 38.03%2026-08-11: 23.03%2026-08-14: 23.52%2026-08-17: 25.98%2026-08-18: 28.14%2026-08-19: 30.08%2026-08-20: 37.76%2026-08-21: 19.58%2026-08-24: 19.04%2026-08-25: 19.69%2026-08-26: 20.35%2026-08-27: 20.47%2026-08-28: 21.00%2026-08-31: 21.74%2026-09-02: 21.23%2026-09-03: 21.42%2026-09-04: 22.41%2026-09-08: 23.43%2026-09-11: 25.68%2026-09-14: 28.81%2026-09-15: 31.55%2026-09-16: 33.67%2026-09-17: 43.68%2026-09-18: 23.82%2026-09-21: 23.01%2026-09-22: 22.81%2026-09-23: 22.18%2026-09-24: 23.31%2026-09-25: 23.81%2026-09-28: 25.04%2026-09-29: 25.21%2026-09-30: 25.31%2026-10-01: 26.17%2026-10-02: 25.78%2026-10-05: 26.09%2026-10-06: 26.17%2026-10-07: 26.99%2026-10-08: 26.83%2026-10-09: 27.75%2026-10-12: 30.78%2026-10-13: 32.37%2026-10-14: 34.72%2026-10-15: 43.27%2026-10-16: 21.93%2026-10-19: 22.11%2026-10-20: 22.70%2026-10-21: 22.84%2026-10-22: 23.51%2026-10-23: 23.85%2026-10-26: 23.61%2026-10-27: 23.34%2026-10-28: 23.11%2026-10-29: 22.76%2026-10-30: 23.90%Aug 10Sep 23Oct 30
54 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
38.03%
23.03%
23.52%
25.98%
28.14%
30.08%
37.76%
19.58%
19.04%
19.69%
20.35%
20.47%
21.00%
21.74%
21.23%
21.42%
22.41%
23.43%
25.68%
28.81%
31.55%
33.67%
43.68%
23.82%
23.01%
22.81%
22.18%
23.31%
23.81%
25.04%
25.21%
25.31%
26.17%
25.78%
26.09%
26.17%
26.99%
26.83%
27.75%
30.78%
32.37%
34.72%
43.27%
21.93%
22.11%
22.70%
22.84%
23.51%
23.85%
23.61%
23.34%
23.11%
22.76%
23.90%