Corgi Space & Satellite Communications ETF DIPR
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Market dataready · fetched 2026-11-03T19:53:25.296Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-03T17:54:18.213922804Z
FundamentalsCorgi Invest · ready · as of 2026-11-02 · fetched 2026-11-03T19:53:23.926250+00:00
Corgi Space & Satellite Communications ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 24.69 | 105.8% | 24.0% | 18.09 | 97.8% | 14.8% |
| 30Δ | 22.93 | 85.9% | 15.6% | 18.69 | 87.6% | 12.2% |
| 35Δ | 22.08 | 75.7% | 11.7% | 19.28 | 77.5% | 9.6% |
| 40Δ | 21.52 | 69.4% | 9.4% | 19.87 | 67.3% | 7.0% |
| 45Δ | 21.00 | 63.5% | 7.2% | 20.26 | 63.1% | 5.7% |
| 50Δ | 20.66 | 59.8% | 6.0% | 20.59 | 60.5% | 4.8% |
| 55Δ | 20.32 | 56.2% | 4.8% | 20.91 | 57.9% | 3.8% |
| 60Δ | 19.98 | 52.8% | 3.7% | 21.29 | 58.1% | 3.2% |
| 65Δ | 19.66 | 53.1% | 3.1% | 21.67 | 59.3% | 2.6% |
| 70Δ | 19.34 | 53.4% | 2.6% | 22.08 | 60.3% | 2.1% |
| 75Δ | 19.02 | 53.7% | 2.0% | 22.56 | 60.8% | 1.7% |
| 80Δ | 18.60 | 54.3% | 1.6% | 23.11 | 62.0% | 1.2% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 24.69
- IV
- 105.8%
- B/E move
- 24.0%
- Pseudo strike
- 18.09
- IV
- 97.8%
- B/E move
- 14.8%
30Δ
- Pseudo strike
- 22.93
- IV
- 85.9%
- B/E move
- 15.6%
- Pseudo strike
- 18.69
- IV
- 87.6%
- B/E move
- 12.2%
35Δ
- Pseudo strike
- 22.08
- IV
- 75.7%
- B/E move
- 11.7%
- Pseudo strike
- 19.28
- IV
- 77.5%
- B/E move
- 9.6%
40Δ
- Pseudo strike
- 21.52
- IV
- 69.4%
- B/E move
- 9.4%
- Pseudo strike
- 19.87
- IV
- 67.3%
- B/E move
- 7.0%
45Δ
- Pseudo strike
- 21.00
- IV
- 63.5%
- B/E move
- 7.2%
- Pseudo strike
- 20.26
- IV
- 63.1%
- B/E move
- 5.7%
50Δ
- Pseudo strike
- 20.66
- IV
- 59.8%
- B/E move
- 6.0%
- Pseudo strike
- 20.59
- IV
- 60.5%
- B/E move
- 4.8%
55Δ
- Pseudo strike
- 20.32
- IV
- 56.2%
- B/E move
- 4.8%
- Pseudo strike
- 20.91
- IV
- 57.9%
- B/E move
- 3.8%
60Δ
- Pseudo strike
- 19.98
- IV
- 52.8%
- B/E move
- 3.7%
- Pseudo strike
- 21.29
- IV
- 58.1%
- B/E move
- 3.2%
65Δ
- Pseudo strike
- 19.66
- IV
- 53.1%
- B/E move
- 3.1%
- Pseudo strike
- 21.67
- IV
- 59.3%
- B/E move
- 2.6%
70Δ
- Pseudo strike
- 19.34
- IV
- 53.4%
- B/E move
- 2.6%
- Pseudo strike
- 22.08
- IV
- 60.3%
- B/E move
- 2.1%
75Δ
- Pseudo strike
- 19.02
- IV
- 53.7%
- B/E move
- 2.0%
- Pseudo strike
- 22.56
- IV
- 60.8%
- B/E move
- 1.7%
80Δ
- Pseudo strike
- 18.60
- IV
- 54.3%
- B/E move
- 1.6%
- Pseudo strike
- 23.11
- IV
- 62.0%
- B/E move
- 1.2%
Options history
Table
| Date | IV (%) |
|---|---|
| 127.18% | |
| 154.37% | |
| 149.85% | |
| 73.00% | |
| 151.97% | |
| 149.94% | |
| 59.11% | |
| 86.48% |