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Renaissance IPO ETF IPO

i

Market dataready · fetched 2026-11-06T19:52:10.029Z

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 · 2026-11-06T19:51:41.977051375Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T19:52:06.574232+00:00

Share price$45.01
1D+0.9%
$44.23$44.44$44.65$44.86$45.075:30 AM6:30 AM9:00 AM1:00 PMIPO
Sold putSold call

Renaissance IPO ETF options

Live interpolated IPO call and put midpoint premiums by absolute delta.Renaissance IPO ETF$1.29$2.60$3.91$5.22$6.54$-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 unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEIPO PRICE$1.97$2.22$2.46$2.71$1.44$1.70$2.02$2.39$2.86$3.38$3.99$5.16$6.16
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
40Δ44.1353.6%5.1%
45Δ44.7353.2%4.4%
50Δ45.3353.5%3.8%
55Δ45.9454.3%3.2%
60Δ46.6355.6%2.8%
65Δ43.9337.6%2.0%47.3556.6%2.3%
70Δ43.5435.9%1.7%48.1657.9%1.9%
75Δ43.1534.2%1.4%49.4563.9%1.6%
80Δ42.7632.5%1.0%50.6365.4%1.2%

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
44.13
IV
53.6%
B/E move
5.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.73
IV
53.2%
B/E move
4.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.33
IV
53.5%
B/E move
3.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.94
IV
54.3%
B/E move
3.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.63
IV
55.6%
B/E move
2.8%

65Δ

Calls
Pseudo strike
43.93
IV
37.6%
B/E move
2.0%
Puts
Pseudo strike
47.35
IV
56.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
43.54
IV
35.9%
B/E move
1.7%
Puts
Pseudo strike
48.16
IV
57.9%
B/E move
1.9%

75Δ

Calls
Pseudo strike
43.15
IV
34.2%
B/E move
1.4%
Puts
Pseudo strike
49.45
IV
63.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
42.76
IV
32.5%
B/E move
1.0%
Puts
Pseudo strike
50.63
IV
65.4%
B/E move
1.2%

Options history

IV · four-Friday blend36.20%
Daily close
IPO28.2%36.5%44.8%2026-08-10: 41.29%2026-08-11: 34.40%2026-08-12: 35.59%2026-08-13: 32.09%2026-08-14: 33.19%2026-08-17: 35.49%2026-08-18: 36.68%2026-08-19: 39.31%2026-08-20: 42.05%2026-08-21: 34.52%2026-08-24: 34.94%2026-08-25: 36.00%2026-08-26: 35.72%2026-08-27: 34.19%2026-08-28: 34.56%2026-08-31: 33.80%2026-09-01: 35.24%2026-09-02: 34.93%2026-09-03: 34.46%2026-09-04: 35.48%2026-09-08: 35.86%2026-09-09: 37.46%2026-09-10: 37.97%2026-09-11: 39.75%2026-09-14: 38.31%2026-09-15: 40.62%2026-09-16: 40.46%2026-09-17: 43.69%2026-09-18: 34.83%2026-09-21: 35.07%2026-09-22: 33.12%2026-09-23: 32.66%2026-09-24: 31.88%2026-09-25: 32.05%2026-09-28: 32.38%2026-09-29: 32.28%2026-09-30: 33.85%2026-10-01: 32.46%2026-10-02: 32.22%2026-10-05: 31.25%2026-10-07: 29.36%2026-10-08: 31.12%2026-10-09: 30.89%2026-10-12: 36.08%2026-10-13: 35.16%2026-10-14: 38.27%2026-10-16: 31.99%2026-10-19: 33.03%2026-10-20: 33.85%2026-10-21: 32.67%2026-10-22: 33.89%2026-10-23: 34.87%2026-10-26: 35.30%2026-10-27: 33.00%2026-10-28: 33.63%2026-10-29: 33.78%2026-10-30: 36.20%Aug 10Sep 18Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
41.29%
34.40%
35.59%
32.09%
33.19%
35.49%
36.68%
39.31%
42.05%
34.52%
34.94%
36.00%
35.72%
34.19%
34.56%
33.80%
35.24%
34.93%
34.46%
35.48%
35.86%
37.46%
37.97%
39.75%
38.31%
40.62%
40.46%
43.69%
34.83%
35.07%
33.12%
32.66%
31.88%
32.05%
32.38%
32.28%
33.85%
32.46%
32.22%
31.25%
29.36%
31.12%
30.89%
36.08%
35.16%
38.27%
31.99%
33.03%
33.85%
32.67%
33.89%
34.87%
35.30%
33.00%
33.63%
33.78%
36.20%