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Renaissance International IPO ETF IPOS

i

Market dataready · fetched 2026-11-03T15:44:06.899Z

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 · 2026-11-03T15:41:26.482807696Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T15:44:06.442749+00:00

Share price$17.92
1D-1.5%
$17.85$17.95$18.04$18.13$18.235:30 AM6:30 AM9:00 AM1:00 PMIPOS
Sold putSold call

Renaissance International IPO ETF options

Live interpolated IPOS call and put midpoint premiums by absolute delta.Renaissance International IPO ETF$0.68$1.05$1.42$1.80$2.17$-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 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 —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEIPOS PRICE$1.38$1.72$2.06$0.72$0.87$1.03$1.18$1.33
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
50Δ18.0343.8%3.4%
55Δ18.2744.0%2.9%
60Δ18.5044.1%2.5%
65Δ18.7444.3%2.0%
70Δ17.0054.2%2.5%18.9744.5%1.6%
75Δ16.5857.8%2.1%
80Δ16.1761.3%1.7%

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
18.03
IV
43.8%
B/E move
3.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.27
IV
44.0%
B/E move
2.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.50
IV
44.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.74
IV
44.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
17.00
IV
54.2%
B/E move
2.5%
Puts
Pseudo strike
18.97
IV
44.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
16.58
IV
57.8%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.17
IV
61.3%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend50.09%
Daily close
IPOS31.9%64.1%96.3%2026-08-05: 49.00%2026-08-06: 47.87%2026-08-07: 46.88%2026-08-10: 46.84%2026-08-11: 45.45%2026-08-12: 51.43%2026-08-13: 54.21%2026-08-14: 54.14%2026-08-17: 56.36%2026-08-18: 60.62%2026-08-19: 68.69%2026-08-20: 68.39%2026-08-21: 40.88%2026-08-24: 40.89%2026-08-25: 41.21%2026-08-26: 41.02%2026-08-27: 40.16%2026-08-28: 38.86%2026-08-31: 41.11%2026-09-01: 41.35%2026-09-02: 40.82%2026-09-03: 40.24%2026-09-04: 40.93%2026-09-08: 43.58%2026-09-09: 45.10%2026-09-10: 45.55%2026-09-11: 47.30%2026-09-14: 53.76%2026-09-15: 54.19%2026-09-16: 55.81%2026-09-17: 67.17%2026-09-18: 40.45%2026-09-21: 40.53%2026-09-22: 42.34%2026-09-23: 42.86%2026-09-24: 43.59%2026-09-25: 41.49%2026-09-28: 42.93%2026-09-29: 43.37%2026-09-30: 42.47%2026-10-01: 43.87%2026-10-02: 36.32%2026-10-05: 41.93%2026-10-06: 42.14%2026-10-07: 41.95%2026-10-08: 43.49%2026-10-09: 49.37%2026-10-12: 54.81%2026-10-13: 57.93%2026-10-14: 67.06%2026-10-15: 91.88%2026-10-16: 48.02%2026-10-19: 46.92%2026-10-20: 47.76%2026-10-21: 47.28%2026-10-22: 50.56%2026-10-23: 49.96%2026-10-26: 49.68%2026-10-27: 50.13%2026-10-28: 48.96%2026-10-29: 50.00%2026-10-30: 50.09%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
49.00%
47.87%
46.88%
46.84%
45.45%
51.43%
54.21%
54.14%
56.36%
60.62%
68.69%
68.39%
40.88%
40.89%
41.21%
41.02%
40.16%
38.86%
41.11%
41.35%
40.82%
40.24%
40.93%
43.58%
45.10%
45.55%
47.30%
53.76%
54.19%
55.81%
67.17%
40.45%
40.53%
42.34%
42.86%
43.59%
41.49%
42.93%
43.37%
42.47%
43.87%
36.32%
41.93%
42.14%
41.95%
43.49%
49.37%
54.81%
57.93%
67.06%
91.88%
48.02%
46.92%
47.76%
47.28%
50.56%
49.96%
49.68%
50.13%
48.96%
50.00%
50.09%