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Subversive Congressional Democrats Trading ETF NANC

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Market dataready · fetched 2026-11-07T21:28:45.916Z

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 · 2026-11-07T01:00:05.148241159Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T21:28:45.575508+00:00

Share price$48.07
1D+0.5%
AH$48.12$48.29$48.46$48.62$48.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNANC
Sold putSold callAH

Subversive Congressional Democrats Trading ETF options

Live interpolated NANC call and put midpoint premiums by absolute delta.Subversive Congressional Democrats Trading ETF$0.82$1.37$1.92$2.47$3.02$43.44$45.91$48.38$50.85$53.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NANC spot · $48.07NANC PRICE$0.88$0.88$0.89$0.97$1.08$1.21$1.36$1.57$1.88$2.15$2.31$2.48$2.86$0.94$0.99$1.04$1.08$1.14$1.22$1.28$1.34$1.39$1.47$1.62$1.78$1.93
PutsExpensive1.10×
CallsExpensive1.50×
SkewBullish-6.79 pp
Implied moveBullish±$2.64
TiltBullish8.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.7793.9%19.9%42.5585.9%13.4%
25Δ53.0169.0%12.1%44.4768.6%9.5%
30Δ51.1154.7%8.2%45.7557.0%7.0%
35Δ50.0647.8%6.2%46.6448.5%5.2%
40Δ49.3744.1%5.0%47.2942.6%4.0%
45Δ48.7941.3%4.0%47.8138.2%3.1%
50Δ48.3039.3%3.3%48.1934.5%2.4%
55Δ47.8238.6%2.7%48.4931.2%1.9%
60Δ47.3539.9%2.4%48.7927.8%1.4%
65Δ46.9040.2%2.0%49.0825.1%1.0%
70Δ46.5337.5%1.6%49.3323.9%0.8%
75Δ46.1634.9%1.2%49.5922.6%0.5%
80Δ45.6334.5%0.9%49.8421.3%0.3%

20Δ

Calls
Pseudo strike
56.77
IV
93.9%
B/E move
19.9%
Puts
Pseudo strike
42.55
IV
85.9%
B/E move
13.4%

25Δ

Calls
Pseudo strike
53.01
IV
69.0%
B/E move
12.1%
Puts
Pseudo strike
44.47
IV
68.6%
B/E move
9.5%

30Δ

Calls
Pseudo strike
51.11
IV
54.7%
B/E move
8.2%
Puts
Pseudo strike
45.75
IV
57.0%
B/E move
7.0%

35Δ

Calls
Pseudo strike
50.06
IV
47.8%
B/E move
6.2%
Puts
Pseudo strike
46.64
IV
48.5%
B/E move
5.2%

40Δ

Calls
Pseudo strike
49.37
IV
44.1%
B/E move
5.0%
Puts
Pseudo strike
47.29
IV
42.6%
B/E move
4.0%

45Δ

Calls
Pseudo strike
48.79
IV
41.3%
B/E move
4.0%
Puts
Pseudo strike
47.81
IV
38.2%
B/E move
3.1%

50Δ

Calls
Pseudo strike
48.30
IV
39.3%
B/E move
3.3%
Puts
Pseudo strike
48.19
IV
34.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
47.82
IV
38.6%
B/E move
2.7%
Puts
Pseudo strike
48.49
IV
31.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
47.35
IV
39.9%
B/E move
2.4%
Puts
Pseudo strike
48.79
IV
27.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
46.90
IV
40.2%
B/E move
2.0%
Puts
Pseudo strike
49.08
IV
25.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
46.53
IV
37.5%
B/E move
1.6%
Puts
Pseudo strike
49.33
IV
23.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
46.16
IV
34.9%
B/E move
1.2%
Puts
Pseudo strike
49.59
IV
22.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
45.63
IV
34.5%
B/E move
0.9%
Puts
Pseudo strike
49.84
IV
21.3%
B/E move
0.3%

Options history

IV · four-Friday blend22.88%
Daily EOD
NANC19.8%21.6%23.4%2026-10-19: 21.21%2026-10-20: 20.00%2026-10-21: 20.47%2026-10-22: 22.00%2026-10-23: 23.11%2026-10-26: 22.46%2026-10-27: 22.22%2026-10-28: 22.17%2026-10-29: 22.06%2026-10-30: 22.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.21%
20.00%
20.47%
22.00%
23.11%
22.46%
22.22%
22.17%
22.06%
22.88%