Subversive Congressional Democrats Trading ETF NANC
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Market dataready · fetched 2026-11-07T21:44:35.698Z
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 · 2026-11-07T01:00:05.148241159Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-07T21:44:35.335577+00:00
Subversive Congressional Democrats Trading ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 56.77 | 93.9% | 19.9% | 42.55 | 86.0% | 13.4% |
| 25Δ | 53.01 | 69.0% | 12.1% | 44.47 | 68.6% | 9.5% |
| 30Δ | 51.11 | 54.8% | 8.2% | 45.75 | 57.0% | 7.0% |
| 35Δ | 50.06 | 47.8% | 6.2% | 46.64 | 48.6% | 5.2% |
| 40Δ | 49.37 | 44.1% | 5.0% | 47.29 | 42.6% | 4.0% |
| 45Δ | 48.79 | 41.3% | 4.0% | 47.81 | 38.3% | 3.1% |
| 50Δ | 48.30 | 39.3% | 3.3% | 48.19 | 34.5% | 2.4% |
| 55Δ | 47.82 | 38.6% | 2.7% | 48.49 | 31.2% | 1.9% |
| 60Δ | 47.35 | 39.9% | 2.4% | 48.79 | 27.9% | 1.4% |
| 65Δ | 46.90 | 40.2% | 2.0% | 49.08 | 25.1% | 1.0% |
| 70Δ | 46.53 | 37.5% | 1.6% | 49.33 | 23.9% | 0.8% |
| 75Δ | 46.16 | 34.9% | 1.2% | 49.59 | 22.6% | 0.5% |
| 80Δ | 45.63 | 34.5% | 0.9% | 49.84 | 21.3% | 0.3% |
20Δ
- Pseudo strike
- 56.77
- IV
- 93.9%
- B/E move
- 19.9%
- Pseudo strike
- 42.55
- IV
- 86.0%
- B/E move
- 13.4%
25Δ
- Pseudo strike
- 53.01
- IV
- 69.0%
- B/E move
- 12.1%
- Pseudo strike
- 44.47
- IV
- 68.6%
- B/E move
- 9.5%
30Δ
- Pseudo strike
- 51.11
- IV
- 54.8%
- B/E move
- 8.2%
- Pseudo strike
- 45.75
- IV
- 57.0%
- B/E move
- 7.0%
35Δ
- Pseudo strike
- 50.06
- IV
- 47.8%
- B/E move
- 6.2%
- Pseudo strike
- 46.64
- IV
- 48.6%
- B/E move
- 5.2%
40Δ
- Pseudo strike
- 49.37
- IV
- 44.1%
- B/E move
- 5.0%
- Pseudo strike
- 47.29
- IV
- 42.6%
- B/E move
- 4.0%
45Δ
- Pseudo strike
- 48.79
- IV
- 41.3%
- B/E move
- 4.0%
- Pseudo strike
- 47.81
- IV
- 38.3%
- B/E move
- 3.1%
50Δ
- Pseudo strike
- 48.30
- IV
- 39.3%
- B/E move
- 3.3%
- Pseudo strike
- 48.19
- IV
- 34.5%
- B/E move
- 2.4%
55Δ
- Pseudo strike
- 47.82
- IV
- 38.6%
- B/E move
- 2.7%
- Pseudo strike
- 48.49
- IV
- 31.2%
- B/E move
- 1.9%
60Δ
- Pseudo strike
- 47.35
- IV
- 39.9%
- B/E move
- 2.4%
- Pseudo strike
- 48.79
- IV
- 27.9%
- B/E move
- 1.4%
65Δ
- Pseudo strike
- 46.90
- IV
- 40.2%
- B/E move
- 2.0%
- Pseudo strike
- 49.08
- IV
- 25.1%
- B/E move
- 1.0%
70Δ
- Pseudo strike
- 46.53
- IV
- 37.5%
- B/E move
- 1.6%
- Pseudo strike
- 49.33
- IV
- 23.9%
- B/E move
- 0.8%
75Δ
- Pseudo strike
- 46.16
- IV
- 34.9%
- B/E move
- 1.2%
- Pseudo strike
- 49.59
- IV
- 22.6%
- B/E move
- 0.5%
80Δ
- Pseudo strike
- 45.63
- IV
- 34.5%
- B/E move
- 0.9%
- Pseudo strike
- 49.84
- IV
- 21.3%
- B/E move
- 0.3%
Options history
Table
| Date | IV (%) |
|---|---|
| 21.21% | |
| 20.00% | |
| 20.47% | |
| 22.00% | |
| 23.11% | |
| 22.46% | |
| 22.22% | |
| 22.17% | |
| 22.06% | |
| 22.88% |