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Colterpoint Net Lease Real Estate ETF NETL

i

Market dataready · fetched 2026-11-03T14:41:25.794Z

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 · 2026-11-03T14:32:00.13979368Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:41:25.497613+00:00

Share price$24.25
1D+0.0%
$24.24$24.24$24.25$24.26$24.265:30 AM6:30 AM9:00 AM1:00 PMNETL
Sold putSold call

Colterpoint Net Lease Real Estate ETF options

Live interpolated NETL call and put midpoint premiums by absolute delta.Colterpoint Net Lease Real Estate ETF$0.18$0.60$1.02$1.44$1.86$22.46$23.38$24.30$25.23$26.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NETL spot · $24.25NETL PRICE$0.23$0.24$0.27$0.28$0.28$0.28$0.29$0.29$0.29$0.29$0.30$0.30$0.26$0.28$0.30$0.31$0.34$0.44$0.53$0.63$0.72$0.82$0.91$1.31$1.74
PutsFair1.00×
Calls——
Skew——
Implied moveBearish±$0.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.2940.3%9.4%22.4943.7%8.3%
25Δ25.6433.0%6.7%23.1135.2%5.9%
30Δ25.1727.9%4.9%23.4330.5%4.6%
35Δ24.9324.6%3.9%23.7525.8%3.4%
40Δ24.8222.5%3.5%24.0322.1%2.3%
45Δ24.7020.3%3.0%24.1922.3%2.1%
50Δ24.5918.1%2.6%24.3522.5%1.8%
55Δ24.4816.0%2.1%24.5122.7%1.5%
60Δ24.3713.8%1.7%24.6622.9%1.3%
65Δ24.2511.6%1.2%24.8223.1%1.0%
70Δ24.149.5%0.8%24.9823.3%0.8%
75Δ24.037.3%0.3%25.4027.5%0.6%
80Δ25.8632.2%0.5%

20Δ

Calls
Pseudo strike
26.29
IV
40.3%
B/E move
9.4%
Puts
Pseudo strike
22.49
IV
43.7%
B/E move
8.3%

25Δ

Calls
Pseudo strike
25.64
IV
33.0%
B/E move
6.7%
Puts
Pseudo strike
23.11
IV
35.2%
B/E move
5.9%

30Δ

Calls
Pseudo strike
25.17
IV
27.9%
B/E move
4.9%
Puts
Pseudo strike
23.43
IV
30.5%
B/E move
4.6%

35Δ

Calls
Pseudo strike
24.93
IV
24.6%
B/E move
3.9%
Puts
Pseudo strike
23.75
IV
25.8%
B/E move
3.4%

40Δ

Calls
Pseudo strike
24.82
IV
22.5%
B/E move
3.5%
Puts
Pseudo strike
24.03
IV
22.1%
B/E move
2.3%

45Δ

Calls
Pseudo strike
24.70
IV
20.3%
B/E move
3.0%
Puts
Pseudo strike
24.19
IV
22.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
24.59
IV
18.1%
B/E move
2.6%
Puts
Pseudo strike
24.35
IV
22.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
24.48
IV
16.0%
B/E move
2.1%
Puts
Pseudo strike
24.51
IV
22.7%
B/E move
1.5%

60Δ

Calls
Pseudo strike
24.37
IV
13.8%
B/E move
1.7%
Puts
Pseudo strike
24.66
IV
22.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
24.25
IV
11.6%
B/E move
1.2%
Puts
Pseudo strike
24.82
IV
23.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
24.14
IV
9.5%
B/E move
0.8%
Puts
Pseudo strike
24.98
IV
23.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
24.03
IV
7.3%
B/E move
0.3%
Puts
Pseudo strike
25.40
IV
27.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.86
IV
32.2%
B/E move
0.5%

Options history

IV · four-Friday blend17.23%
Daily EOD
NETL16.0%18.1%20.1%2026-10-19: 18.61%2026-10-20: 18.46%2026-10-21: 19.82%2026-10-22: 18.10%2026-10-26: 18.16%2026-10-27: 18.51%2026-10-29: 16.32%2026-10-30: 17.23%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.61%
18.46%
19.82%
18.10%
18.16%
18.51%
16.32%
17.23%