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Corgi AI Cybersecurity ETF XA

i

Market dataready · fetched 2026-11-03T23:22:50.499Z

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 · 2026-11-03T23:08:36.078601205Z

FundamentalsCorgi Invest · ready · as of 2026-11-02 · fetched 2026-11-03T23:22:49.172972+00:00

Share price$42.25
1D+0.1%
AH$42.27$42.36$42.45$42.53$42.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXA
Sold putSold callAH

Corgi AI Cybersecurity ETF options

Live interpolated XA call and put midpoint premiums by absolute delta.Corgi AI Cybersecurity ETF$0.76$2.15$3.55$4.94$6.34$34.76$38.67$42.57$46.48$50.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XA spot · $42.25XA PRICE$0.91$1.05$1.20$1.37$1.61$1.91$2.25$2.60$3.05$3.57$4.11$4.73$5.55$0.98$1.14$1.30$1.53$1.80$2.07$2.49$2.89$3.31$3.83$4.43$5.08$5.94
PutsExpensive1.19×
CallsExpensive1.55×
SkewBullish-7.11 pp
Implied moveBearish±$4.74
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.7598.4%24.6%36.7488.1%15.4%
25Δ48.6884.6%17.7%38.3677.1%11.9%
30Δ46.7375.5%13.5%39.5769.4%9.4%
35Δ45.3669.4%10.6%40.4765.7%7.8%
40Δ44.3867.1%8.9%41.2663.7%6.6%
45Δ43.5667.0%7.6%41.9961.7%5.5%
50Δ42.7867.4%6.6%42.7262.4%4.8%
55Δ42.0067.2%5.6%43.4362.1%4.0%
60Δ41.2268.4%4.8%44.1661.2%3.3%
65Δ40.3869.8%4.0%44.9361.3%2.7%
70Δ39.5470.3%3.3%45.7761.2%2.2%
75Δ38.6370.5%2.6%46.6360.5%1.6%
80Δ37.5672.2%2.0%47.6960.8%1.2%

20Δ

Calls
Pseudo strike
51.75
IV
98.4%
B/E move
24.6%
Puts
Pseudo strike
36.74
IV
88.1%
B/E move
15.4%

25Δ

Calls
Pseudo strike
48.68
IV
84.6%
B/E move
17.7%
Puts
Pseudo strike
38.36
IV
77.1%
B/E move
11.9%

30Δ

Calls
Pseudo strike
46.73
IV
75.5%
B/E move
13.5%
Puts
Pseudo strike
39.57
IV
69.4%
B/E move
9.4%

35Δ

Calls
Pseudo strike
45.36
IV
69.4%
B/E move
10.6%
Puts
Pseudo strike
40.47
IV
65.7%
B/E move
7.8%

40Δ

Calls
Pseudo strike
44.38
IV
67.1%
B/E move
8.9%
Puts
Pseudo strike
41.26
IV
63.7%
B/E move
6.6%

45Δ

Calls
Pseudo strike
43.56
IV
67.0%
B/E move
7.6%
Puts
Pseudo strike
41.99
IV
61.7%
B/E move
5.5%

50Δ

Calls
Pseudo strike
42.78
IV
67.4%
B/E move
6.6%
Puts
Pseudo strike
42.72
IV
62.4%
B/E move
4.8%

55Δ

Calls
Pseudo strike
42.00
IV
67.2%
B/E move
5.6%
Puts
Pseudo strike
43.43
IV
62.1%
B/E move
4.0%

60Δ

Calls
Pseudo strike
41.22
IV
68.4%
B/E move
4.8%
Puts
Pseudo strike
44.16
IV
61.2%
B/E move
3.3%

65Δ

Calls
Pseudo strike
40.38
IV
69.8%
B/E move
4.0%
Puts
Pseudo strike
44.93
IV
61.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
39.54
IV
70.3%
B/E move
3.3%
Puts
Pseudo strike
45.77
IV
61.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
38.63
IV
70.5%
B/E move
2.6%
Puts
Pseudo strike
46.63
IV
60.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
37.56
IV
72.2%
B/E move
2.0%
Puts
Pseudo strike
47.69
IV
60.8%
B/E move
1.2%

Options history

IV · four-Friday blend44.57%
Daily EOD
XA35.0%48.8%62.5%2026-10-19: 60.65%2026-10-20: 36.89%2026-10-21: 37.82%2026-10-22: 39.24%2026-10-23: 52.53%2026-10-28: 45.53%2026-10-29: 45.64%2026-10-30: 44.57%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
60.65%
36.89%
37.82%
39.24%
52.53%
45.53%
45.64%
44.57%