IntraAlpha
Create free account Start free

Leverage Shares 2X Long AAOI Daily ETF AAOG

i

Market datapartial · fetched 2026-10-22T23:28:06.039Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:21:37.36504174Z

FundamentalsAlpha Vantage · unavailable

Share price$0.82
1D-16.8%
AH$0.80$0.85$0.90$0.95$1.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAAOG
Sold putSold callAH

Leverage Shares 2X Long AAOI Daily ETF options

Live interpolated AAOG call and put midpoint premiums by absolute delta.Leverage Shares 2X Long AAOI Daily ETF$0.00$1.94$3.87$5.81$7.74$-0.71$0.44$1.59$2.74$3.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAOG spot · $0.82AAOG PRICE$0.08$0.11$0.15$0.18$0.22$0.25$0.29$0.32$0.36$0.42$0.43$0.49$0.53$0.77$1.48$2.20$2.91$3.62$4.33$5.04$5.75$6.46$7.17
PutsExpensive1.77×
CallsExpensive3.09×
SkewBullish-166.77 pp
Implied moveBearish±$3.19
TiltBearish82.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.60297.6%470.6%
25Δ5.45341.7%577.7%
30Δ6.29385.7%684.9%
35Δ7.13429.8%792.0%1.29305.4%37.5%
40Δ7.98473.8%899.1%2.03312.1%33.6%
45Δ8.82517.8%1006.2%2.77318.9%29.8%
50Δ9.66561.9%1113.3%3.51325.6%25.9%
55Δ7.16556.3%812.4%4.26332.3%22.0%
60Δ7.57601.5%868.1%5.00339.1%18.1%
65Δ13.60705.0%1610.2%5.74345.8%14.2%
70Δ3.01531.6%319.9%6.49352.5%10.3%
75Δ2.64583.1%282.0%7.23359.3%6.5%
80Δ1.58546.4%157.1%7.97366.0%2.6%

20Δ

Calls
Pseudo strike
4.60
IV
297.6%
B/E move
470.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
5.45
IV
341.7%
B/E move
577.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.29
IV
385.7%
B/E move
684.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.13
IV
429.8%
B/E move
792.0%
Puts
Pseudo strike
1.29
IV
305.4%
B/E move
37.5%

40Δ

Calls
Pseudo strike
7.98
IV
473.8%
B/E move
899.1%
Puts
Pseudo strike
2.03
IV
312.1%
B/E move
33.6%

45Δ

Calls
Pseudo strike
8.82
IV
517.8%
B/E move
1006.2%
Puts
Pseudo strike
2.77
IV
318.9%
B/E move
29.8%

50Δ

Calls
Pseudo strike
9.66
IV
561.9%
B/E move
1113.3%
Puts
Pseudo strike
3.51
IV
325.6%
B/E move
25.9%

55Δ

Calls
Pseudo strike
7.16
IV
556.3%
B/E move
812.4%
Puts
Pseudo strike
4.26
IV
332.3%
B/E move
22.0%

60Δ

Calls
Pseudo strike
7.57
IV
601.5%
B/E move
868.1%
Puts
Pseudo strike
5.00
IV
339.1%
B/E move
18.1%

65Δ

Calls
Pseudo strike
13.60
IV
705.0%
B/E move
1610.2%
Puts
Pseudo strike
5.74
IV
345.8%
B/E move
14.2%

70Δ

Calls
Pseudo strike
3.01
IV
531.6%
B/E move
319.9%
Puts
Pseudo strike
6.49
IV
352.5%
B/E move
10.3%

75Δ

Calls
Pseudo strike
2.64
IV
583.1%
B/E move
282.0%
Puts
Pseudo strike
7.23
IV
359.3%
B/E move
6.5%

80Δ

Calls
Pseudo strike
1.58
IV
546.4%
B/E move
157.1%
Puts
Pseudo strike
7.97
IV
366.0%
B/E move
2.6%

Options history

No recorded observations