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Leverage Shares 2X Long AMAT Daily ETF AMAU

i

Market dataready · fetched 2026-11-13T10:48:48.853Z

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 · 2026-11-13T10:15:20.734006147Z

FundamentalsLeverage Shares · ready · as of 2026-11-13 · fetched 2026-11-13T10:48:48.429387+00:00

Share price$7.70
1D
Price history unavailable.

Leverage Shares 2X Long AMAT Daily ETF options

Live interpolated AMAU call and put midpoint premiums by absolute delta.Leverage Shares 2X Long AMAT Daily ETF$0.27$0.69$1.11$1.53$1.95$5.22$6.53$7.83$9.14$10.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AMAU spot · $7.70AMAU PRICE$0.36$0.44$0.51$0.57$0.68$0.92$1.16$1.40$1.57$1.70$1.82$0.32$0.40$0.48$0.58$0.69$0.79$0.90$1.03$1.16$1.29$1.43$1.59$1.83
PutsExpensive1.16×
Calls——
Skew——
Implied moveBearish±$1.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.18221.9%23.8%
25Δ6.54211.7%20.2%
30Δ9.31196.3%25.7%6.90201.5%16.6%
35Δ8.94196.0%21.7%7.19194.9%14.2%
40Δ8.60188.9%18.2%7.44189.7%12.3%
45Δ8.26181.8%14.7%7.69184.4%10.4%
50Δ7.93183.2%11.9%7.94179.1%8.6%
55Δ7.66210.3%11.5%8.17173.4%7.2%
60Δ7.39237.4%11.0%8.39167.5%6.1%
65Δ7.11264.5%10.6%8.61161.6%4.9%
70Δ6.83264.0%9.1%8.83155.8%3.8%
75Δ6.53243.6%6.9%9.07149.8%2.8%
80Δ6.24223.3%4.7%9.37143.4%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.18
IV
221.9%
B/E move
23.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.54
IV
211.7%
B/E move
20.2%

30Δ

Calls
Pseudo strike
9.31
IV
196.3%
B/E move
25.7%
Puts
Pseudo strike
6.90
IV
201.5%
B/E move
16.6%

35Δ

Calls
Pseudo strike
8.94
IV
196.0%
B/E move
21.7%
Puts
Pseudo strike
7.19
IV
194.9%
B/E move
14.2%

40Δ

Calls
Pseudo strike
8.60
IV
188.9%
B/E move
18.2%
Puts
Pseudo strike
7.44
IV
189.7%
B/E move
12.3%

45Δ

Calls
Pseudo strike
8.26
IV
181.8%
B/E move
14.7%
Puts
Pseudo strike
7.69
IV
184.4%
B/E move
10.4%

50Δ

Calls
Pseudo strike
7.93
IV
183.2%
B/E move
11.9%
Puts
Pseudo strike
7.94
IV
179.1%
B/E move
8.6%

55Δ

Calls
Pseudo strike
7.66
IV
210.3%
B/E move
11.5%
Puts
Pseudo strike
8.17
IV
173.4%
B/E move
7.2%

60Δ

Calls
Pseudo strike
7.39
IV
237.4%
B/E move
11.0%
Puts
Pseudo strike
8.39
IV
167.5%
B/E move
6.1%

65Δ

Calls
Pseudo strike
7.11
IV
264.5%
B/E move
10.6%
Puts
Pseudo strike
8.61
IV
161.6%
B/E move
4.9%

70Δ

Calls
Pseudo strike
6.83
IV
264.0%
B/E move
9.1%
Puts
Pseudo strike
8.83
IV
155.8%
B/E move
3.8%

75Δ

Calls
Pseudo strike
6.53
IV
243.6%
B/E move
6.9%
Puts
Pseudo strike
9.07
IV
149.8%
B/E move
2.8%

80Δ

Calls
Pseudo strike
6.24
IV
223.3%
B/E move
4.7%
Puts
Pseudo strike
9.37
IV
143.4%
B/E move
2.1%

Options history

IV · four-Friday blend131.03%
Daily close
AMAU95.9%124.5%153.1%2026-08-17: 122.33%2026-08-18: 124.19%2026-08-19: 119.30%2026-08-20: 140.48%2026-08-21: 111.09%2026-08-24: 116.22%2026-08-25: 112.48%2026-08-26: 114.04%2026-08-27: 112.19%2026-08-28: 107.44%2026-08-31: 109.40%2026-09-01: 103.67%2026-09-02: 101.75%2026-09-03: 99.82%2026-09-04: 104.53%2026-09-08: 119.14%2026-09-09: 111.87%2026-09-10: 115.47%2026-09-11: 106.29%2026-09-14: 114.92%2026-09-15: 124.53%2026-09-17: 126.13%2026-09-18: 109.22%2026-09-21: 115.83%2026-09-22: 112.97%2026-09-23: 114.59%2026-09-24: 113.11%2026-09-25: 118.30%2026-09-28: 115.34%2026-09-29: 115.03%2026-09-30: 115.32%2026-10-01: 110.67%2026-10-02: 112.47%2026-10-05: 105.75%2026-10-06: 104.29%2026-10-07: 104.30%2026-10-08: 118.36%2026-10-09: 110.73%2026-10-12: 126.22%2026-10-13: 116.01%2026-10-14: 138.43%2026-10-15: 149.18%2026-10-16: 112.86%2026-10-19: 114.46%2026-10-20: 111.93%2026-10-21: 117.57%2026-10-22: 118.93%2026-10-23: 124.41%2026-10-26: 120.51%2026-10-27: 122.41%2026-10-28: 121.70%2026-10-29: 112.52%2026-10-30: 131.03%Aug 17Sep 24Oct 30
53 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
122.33%
124.19%
119.30%
140.48%
111.09%
116.22%
112.48%
114.04%
112.19%
107.44%
109.40%
103.67%
101.75%
99.82%
104.53%
119.14%
111.87%
115.47%
106.29%
114.92%
124.53%
126.13%
109.22%
115.83%
112.97%
114.59%
113.11%
118.30%
115.34%
115.03%
115.32%
110.67%
112.47%
105.75%
104.29%
104.30%
118.36%
110.73%
126.22%
116.01%
138.43%
149.18%
112.86%
114.46%
111.93%
117.57%
118.93%
124.41%
120.51%
122.41%
121.70%
112.52%
131.03%