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Leverage Shares 2X Long AMAT Daily ETF AMAU

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Market datapartial · fetched 2026-10-23T21:27:26.548Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T20:17:11.692657267Z

FundamentalsAlpha Vantage · unavailable

Share price$8.16
1D+0.2%
AH$7.98$8.09$8.19$8.29$8.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMAU
Sold putSold callAH

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$0.25$1.31$2.37$3.44$4.50$3.78$7.60$11.41$15.23$19.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMAU spot · $8.16AMAU PRICE$0.37$0.55$0.60$0.62$0.71$0.82$0.92$1.02$1.14$1.34$1.55$1.74$1.91$0.64$0.40$0.57$0.75$0.92$1.16$1.42$1.68$1.96$2.24$2.81$3.50$4.19
PutsFair0.98×
CallsExpensive1.23×
SkewBullish-12.34 pp
Implied moveBearish±$2.34
TiltBearish25.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.59178.7%83.3%6.03192.3%34.0%
25Δ14.50211.5%84.4%7.0898.7%18.1%
30Δ11.95176.9%53.8%7.37104.5%16.7%
35Δ10.42144.0%35.3%7.66110.3%15.3%
40Δ9.64132.8%26.8%7.95116.2%13.8%
45Δ9.15129.9%22.1%8.32119.5%12.3%
50Δ8.72124.6%18.2%8.69122.4%10.8%
55Δ8.32118.3%14.5%9.08124.5%9.3%
60Δ7.94113.7%11.2%9.48123.4%7.9%
65Δ7.60116.1%9.5%9.88122.2%6.4%
70Δ7.26118.6%7.9%10.54128.3%5.3%
75Δ6.93118.4%6.2%11.31134.6%4.2%
80Δ6.64110.3%4.7%12.10136.5%3.1%

20Δ

Calls
Pseudo strike
14.59
IV
178.7%
B/E move
83.3%
Puts
Pseudo strike
6.03
IV
192.3%
B/E move
34.0%

25Δ

Calls
Pseudo strike
14.50
IV
211.5%
B/E move
84.4%
Puts
Pseudo strike
7.08
IV
98.7%
B/E move
18.1%

30Δ

Calls
Pseudo strike
11.95
IV
176.9%
B/E move
53.8%
Puts
Pseudo strike
7.37
IV
104.5%
B/E move
16.7%

35Δ

Calls
Pseudo strike
10.42
IV
144.0%
B/E move
35.3%
Puts
Pseudo strike
7.66
IV
110.3%
B/E move
15.3%

40Δ

Calls
Pseudo strike
9.64
IV
132.8%
B/E move
26.8%
Puts
Pseudo strike
7.95
IV
116.2%
B/E move
13.8%

45Δ

Calls
Pseudo strike
9.15
IV
129.9%
B/E move
22.1%
Puts
Pseudo strike
8.32
IV
119.5%
B/E move
12.3%

50Δ

Calls
Pseudo strike
8.72
IV
124.6%
B/E move
18.2%
Puts
Pseudo strike
8.69
IV
122.4%
B/E move
10.8%

55Δ

Calls
Pseudo strike
8.32
IV
118.3%
B/E move
14.5%
Puts
Pseudo strike
9.08
IV
124.5%
B/E move
9.3%

60Δ

Calls
Pseudo strike
7.94
IV
113.7%
B/E move
11.2%
Puts
Pseudo strike
9.48
IV
123.4%
B/E move
7.9%

65Δ

Calls
Pseudo strike
7.60
IV
116.1%
B/E move
9.5%
Puts
Pseudo strike
9.88
IV
122.2%
B/E move
6.4%

70Δ

Calls
Pseudo strike
7.26
IV
118.6%
B/E move
7.9%
Puts
Pseudo strike
10.54
IV
128.3%
B/E move
5.3%

75Δ

Calls
Pseudo strike
6.93
IV
118.4%
B/E move
6.2%
Puts
Pseudo strike
11.31
IV
134.6%
B/E move
4.2%

80Δ

Calls
Pseudo strike
6.64
IV
110.3%
B/E move
4.7%
Puts
Pseudo strike
12.10
IV
136.5%
B/E move
3.1%

Options history

AMAU175.68184.15192.612026-10-21: 191.45%2026-10-22: 176.84%Oct 21Oct 22
Table
DateIV
191.45%
176.84%