IntraAlpha
Create free account Start free

Leverage Shares 2X Long AMAT Daily ETF AMAU

i

Market datapartial · fetched 2026-10-23T22:43:06.681Z

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 · 2026-10-23T22:30:00.392827846Z

FundamentalsAlpha Vantage · unavailable

Share price$8.09
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$0.27$1.22$2.16$3.11$4.06$3.73$7.56$11.39$15.22$19.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMAU spot · $8.09AMAU PRICE$0.37$0.55$0.60$0.62$0.71$0.83$0.93$1.03$1.18$1.39$1.60$1.80$1.98$0.65$0.37$0.54$0.71$0.88$1.10$1.34$1.59$1.85$2.12$2.49$3.15$3.79
PutsCheap0.94×
CallsExpensive1.27×
SkewBullish-21.49 pp
Implied moveBearish±$2.28
TiltBearish20.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.69183.2%86.2%5.95196.0%34.4%
25Δ14.50214.1%86.0%7.0495.5%17.6%
30Δ11.93179.2%54.8%7.32100.9%16.2%
35Δ10.36145.7%35.7%7.61106.3%14.8%
40Δ9.61135.9%27.6%7.89111.7%13.4%
45Δ9.11133.2%22.8%8.22115.3%12.0%
50Δ8.68127.8%18.8%8.58117.7%10.5%
55Δ8.26121.8%14.9%8.95120.1%9.0%
60Δ7.87119.1%11.9%9.33119.0%7.6%
65Δ7.52122.4%10.1%9.71117.3%6.2%
70Δ7.17125.7%8.4%10.18117.9%4.9%
75Δ6.83124.0%6.7%10.91125.6%4.0%
80Δ6.51117.5%4.9%11.64127.1%2.9%

20Δ

Calls
Pseudo strike
14.69
IV
183.2%
B/E move
86.2%
Puts
Pseudo strike
5.95
IV
196.0%
B/E move
34.4%

25Δ

Calls
Pseudo strike
14.50
IV
214.1%
B/E move
86.0%
Puts
Pseudo strike
7.04
IV
95.5%
B/E move
17.6%

30Δ

Calls
Pseudo strike
11.93
IV
179.2%
B/E move
54.8%
Puts
Pseudo strike
7.32
IV
100.9%
B/E move
16.2%

35Δ

Calls
Pseudo strike
10.36
IV
145.7%
B/E move
35.7%
Puts
Pseudo strike
7.61
IV
106.3%
B/E move
14.8%

40Δ

Calls
Pseudo strike
9.61
IV
135.9%
B/E move
27.6%
Puts
Pseudo strike
7.89
IV
111.7%
B/E move
13.4%

45Δ

Calls
Pseudo strike
9.11
IV
133.2%
B/E move
22.8%
Puts
Pseudo strike
8.22
IV
115.3%
B/E move
12.0%

50Δ

Calls
Pseudo strike
8.68
IV
127.8%
B/E move
18.8%
Puts
Pseudo strike
8.58
IV
117.7%
B/E move
10.5%

55Δ

Calls
Pseudo strike
8.26
IV
121.8%
B/E move
14.9%
Puts
Pseudo strike
8.95
IV
120.1%
B/E move
9.0%

60Δ

Calls
Pseudo strike
7.87
IV
119.1%
B/E move
11.9%
Puts
Pseudo strike
9.33
IV
119.0%
B/E move
7.6%

65Δ

Calls
Pseudo strike
7.52
IV
122.4%
B/E move
10.1%
Puts
Pseudo strike
9.71
IV
117.3%
B/E move
6.2%

70Δ

Calls
Pseudo strike
7.17
IV
125.7%
B/E move
8.4%
Puts
Pseudo strike
10.18
IV
117.9%
B/E move
4.9%

75Δ

Calls
Pseudo strike
6.83
IV
124.0%
B/E move
6.7%
Puts
Pseudo strike
10.91
IV
125.6%
B/E move
4.0%

80Δ

Calls
Pseudo strike
6.51
IV
117.5%
B/E move
4.9%
Puts
Pseudo strike
11.64
IV
127.1%
B/E move
2.9%

Options history

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