Share price$7.62
1D-3.3%
Sold putSold callAH
Leverage Shares 2X Long CAT Daily ETF CATG
i
Market datapartial · fetched 2026-10-23T12:06:38.051Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T00:00:01.502724808Z
FundamentalsAlpha Vantage · unavailable
Leverage Shares 2X Long CAT Daily ETF options
PutsExpensive1.26×
CallsExpensive1.66×
SkewBullish-6.97 pp
Implied moveBearish±$1.88
TiltBearish17.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.60 | 190.0% | 34.1% | |||
| 25Δ | 13.85 | 217.7% | 88.7% | 6.17 | 162.5% | 27.4% |
| 30Δ | 11.00 | 171.0% | 51.6% | 6.53 | 151.0% | 23.9% |
| 35Δ | 9.82 | 147.8% | 36.8% | 6.88 | 139.4% | 20.3% |
| 40Δ | 9.24 | 137.3% | 30.1% | 7.24 | 127.8% | 16.7% |
| 45Δ | 8.67 | 126.9% | 23.5% | 7.60 | 116.3% | 13.2% |
| 50Δ | 8.09 | 116.4% | 16.8% | 7.95 | 104.7% | 9.6% |
| 55Δ | 7.75 | 109.9% | 13.5% | 8.22 | 100.4% | 7.9% |
| 60Δ | 7.46 | 104.0% | 10.9% | 8.48 | 97.2% | 6.6% |
| 65Δ | 7.17 | 98.2% | 8.2% | 8.74 | 94.0% | 5.2% |
| 70Δ | 6.88 | 95.2% | 6.1% | 9.00 | 90.8% | 3.9% |
| 75Δ | 6.58 | 96.2% | 5.0% | 9.38 | 90.2% | 3.0% |
| 80Δ | 6.28 | 97.3% | 3.8% | 9.75 | 89.5% | 2.1% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.60
- IV
- 190.0%
- B/E move
- 34.1%
25Δ
- Pseudo strike
- 13.85
- IV
- 217.7%
- B/E move
- 88.7%
- Pseudo strike
- 6.17
- IV
- 162.5%
- B/E move
- 27.4%
30Δ
- Pseudo strike
- 11.00
- IV
- 171.0%
- B/E move
- 51.6%
- Pseudo strike
- 6.53
- IV
- 151.0%
- B/E move
- 23.9%
35Δ
- Pseudo strike
- 9.82
- IV
- 147.8%
- B/E move
- 36.8%
- Pseudo strike
- 6.88
- IV
- 139.4%
- B/E move
- 20.3%
40Δ
- Pseudo strike
- 9.24
- IV
- 137.3%
- B/E move
- 30.1%
- Pseudo strike
- 7.24
- IV
- 127.8%
- B/E move
- 16.7%
45Δ
- Pseudo strike
- 8.67
- IV
- 126.9%
- B/E move
- 23.5%
- Pseudo strike
- 7.60
- IV
- 116.3%
- B/E move
- 13.2%
50Δ
- Pseudo strike
- 8.09
- IV
- 116.4%
- B/E move
- 16.8%
- Pseudo strike
- 7.95
- IV
- 104.7%
- B/E move
- 9.6%
55Δ
- Pseudo strike
- 7.75
- IV
- 109.9%
- B/E move
- 13.5%
- Pseudo strike
- 8.22
- IV
- 100.4%
- B/E move
- 7.9%
60Δ
- Pseudo strike
- 7.46
- IV
- 104.0%
- B/E move
- 10.9%
- Pseudo strike
- 8.48
- IV
- 97.2%
- B/E move
- 6.6%
65Δ
- Pseudo strike
- 7.17
- IV
- 98.2%
- B/E move
- 8.2%
- Pseudo strike
- 8.74
- IV
- 94.0%
- B/E move
- 5.2%
70Δ
- Pseudo strike
- 6.88
- IV
- 95.2%
- B/E move
- 6.1%
- Pseudo strike
- 9.00
- IV
- 90.8%
- B/E move
- 3.9%
75Δ
- Pseudo strike
- 6.58
- IV
- 96.2%
- B/E move
- 5.0%
- Pseudo strike
- 9.38
- IV
- 90.2%
- B/E move
- 3.0%
80Δ
- Pseudo strike
- 6.28
- IV
- 97.3%
- B/E move
- 3.8%
- Pseudo strike
- 9.75
- IV
- 89.5%
- B/E move
- 2.1%
Options history
Table
| Date | IV |
|---|---|
| 186.06% | |
| 146.42% |