Share price$7.49
1D+0.1%
Sold putSold call
Leverage Shares 2X Long CAT Daily ETF CATG
i
Market datapartial · fetched 2026-10-23T12:52:45.355Z
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 · 2026-10-23T12:45:39.158385734Z
FundamentalsAlpha Vantage · unavailable
Leverage Shares 2X Long CAT Daily ETF options
PutsExpensive1.19×
CallsExpensive1.78×
SkewBullish-20.61 pp
Implied moveBearish±$1.84
TiltBearish8.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.50 | 191.6% | 34.3% | |||
| 25Δ | 13.87 | 222.9% | 92.1% | 6.10 | 160.1% | 26.9% |
| 30Δ | 10.95 | 175.5% | 53.6% | 6.42 | 149.0% | 23.6% |
| 35Δ | 9.78 | 152.9% | 38.6% | 6.75 | 137.9% | 20.3% |
| 40Δ | 9.16 | 142.5% | 31.4% | 7.07 | 126.8% | 17.0% |
| 45Δ | 8.55 | 132.1% | 24.3% | 7.40 | 115.6% | 13.7% |
| 50Δ | 7.97 | 122.1% | 17.5% | 7.72 | 104.5% | 10.4% |
| 55Δ | 7.65 | 116.8% | 14.5% | 8.03 | 94.4% | 7.4% |
| 60Δ | 7.33 | 111.5% | 11.5% | 8.25 | 90.4% | 6.2% |
| 65Δ | 7.01 | 106.2% | 8.5% | 8.47 | 86.5% | 5.0% |
| 70Δ | 6.68 | 110.0% | 7.2% | 8.69 | 82.5% | 3.9% |
| 75Δ | 6.35 | 113.9% | 5.9% | 8.91 | 78.6% | 2.7% |
| 80Δ | 6.02 | 117.9% | 4.5% | 9.16 | 73.9% | 1.8% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.50
- IV
- 191.6%
- B/E move
- 34.3%
25Δ
- Pseudo strike
- 13.87
- IV
- 222.9%
- B/E move
- 92.1%
- Pseudo strike
- 6.10
- IV
- 160.1%
- B/E move
- 26.9%
30Δ
- Pseudo strike
- 10.95
- IV
- 175.5%
- B/E move
- 53.6%
- Pseudo strike
- 6.42
- IV
- 149.0%
- B/E move
- 23.6%
35Δ
- Pseudo strike
- 9.78
- IV
- 152.9%
- B/E move
- 38.6%
- Pseudo strike
- 6.75
- IV
- 137.9%
- B/E move
- 20.3%
40Δ
- Pseudo strike
- 9.16
- IV
- 142.5%
- B/E move
- 31.4%
- Pseudo strike
- 7.07
- IV
- 126.8%
- B/E move
- 17.0%
45Δ
- Pseudo strike
- 8.55
- IV
- 132.1%
- B/E move
- 24.3%
- Pseudo strike
- 7.40
- IV
- 115.6%
- B/E move
- 13.7%
50Δ
- Pseudo strike
- 7.97
- IV
- 122.1%
- B/E move
- 17.5%
- Pseudo strike
- 7.72
- IV
- 104.5%
- B/E move
- 10.4%
55Δ
- Pseudo strike
- 7.65
- IV
- 116.8%
- B/E move
- 14.5%
- Pseudo strike
- 8.03
- IV
- 94.4%
- B/E move
- 7.4%
60Δ
- Pseudo strike
- 7.33
- IV
- 111.5%
- B/E move
- 11.5%
- Pseudo strike
- 8.25
- IV
- 90.4%
- B/E move
- 6.2%
65Δ
- Pseudo strike
- 7.01
- IV
- 106.2%
- B/E move
- 8.5%
- Pseudo strike
- 8.47
- IV
- 86.5%
- B/E move
- 5.0%
70Δ
- Pseudo strike
- 6.68
- IV
- 110.0%
- B/E move
- 7.2%
- Pseudo strike
- 8.69
- IV
- 82.5%
- B/E move
- 3.9%
75Δ
- Pseudo strike
- 6.35
- IV
- 113.9%
- B/E move
- 5.9%
- Pseudo strike
- 8.91
- IV
- 78.6%
- B/E move
- 2.7%
80Δ
- Pseudo strike
- 6.02
- IV
- 117.9%
- B/E move
- 4.5%
- Pseudo strike
- 9.16
- IV
- 73.9%
- B/E move
- 1.8%
Options history
Table
| Date | IV |
|---|---|
| 186.06% | |
| 146.42% |