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Leverage Shares 2X Long CBRS Daily ETF CBRG

i

Market dataready · fetched 2026-11-13T19:12:16.735Z

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 · 2026-11-13T19:12:11.79337315Z

FundamentalsLeverage Shares · ready · as of 2026-11-13 · fetched 2026-11-13T19:12:16.008332+00:00

Share price$0.86
1D+0.1%
$0.73$0.78$0.83$0.88$0.945:30 AM6:30 AM9:00 AM1:00 PMCBRG
Sold putSold call

Leverage Shares 2X Long CBRS Daily ETF options

Live interpolated CBRG call and put midpoint premiums by absolute delta.Leverage Shares 2X Long CBRS Daily ETF$0.00$0.37$0.73$1.10$1.46$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECBRG PRICE$0.04$0.05$0.06$0.07$0.07$0.28$0.48$0.67$0.87$1.06$1.36
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.73380.7%107.1%
25Δ1.56352.5%87.3%
30Δ1.38324.3%67.5%
35Δ1.20296.1%47.7%
40Δ1.02267.9%27.8%
45Δ
50Δ
55Δ1.04338.3%12.2%
60Δ1.24378.3%11.0%
65Δ1.44418.3%9.8%
70Δ1.65458.3%8.6%
75Δ1.85498.2%7.4%
80Δ2.16534.8%6.1%

20Δ

Calls
Pseudo strike
1.73
IV
380.7%
B/E move
107.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.56
IV
352.5%
B/E move
87.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
1.38
IV
324.3%
B/E move
67.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.20
IV
296.1%
B/E move
47.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
1.02
IV
267.9%
B/E move
27.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.04
IV
338.3%
B/E move
12.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.24
IV
378.3%
B/E move
11.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.44
IV
418.3%
B/E move
9.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.65
IV
458.3%
B/E move
8.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.85
IV
498.2%
B/E move
7.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.16
IV
534.8%
B/E move
6.1%

Options history

IV · four-Friday blend276.47%
Daily EOD
CBRG270.1%316.4%362.8%2026-10-22: 310.38%2026-10-26: 333.18%2026-10-27: 356.39%2026-10-30: 276.47%Oct 22Oct 26Oct 30
4 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
310.38%
333.18%
356.39%
276.47%