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Leverage Shares 2X Long CBRS Daily ETF CBRG

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Market datapartial · fetched 2026-10-23T05:16:30.753Z

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 · 2026-10-23T00:00:01.337207628Z

FundamentalsAlpha Vantage · unavailable

Share price$0.93
1D-12.4%
AH$0.91$0.95$0.98$1.02$1.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCBRG
Sold putSold callAH

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$0.06$0.27$0.48$0.68$0.89$0.05$1.11$2.18$3.24$4.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBRG spot · $0.93CBRG PRICE$0.08$0.12$0.16$0.20$0.24$0.27$0.31$0.20$0.36$0.24$0.34$0.44$0.54$0.63$0.73$0.83
PutsCheap0.88×
CallsExpensive3.85×
SkewBullish-378.39 pp
Implied moveBullish±$0.55
TiltBearish31.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.38394.4%379.8%
25Δ4.79447.8%428.4%
30Δ5.21501.1%476.9%
35Δ5.62554.5%525.5%
40Δ6.03607.9%574.1%
45Δ6.45661.2%622.7%
50Δ6.86714.6%671.3%1.05156.0%13.3%
55Δ2.11295.5%148.2%1.16156.8%11.8%
60Δ4.80654.8%455.0%1.27157.6%10.3%
65Δ1.38158.5%8.8%
70Δ1.50159.3%7.3%
75Δ1.61160.2%5.8%
80Δ1.72161.0%4.3%

20Δ

Calls
Pseudo strike
4.38
IV
394.4%
B/E move
379.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.79
IV
447.8%
B/E move
428.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
5.21
IV
501.1%
B/E move
476.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.62
IV
554.5%
B/E move
525.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.03
IV
607.9%
B/E move
574.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.45
IV
661.2%
B/E move
622.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.86
IV
714.6%
B/E move
671.3%
Puts
Pseudo strike
1.05
IV
156.0%
B/E move
13.3%

55Δ

Calls
Pseudo strike
2.11
IV
295.5%
B/E move
148.2%
Puts
Pseudo strike
1.16
IV
156.8%
B/E move
11.8%

60Δ

Calls
Pseudo strike
4.80
IV
654.8%
B/E move
455.0%
Puts
Pseudo strike
1.27
IV
157.6%
B/E move
10.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.38
IV
158.5%
B/E move
8.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.50
IV
159.3%
B/E move
7.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.61
IV
160.2%
B/E move
5.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.72
IV
161.0%
B/E move
4.3%

Options history

No recorded observations