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Leverage Shares 2X Long CIEN Daily ETF CIEG

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Market datapartial · fetched 2026-10-23T04:12:48.106Z

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 · 2026-10-23T00:00:01.537740695Z

FundamentalsAlpha Vantage · unavailable

Share price$3.16
1D-13.0%
AH$3.09$3.24$3.40$3.55$3.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCIEG
Sold putSold callAH

Leverage Shares 2X Long CIEN Daily ETF options

Live interpolated CIEG call and put midpoint premiums by absolute delta.Leverage Shares 2X Long CIEN Daily ETF$0.39$0.61$0.83$1.05$1.27$1.07$2.60$4.13$5.65$7.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CIEG spot · $3.16CIEG PRICE$0.45$0.57$0.62$0.65$0.68$0.73$0.89$1.05$1.21$0.50$0.47$0.44$0.41$0.45$0.52$0.59$0.67$0.74$0.81$0.88
PutsFair1.03×
CallsExpensive1.60×
SkewBullish-61.63 pp
Implied moveBullish±$1.22
TiltBullish2.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.16333.2%47.6%
25Δ2.41276.4%38.7%
30Δ2.66219.7%29.8%
35Δ2.91162.9%21.0%
40Δ5.56272.6%90.4%3.08139.0%16.5%
45Δ4.85285.2%71.6%3.22134.0%14.6%
50Δ4.52273.5%62.7%3.35129.0%12.7%
55Δ3.98241.1%46.5%3.48124.0%10.9%
60Δ3.44208.6%30.4%3.62119.0%9.0%
65Δ2.96183.8%16.7%3.75114.0%7.1%
70Δ2.72193.9%14.2%3.88109.0%5.2%
75Δ2.48204.0%11.8%
80Δ2.25214.1%9.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.16
IV
333.2%
B/E move
47.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.41
IV
276.4%
B/E move
38.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.66
IV
219.7%
B/E move
29.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.91
IV
162.9%
B/E move
21.0%

40Δ

Calls
Pseudo strike
5.56
IV
272.6%
B/E move
90.4%
Puts
Pseudo strike
3.08
IV
139.0%
B/E move
16.5%

45Δ

Calls
Pseudo strike
4.85
IV
285.2%
B/E move
71.6%
Puts
Pseudo strike
3.22
IV
134.0%
B/E move
14.6%

50Δ

Calls
Pseudo strike
4.52
IV
273.5%
B/E move
62.7%
Puts
Pseudo strike
3.35
IV
129.0%
B/E move
12.7%

55Δ

Calls
Pseudo strike
3.98
IV
241.1%
B/E move
46.5%
Puts
Pseudo strike
3.48
IV
124.0%
B/E move
10.9%

60Δ

Calls
Pseudo strike
3.44
IV
208.6%
B/E move
30.4%
Puts
Pseudo strike
3.62
IV
119.0%
B/E move
9.0%

65Δ

Calls
Pseudo strike
2.96
IV
183.8%
B/E move
16.7%
Puts
Pseudo strike
3.75
IV
114.0%
B/E move
7.1%

70Δ

Calls
Pseudo strike
2.72
IV
193.9%
B/E move
14.2%
Puts
Pseudo strike
3.88
IV
109.0%
B/E move
5.2%

75Δ

Calls
Pseudo strike
2.48
IV
204.0%
B/E move
11.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.25
IV
214.1%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations