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Leverage Shares 2X Long COHR Daily ETF COHH

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Market datapartial · fetched 2026-10-23T06:04:29.317Z

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 · 2026-10-23T00:00:01.595279123Z

FundamentalsAlpha Vantage · unavailable

Share price$2.67
1D-17.6%
AH$2.53$2.71$2.89$3.07$3.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOHH
Sold putSold callAH

Leverage Shares 2X Long COHR Daily ETF options

Live interpolated COHH call and put midpoint premiums by absolute delta.Leverage Shares 2X Long COHR Daily ETF$0.17$0.40$0.62$0.85$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECOHH PRICE$0.19$0.24$0.30$0.41$0.53$0.55$0.57$0.53$0.61$0.68$0.76$0.84$0.95$0.59$0.68$0.79$0.90$1.02
PutsExpensive1.84×
CallsExpensive1.93×
SkewBearish+47.68 pp
Implied move——
TiltBullish28.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.46336.5%261.6%1.91395.0%50.7%
25Δ7.79321.5%200.9%2.19346.5%43.4%
30Δ6.12306.6%140.1%2.45325.1%37.8%
35Δ7.45378.4%194.3%2.72303.7%32.1%
40Δ7.50429.1%200.7%2.98282.3%26.5%
45Δ5.45362.7%124.7%
50Δ3.85298.6%65.5%
55Δ2.98218.4%31.7%
60Δ2.78213.3%26.9%
65Δ2.58208.2%22.1%
70Δ2.37203.0%17.4%
75Δ2.17197.9%12.6%
80Δ1.94203.0%8.4%

20Δ

Calls
Pseudo strike
9.46
IV
336.5%
B/E move
261.6%
Puts
Pseudo strike
1.91
IV
395.0%
B/E move
50.7%

25Δ

Calls
Pseudo strike
7.79
IV
321.5%
B/E move
200.9%
Puts
Pseudo strike
2.19
IV
346.5%
B/E move
43.4%

30Δ

Calls
Pseudo strike
6.12
IV
306.6%
B/E move
140.1%
Puts
Pseudo strike
2.45
IV
325.1%
B/E move
37.8%

35Δ

Calls
Pseudo strike
7.45
IV
378.4%
B/E move
194.3%
Puts
Pseudo strike
2.72
IV
303.7%
B/E move
32.1%

40Δ

Calls
Pseudo strike
7.50
IV
429.1%
B/E move
200.7%
Puts
Pseudo strike
2.98
IV
282.3%
B/E move
26.5%

45Δ

Calls
Pseudo strike
5.45
IV
362.7%
B/E move
124.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.85
IV
298.6%
B/E move
65.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.98
IV
218.4%
B/E move
31.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.78
IV
213.3%
B/E move
26.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.58
IV
208.2%
B/E move
22.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.37
IV
203.0%
B/E move
17.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.17
IV
197.9%
B/E move
12.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.94
IV
203.0%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations