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Leverage Shares 2X Long COHR Daily ETF COHH

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Market datapartial · fetched 2026-11-13T18:11:29.824Z

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 · 2026-11-13T18:11:09.458872088Z

FundamentalsLeverage Shares · ready · as of 2026-11-13 · fetched 2026-11-13T18:11:28.643947+00:00

Share price$2.47
1D-20.3%
$2.32$2.53$2.74$2.95$3.165:30 AM6:30 AM9:00 AM1:00 PMCOHH
Sold putSold call

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$0.10$0.30$0.49$0.69$0.88$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECOHH PRICE$0.12$0.17$0.23$0.29$0.35$0.40$0.46$0.52$0.58$0.63$0.82
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ3.12224.3%31.1%
35Δ2.91221.0%24.7%
40Δ2.80230.3%22.6%
45Δ2.69239.6%20.5%
50Δ2.58248.9%18.4%
55Δ2.47258.2%16.3%
60Δ2.36267.6%14.2%
65Δ2.25276.9%12.1%
70Δ2.14286.2%10.0%
75Δ2.03295.5%7.9%
80Δ1.80342.0%6.3%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
3.12
IV
224.3%
B/E move
31.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
2.91
IV
221.0%
B/E move
24.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
2.80
IV
230.3%
B/E move
22.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.69
IV
239.6%
B/E move
20.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.58
IV
248.9%
B/E move
18.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.47
IV
258.2%
B/E move
16.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.36
IV
267.6%
B/E move
14.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.25
IV
276.9%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.14
IV
286.2%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.03
IV
295.5%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.80
IV
342.0%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend188.47%
Daily EOD
COHH155.8%173.3%190.9%2026-10-23: 175.38%2026-10-26: 158.23%2026-10-27: 159.67%2026-10-28: 172.61%2026-10-29: 168.52%2026-10-30: 188.47%Oct 23Oct 27Oct 30
6 observations2026-10-23 — 2026-10-30
Table
DateIV (%)
175.38%
158.23%
159.67%
172.61%
168.52%
188.47%