Tema Trading & Prediction Markets ETF DICE
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Market dataready · fetched 2026-11-14T01:47:15.564Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-14T01:00:02.070588504Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-14T01:45:15.110904+00:00
Tema Trading & Prediction Markets ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 25.09 | 183.4% | 21.8% | |||
| 35Δ | 24.00 | 168.3% | 17.1% | 20.20 | 143.6% | 10.7% |
| 40Δ | 22.91 | 141.7% | 12.1% | 20.75 | 126.1% | 8.3% |
| 45Δ | 22.20 | 124.2% | 9.0% | 21.20 | 113.7% | 6.6% |
| 50Δ | 21.70 | 113.0% | 7.1% | 21.57 | 105.2% | 5.3% |
| 55Δ | 21.27 | 104.4% | 5.5% | 21.93 | 96.8% | 4.1% |
| 60Δ | 20.87 | 97.9% | 4.3% | 22.24 | 91.3% | 3.3% |
| 65Δ | 20.53 | 94.9% | 3.5% | 22.54 | 86.6% | 2.7% |
| 70Δ | 20.18 | 91.9% | 2.7% | 22.84 | 81.8% | 2.0% |
| 75Δ | 23.31 | 79.6% | 1.5% | |||
| 80Δ | 23.98 | 80.4% | 1.2% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 25.09
- IV
- 183.4%
- B/E move
- 21.8%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 24.00
- IV
- 168.3%
- B/E move
- 17.1%
- Pseudo strike
- 20.20
- IV
- 143.6%
- B/E move
- 10.7%
40Δ
- Pseudo strike
- 22.91
- IV
- 141.7%
- B/E move
- 12.1%
- Pseudo strike
- 20.75
- IV
- 126.1%
- B/E move
- 8.3%
45Δ
- Pseudo strike
- 22.20
- IV
- 124.2%
- B/E move
- 9.0%
- Pseudo strike
- 21.20
- IV
- 113.7%
- B/E move
- 6.6%
50Δ
- Pseudo strike
- 21.70
- IV
- 113.0%
- B/E move
- 7.1%
- Pseudo strike
- 21.57
- IV
- 105.2%
- B/E move
- 5.3%
55Δ
- Pseudo strike
- 21.27
- IV
- 104.4%
- B/E move
- 5.5%
- Pseudo strike
- 21.93
- IV
- 96.8%
- B/E move
- 4.1%
60Δ
- Pseudo strike
- 20.87
- IV
- 97.9%
- B/E move
- 4.3%
- Pseudo strike
- 22.24
- IV
- 91.3%
- B/E move
- 3.3%
65Δ
- Pseudo strike
- 20.53
- IV
- 94.9%
- B/E move
- 3.5%
- Pseudo strike
- 22.54
- IV
- 86.6%
- B/E move
- 2.7%
70Δ
- Pseudo strike
- 20.18
- IV
- 91.9%
- B/E move
- 2.7%
- Pseudo strike
- 22.84
- IV
- 81.8%
- B/E move
- 2.0%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 23.31
- IV
- 79.6%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 23.98
- IV
- 80.4%
- B/E move
- 1.2%
Options history
Table
| Date | IV (%) |
|---|---|
| 48.18% | |
| 49.51% | |
| 46.60% | |
| 48.16% | |
| 48.42% | |
| 49.16% | |
| 50.85% | |
| 53.64% | |
| 51.81% | |
| 48.56% |