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Tema Memory ETF DISK

i

Market dataready · fetched 2026-11-12T02:27:09.816Z

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 · 2026-11-12T01:00:00.139138364Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:27:09.452705+00:00

Share price$26.20
1D+5.1%
AH$23.75$24.59$25.44$26.29$27.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDISK
Sold putSold callAH

Tema Memory ETF options

Live interpolated DISK call and put midpoint premiums by absolute delta.Tema Memory ETF$0.21$1.32$2.42$3.52$4.62$19.15$22.78$26.40$30.03$33.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DISK spot · $26.20DISK PRICE$0.33$0.42$0.51$0.65$0.79$0.98$1.20$1.41$1.70$2.00$2.67$3.49$4.30$0.49$0.59$0.68$0.80$0.94$1.08$1.25$1.42$1.61$1.85$2.08$2.39$2.77
PutsCheap0.55×
CallsCheap0.55×
SkewBullish-5.15 pp
Implied moveBearish±$2.45
TiltBullish6.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.2377.1%12.9%22.26115.8%16.9%
25Δ28.5573.3%10.6%23.36100.5%13.1%
30Δ27.9168.3%8.5%24.4585.2%9.3%
35Δ27.5369.8%7.6%25.2076.5%6.8%
40Δ27.1571.3%6.7%25.6174.5%5.8%
45Δ26.7773.8%5.9%26.0272.4%4.8%
50Δ26.4076.9%5.3%26.3870.6%4.1%
55Δ26.0280.0%4.7%26.7368.7%3.4%
60Δ25.5782.7%4.1%27.0967.1%2.7%
65Δ25.1285.3%3.5%27.4566.0%2.3%
70Δ24.3191.8%3.0%27.8265.0%1.8%
75Δ23.3799.7%2.5%28.2464.3%1.3%
80Δ22.43107.6%2.0%28.7264.0%1.0%

20Δ

Calls
Pseudo strike
29.23
IV
77.1%
B/E move
12.9%
Puts
Pseudo strike
22.26
IV
115.8%
B/E move
16.9%

25Δ

Calls
Pseudo strike
28.55
IV
73.3%
B/E move
10.6%
Puts
Pseudo strike
23.36
IV
100.5%
B/E move
13.1%

30Δ

Calls
Pseudo strike
27.91
IV
68.3%
B/E move
8.5%
Puts
Pseudo strike
24.45
IV
85.2%
B/E move
9.3%

35Δ

Calls
Pseudo strike
27.53
IV
69.8%
B/E move
7.6%
Puts
Pseudo strike
25.20
IV
76.5%
B/E move
6.8%

40Δ

Calls
Pseudo strike
27.15
IV
71.3%
B/E move
6.7%
Puts
Pseudo strike
25.61
IV
74.5%
B/E move
5.8%

45Δ

Calls
Pseudo strike
26.77
IV
73.8%
B/E move
5.9%
Puts
Pseudo strike
26.02
IV
72.4%
B/E move
4.8%

50Δ

Calls
Pseudo strike
26.40
IV
76.9%
B/E move
5.3%
Puts
Pseudo strike
26.38
IV
70.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
26.02
IV
80.0%
B/E move
4.7%
Puts
Pseudo strike
26.73
IV
68.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
25.57
IV
82.7%
B/E move
4.1%
Puts
Pseudo strike
27.09
IV
67.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
25.12
IV
85.3%
B/E move
3.5%
Puts
Pseudo strike
27.45
IV
66.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
24.31
IV
91.8%
B/E move
3.0%
Puts
Pseudo strike
27.82
IV
65.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
23.37
IV
99.7%
B/E move
2.5%
Puts
Pseudo strike
28.24
IV
64.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
22.43
IV
107.6%
B/E move
2.0%
Puts
Pseudo strike
28.72
IV
64.0%
B/E move
1.0%

Options history

IV · four-Friday blend60.07%
Daily EOD
DISK53.8%57.2%60.5%2026-10-19: 54.24%2026-10-20: 54.58%2026-10-21: 54.35%2026-10-22: 57.94%2026-10-23: 56.62%2026-10-26: 56.54%2026-10-27: 55.60%2026-10-28: 56.17%2026-10-29: 54.94%2026-10-30: 60.07%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.24%
54.58%
54.35%
57.94%
56.62%
56.54%
55.60%
56.17%
54.94%
60.07%