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Leverage Shares 2X Long ETN Daily ETF ETNG

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Market datapartial · fetched 2026-10-22T23:11:03.018Z

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 · 2026-10-22T23:03:34.758375168Z

FundamentalsAlpha Vantage · unavailable

Share price$10.00
1D-8.5%
AH$9.66$9.94$10.21$10.48$10.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMETNG
Sold putSold callAH

Leverage Shares 2X Long ETN Daily ETF options

Live interpolated ETNG call and put midpoint premiums by absolute delta.Leverage Shares 2X Long ETN Daily ETF$0.48$1.46$2.44$3.42$4.41$5.67$8.21$10.74$13.28$15.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ETNG spot · $10.00ETNG PRICE$0.58$0.64$0.73$0.81$0.88$0.97$1.06$1.22$1.40$1.58$1.82$2.07$0.69$0.77$0.87$0.98$1.09$1.24$1.47$1.71$2.00$2.33$2.80$3.43$4.12
PutsExpensive1.09×
CallsExpensive1.47×
SkewBearish+6.05 pp
Implied moveBearish±$2.44
TiltBearish26.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.48172.3%32.1%
25Δ15.73173.5%63.1%8.24147.3%25.3%
30Δ13.62147.3%42.6%8.83132.4%20.4%
35Δ12.47133.2%32.0%9.29121.7%16.9%
40Δ11.65121.8%24.6%9.70112.9%13.9%
45Δ10.96110.3%18.4%10.11106.3%11.3%
50Δ10.52103.0%14.9%10.50105.7%9.8%
55Δ10.0795.8%11.3%10.88105.2%8.2%
60Δ9.7294.6%9.4%11.31105.0%6.9%
65Δ9.3894.5%7.8%11.76105.0%5.7%
70Δ9.0494.4%6.2%12.34107.4%4.6%
75Δ8.6794.0%4.9%13.07112.4%3.7%
80Δ8.3093.4%3.7%13.86113.9%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.48
IV
172.3%
B/E move
32.1%

25Δ

Calls
Pseudo strike
15.73
IV
173.5%
B/E move
63.1%
Puts
Pseudo strike
8.24
IV
147.3%
B/E move
25.3%

30Δ

Calls
Pseudo strike
13.62
IV
147.3%
B/E move
42.6%
Puts
Pseudo strike
8.83
IV
132.4%
B/E move
20.4%

35Δ

Calls
Pseudo strike
12.47
IV
133.2%
B/E move
32.0%
Puts
Pseudo strike
9.29
IV
121.7%
B/E move
16.9%

40Δ

Calls
Pseudo strike
11.65
IV
121.8%
B/E move
24.6%
Puts
Pseudo strike
9.70
IV
112.9%
B/E move
13.9%

45Δ

Calls
Pseudo strike
10.96
IV
110.3%
B/E move
18.4%
Puts
Pseudo strike
10.11
IV
106.3%
B/E move
11.3%

50Δ

Calls
Pseudo strike
10.52
IV
103.0%
B/E move
14.9%
Puts
Pseudo strike
10.50
IV
105.7%
B/E move
9.8%

55Δ

Calls
Pseudo strike
10.07
IV
95.8%
B/E move
11.3%
Puts
Pseudo strike
10.88
IV
105.2%
B/E move
8.2%

60Δ

Calls
Pseudo strike
9.72
IV
94.6%
B/E move
9.4%
Puts
Pseudo strike
11.31
IV
105.0%
B/E move
6.9%

65Δ

Calls
Pseudo strike
9.38
IV
94.5%
B/E move
7.8%
Puts
Pseudo strike
11.76
IV
105.0%
B/E move
5.7%

70Δ

Calls
Pseudo strike
9.04
IV
94.4%
B/E move
6.2%
Puts
Pseudo strike
12.34
IV
107.4%
B/E move
4.6%

75Δ

Calls
Pseudo strike
8.67
IV
94.0%
B/E move
4.9%
Puts
Pseudo strike
13.07
IV
112.4%
B/E move
3.7%

80Δ

Calls
Pseudo strike
8.30
IV
93.4%
B/E move
3.7%
Puts
Pseudo strike
13.86
IV
113.9%
B/E move
2.7%

Options history

No recorded observations