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Tema ETF Trust Tema Heart & Health ETF HRTS

i

Market dataready · fetched 2026-11-11T14:51:26.084Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-10T21:00:00.468022561Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:51:24.804719+00:00

Share price$39.45
1D-0.3%
AH$39.26$39.30$39.34$39.37$39.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHRTS
Sold putSold callAH

Tema ETF Trust Tema Heart & Health ETF options

Live interpolated HRTS call and put midpoint premiums by absolute delta.Tema ETF Trust Tema Heart & Health ETF$0.28$1.17$2.07$2.96$3.86$34.23$36.58$38.94$41.29$43.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 —OPTION PRICELive HRTS spot · $39.45HRTS PRICE$0.38$0.38$0.44$0.64$0.83$1.02$1.16$1.25$1.35$1.44$1.53$1.63$1.72$0.38$0.42$0.49$0.56$0.63$0.70$0.77$0.84$3.04$3.60
Puts——
CallsCheap0.80×
Skew——
Implied moveBullish±$1.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.9228.0%9.7%37.0826.0%7.0%
25Δ41.7521.6%6.8%37.9021.7%5.0%
30Δ40.9018.2%4.8%38.3719.9%4.0%
35Δ40.6420.3%4.6%38.7818.4%3.1%
40Δ40.3722.3%4.4%39.1217.2%2.5%
45Δ40.1124.4%4.2%39.3716.1%2.0%
50Δ39.8424.3%3.9%39.6215.0%1.5%
55Δ39.5522.8%3.4%39.8714.0%1.1%
60Δ39.2721.2%3.0%
65Δ38.9919.7%2.5%
70Δ38.7118.1%2.0%
75Δ38.4316.6%1.5%42.1827.1%0.8%
80Δ38.1515.0%1.1%42.8526.9%0.5%

20Δ

Calls
Pseudo strike
42.92
IV
28.0%
B/E move
9.7%
Puts
Pseudo strike
37.08
IV
26.0%
B/E move
7.0%

25Δ

Calls
Pseudo strike
41.75
IV
21.6%
B/E move
6.8%
Puts
Pseudo strike
37.90
IV
21.7%
B/E move
5.0%

30Δ

Calls
Pseudo strike
40.90
IV
18.2%
B/E move
4.8%
Puts
Pseudo strike
38.37
IV
19.9%
B/E move
4.0%

35Δ

Calls
Pseudo strike
40.64
IV
20.3%
B/E move
4.6%
Puts
Pseudo strike
38.78
IV
18.4%
B/E move
3.1%

40Δ

Calls
Pseudo strike
40.37
IV
22.3%
B/E move
4.4%
Puts
Pseudo strike
39.12
IV
17.2%
B/E move
2.5%

45Δ

Calls
Pseudo strike
40.11
IV
24.4%
B/E move
4.2%
Puts
Pseudo strike
39.37
IV
16.1%
B/E move
2.0%

50Δ

Calls
Pseudo strike
39.84
IV
24.3%
B/E move
3.9%
Puts
Pseudo strike
39.62
IV
15.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
39.55
IV
22.8%
B/E move
3.4%
Puts
Pseudo strike
39.87
IV
14.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
39.27
IV
21.2%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
38.99
IV
19.7%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
38.71
IV
18.1%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
38.43
IV
16.6%
B/E move
1.5%
Puts
Pseudo strike
42.18
IV
27.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
38.15
IV
15.0%
B/E move
1.1%
Puts
Pseudo strike
42.85
IV
26.9%
B/E move
0.5%

Options history

IV · four-Friday blend21.58%
Daily close
HRTS17.7%34.6%51.4%2026-08-13: 25.46%2026-08-14: 28.18%2026-08-17: 34.99%2026-08-18: 32.94%2026-08-19: 38.09%2026-08-20: 49.09%2026-08-21: 22.46%2026-08-24: 23.23%2026-08-25: 22.58%2026-08-26: 24.62%2026-08-27: 22.93%2026-08-28: 23.98%2026-08-31: 24.43%2026-09-01: 27.29%2026-09-02: 24.24%2026-09-03: 24.21%2026-09-04: 25.31%2026-09-08: 26.58%2026-09-09: 27.64%2026-09-10: 31.04%2026-09-11: 29.82%2026-09-14: 32.17%2026-09-15: 35.78%2026-09-16: 37.57%2026-09-17: 48.86%2026-09-18: 21.88%2026-09-21: 20.29%2026-09-22: 22.80%2026-09-23: 22.77%2026-09-24: 20.02%2026-09-25: 21.95%2026-09-28: 24.57%2026-09-29: 20.34%2026-09-30: 22.20%2026-10-01: 22.50%2026-10-02: 22.99%2026-10-05: 23.85%2026-10-06: 24.22%2026-10-07: 25.98%2026-10-09: 26.08%2026-10-12: 27.98%2026-10-14: 33.91%2026-10-15: 44.46%2026-10-16: 22.53%2026-10-19: 20.45%2026-10-20: 20.91%2026-10-21: 20.18%2026-10-22: 20.52%2026-10-23: 22.28%2026-10-26: 22.81%2026-10-27: 21.61%2026-10-28: 22.27%2026-10-29: 25.09%2026-10-30: 21.58%Aug 13Sep 21Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
25.46%
28.18%
34.99%
32.94%
38.09%
49.09%
22.46%
23.23%
22.58%
24.62%
22.93%
23.98%
24.43%
27.29%
24.24%
24.21%
25.31%
26.58%
27.64%
31.04%
29.82%
32.17%
35.78%
37.57%
48.86%
21.88%
20.29%
22.80%
22.77%
20.02%
21.95%
24.57%
20.34%
22.20%
22.50%
22.99%
23.85%
24.22%
25.98%
26.08%
27.98%
33.91%
44.46%
22.53%
20.45%
20.91%
20.18%
20.52%
22.28%
22.81%
21.61%
22.27%
25.09%
21.58%