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Tema Photonics & Optical ETF LAZR

i

Market dataready · fetched 2026-11-11T15:39:39.876Z

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 · 2026-11-11T15:39:18.680372321Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:39:39.443356+00:00

Share price$31.79
1D+1.7%
$30.13$30.57$31.02$31.47$31.915:30 AM6:30 AM9:00 AM1:00 PMLAZR
Sold putSold call

Tema Photonics & Optical ETF options

Live interpolated LAZR call and put midpoint premiums by absolute delta.Tema Photonics & Optical ETF$0.22$1.51$2.80$4.09$5.38$22.68$27.45$32.21$36.97$41.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LAZR spot · $31.79LAZR PRICE$0.36$0.54$0.73$0.91$1.10$1.28$1.47$1.65$1.84$2.02$2.21$0.71$0.89$1.06$1.33$1.69$2.05$2.41$2.76$3.12$3.48$3.84$4.42$5.01
PutsCheap0.69×
Calls——
Skew——
Implied moveBearish±$3.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.9866.2%11.2%27.15118.7%16.8%
25Δ34.5166.0%10.3%28.29111.0%13.8%
30Δ34.0565.8%9.4%29.44103.4%10.7%
35Δ33.5965.5%8.5%30.3299.2%8.8%
40Δ33.1365.3%7.7%30.9698.6%7.9%
45Δ32.6765.1%6.8%31.6097.9%7.0%
50Δ32.2064.9%5.9%32.2497.2%6.1%
55Δ31.7464.6%5.0%32.8896.5%5.3%
60Δ31.2864.4%4.2%33.5295.8%4.4%
65Δ30.8264.2%3.3%34.1695.1%3.5%
70Δ30.3564.0%2.4%34.8094.4%2.6%
75Δ35.5894.6%2.0%
80Δ36.3592.3%1.4%

20Δ

Calls
Pseudo strike
34.98
IV
66.2%
B/E move
11.2%
Puts
Pseudo strike
27.15
IV
118.7%
B/E move
16.8%

25Δ

Calls
Pseudo strike
34.51
IV
66.0%
B/E move
10.3%
Puts
Pseudo strike
28.29
IV
111.0%
B/E move
13.8%

30Δ

Calls
Pseudo strike
34.05
IV
65.8%
B/E move
9.4%
Puts
Pseudo strike
29.44
IV
103.4%
B/E move
10.7%

35Δ

Calls
Pseudo strike
33.59
IV
65.5%
B/E move
8.5%
Puts
Pseudo strike
30.32
IV
99.2%
B/E move
8.8%

40Δ

Calls
Pseudo strike
33.13
IV
65.3%
B/E move
7.7%
Puts
Pseudo strike
30.96
IV
98.6%
B/E move
7.9%

45Δ

Calls
Pseudo strike
32.67
IV
65.1%
B/E move
6.8%
Puts
Pseudo strike
31.60
IV
97.9%
B/E move
7.0%

50Δ

Calls
Pseudo strike
32.20
IV
64.9%
B/E move
5.9%
Puts
Pseudo strike
32.24
IV
97.2%
B/E move
6.1%

55Δ

Calls
Pseudo strike
31.74
IV
64.6%
B/E move
5.0%
Puts
Pseudo strike
32.88
IV
96.5%
B/E move
5.3%

60Δ

Calls
Pseudo strike
31.28
IV
64.4%
B/E move
4.2%
Puts
Pseudo strike
33.52
IV
95.8%
B/E move
4.4%

65Δ

Calls
Pseudo strike
30.82
IV
64.2%
B/E move
3.3%
Puts
Pseudo strike
34.16
IV
95.1%
B/E move
3.5%

70Δ

Calls
Pseudo strike
30.35
IV
64.0%
B/E move
2.4%
Puts
Pseudo strike
34.80
IV
94.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.58
IV
94.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.35
IV
92.3%
B/E move
1.4%

Options history

IV · four-Friday blend67.24%
Daily EOD
LAZR60.5%64.1%67.7%2026-10-19: 63.23%2026-10-20: 62.73%2026-10-21: 61.00%2026-10-22: 65.04%2026-10-23: 64.87%2026-10-26: 63.86%2026-10-27: 64.07%2026-10-28: 62.99%2026-10-29: 62.80%2026-10-30: 67.24%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
63.23%
62.73%
61.00%
65.04%
64.87%
63.86%
64.07%
62.99%
62.80%
67.24%