IntraAlpha
Create free account Start free

Tema Photonics & Optical ETF LAZR

i

Market datapartial · fetched 2026-10-22T12:44:16.387Z

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 · 2026-10-22T12:04:12.893084045Z

FundamentalsAlpha Vantage · unavailable

Share price$35.22
1D
Price history unavailable.

Tema Photonics & Optical ETF options

Live interpolated LAZR call and put midpoint premiums by absolute delta.Tema Photonics & Optical ETF$0.35$3.24$6.14$9.03$11.93$23.61$30.69$37.78$44.86$51.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LAZR spot · $35.22LAZR PRICE$0.84$1.12$1.43$1.75$2.19$2.66$3.21$3.84$4.78$5.89$6.99$8.50$11.09$0.66$0.85$1.03$1.22$1.41$1.59$1.80$2.03$2.44$2.74$2.88$3.02
PutsCheap0.50×
CallsExpensive1.37×
SkewBullish-59.64 pp
Implied moveBullish±$5.01
TiltBullish43.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.2983.6%28.1%31.0254.6%13.8%
25Δ42.6484.1%24.2%31.8352.4%12.0%
30Δ41.2885.5%21.3%32.6450.3%10.3%
35Δ39.8785.0%18.2%33.4548.1%8.5%
40Δ38.8388.7%16.5%34.2746.0%6.7%
45Δ37.7291.3%14.6%35.0543.9%5.0%
50Δ36.6094.6%13.0%35.5642.1%4.1%
55Δ35.4598.5%11.6%36.0840.7%3.3%
60Δ34.08105.3%10.3%36.6741.7%2.8%
65Δ32.59113.8%9.2%37.1540.9%2.3%
70Δ31.09122.3%8.1%37.5037.5%1.7%
75Δ29.25135.9%7.2%37.8534.2%1.1%
80Δ26.46163.3%6.6%

20Δ

Calls
Pseudo strike
44.29
IV
83.6%
B/E move
28.1%
Puts
Pseudo strike
31.02
IV
54.6%
B/E move
13.8%

25Δ

Calls
Pseudo strike
42.64
IV
84.1%
B/E move
24.2%
Puts
Pseudo strike
31.83
IV
52.4%
B/E move
12.0%

30Δ

Calls
Pseudo strike
41.28
IV
85.5%
B/E move
21.3%
Puts
Pseudo strike
32.64
IV
50.3%
B/E move
10.3%

35Δ

Calls
Pseudo strike
39.87
IV
85.0%
B/E move
18.2%
Puts
Pseudo strike
33.45
IV
48.1%
B/E move
8.5%

40Δ

Calls
Pseudo strike
38.83
IV
88.7%
B/E move
16.5%
Puts
Pseudo strike
34.27
IV
46.0%
B/E move
6.7%

45Δ

Calls
Pseudo strike
37.72
IV
91.3%
B/E move
14.6%
Puts
Pseudo strike
35.05
IV
43.9%
B/E move
5.0%

50Δ

Calls
Pseudo strike
36.60
IV
94.6%
B/E move
13.0%
Puts
Pseudo strike
35.56
IV
42.1%
B/E move
4.1%

55Δ

Calls
Pseudo strike
35.45
IV
98.5%
B/E move
11.6%
Puts
Pseudo strike
36.08
IV
40.7%
B/E move
3.3%

60Δ

Calls
Pseudo strike
34.08
IV
105.3%
B/E move
10.3%
Puts
Pseudo strike
36.67
IV
41.7%
B/E move
2.8%

65Δ

Calls
Pseudo strike
32.59
IV
113.8%
B/E move
9.2%
Puts
Pseudo strike
37.15
IV
40.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
31.09
IV
122.3%
B/E move
8.1%
Puts
Pseudo strike
37.50
IV
37.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
29.25
IV
135.9%
B/E move
7.2%
Puts
Pseudo strike
37.85
IV
34.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
26.46
IV
163.3%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations