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Tema Photonics & Optical ETF LAZR

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Market datapartial · fetched 2026-10-22T23:32:41.230Z

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 · 2026-10-22T23:16:38.369423586Z

FundamentalsAlpha Vantage · unavailable

Share price$33.56
1D-3.5%
AH$32.97$33.58$34.18$34.78$35.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLAZR
Sold putSold callAH

Tema Photonics & Optical ETF options

Live interpolated LAZR call and put midpoint premiums by absolute delta.Tema Photonics & Optical ETF$0.48$2.56$4.64$6.72$8.80$22.35$29.78$37.21$44.65$52.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LAZR spot · $33.56LAZR PRICE$0.70$0.97$1.14$1.35$1.74$1.97$2.41$2.89$3.37$3.86$4.34$4.84$5.85$0.86$1.07$1.46$1.85$2.24$2.63$3.02$3.46$4.11$4.79$5.45$6.93$8.20
PutsCheap0.80×
CallsCheap0.93×
SkewNeutral-0.19 pp
Implied moveBearish±$5.43
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.7872.1%23.6%27.7482.6%19.9%
25Δ39.8876.7%21.7%30.1467.4%13.4%
30Δ38.0669.9%16.8%30.9867.6%12.0%
35Δ36.8266.6%13.7%31.8167.8%10.7%
40Δ36.1571.7%12.9%32.6467.9%9.4%
45Δ35.1668.7%10.6%33.4768.1%8.1%
50Δ34.2768.6%9.3%34.3068.3%6.8%
55Δ33.4169.3%8.2%35.1568.7%5.6%
60Δ32.5470.1%7.0%36.0970.1%4.7%
65Δ31.6870.8%5.9%37.0570.2%3.9%
70Δ30.8271.5%4.8%38.0069.2%3.0%
75Δ29.9572.2%3.7%39.6674.5%2.5%
80Δ28.6971.6%2.9%41.1775.2%1.8%

20Δ

Calls
Pseudo strike
40.78
IV
72.1%
B/E move
23.6%
Puts
Pseudo strike
27.74
IV
82.6%
B/E move
19.9%

25Δ

Calls
Pseudo strike
39.88
IV
76.7%
B/E move
21.7%
Puts
Pseudo strike
30.14
IV
67.4%
B/E move
13.4%

30Δ

Calls
Pseudo strike
38.06
IV
69.9%
B/E move
16.8%
Puts
Pseudo strike
30.98
IV
67.6%
B/E move
12.0%

35Δ

Calls
Pseudo strike
36.82
IV
66.6%
B/E move
13.7%
Puts
Pseudo strike
31.81
IV
67.8%
B/E move
10.7%

40Δ

Calls
Pseudo strike
36.15
IV
71.7%
B/E move
12.9%
Puts
Pseudo strike
32.64
IV
67.9%
B/E move
9.4%

45Δ

Calls
Pseudo strike
35.16
IV
68.7%
B/E move
10.6%
Puts
Pseudo strike
33.47
IV
68.1%
B/E move
8.1%

50Δ

Calls
Pseudo strike
34.27
IV
68.6%
B/E move
9.3%
Puts
Pseudo strike
34.30
IV
68.3%
B/E move
6.8%

55Δ

Calls
Pseudo strike
33.41
IV
69.3%
B/E move
8.2%
Puts
Pseudo strike
35.15
IV
68.7%
B/E move
5.6%

60Δ

Calls
Pseudo strike
32.54
IV
70.1%
B/E move
7.0%
Puts
Pseudo strike
36.09
IV
70.1%
B/E move
4.7%

65Δ

Calls
Pseudo strike
31.68
IV
70.8%
B/E move
5.9%
Puts
Pseudo strike
37.05
IV
70.2%
B/E move
3.9%

70Δ

Calls
Pseudo strike
30.82
IV
71.5%
B/E move
4.8%
Puts
Pseudo strike
38.00
IV
69.2%
B/E move
3.0%

75Δ

Calls
Pseudo strike
29.95
IV
72.2%
B/E move
3.7%
Puts
Pseudo strike
39.66
IV
74.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
28.69
IV
71.6%
B/E move
2.9%
Puts
Pseudo strike
41.17
IV
75.2%
B/E move
1.8%

Options history

No recorded observations