IntraAlpha
Create free account Start free

Tema Photonics & Optical ETF LAZR

i

Market datapartial · fetched 2026-10-22T16:10:55.026Z

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 · 2026-10-22T16:09:16.50075091Z

FundamentalsAlpha Vantage · unavailable

Share price$33.98
1D-3.5%
$33.66$34.08$34.50$34.92$35.345:30 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$0.54$2.43$4.32$6.22$8.11$22.59$29.96$37.32$44.69$52.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LAZR spot · $33.98LAZR PRICE$1.74$2.19$2.65$3.11$3.56$4.02$4.48$4.93$5.81$0.74$1.20$1.72$2.23$2.75$3.27$3.78$4.30$4.81$5.33$5.85$6.37$7.56
PutsCheap0.76×
CallsCheap0.90×
SkewBullish-1.21 pp
Implied moveBearish±$6.43
TiltBearish21.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.7363.0%14.7%
25Δ30.7363.5%13.1%
30Δ31.6264.3%12.0%
35Δ32.5165.2%10.9%
40Δ36.2864.7%11.9%33.4066.1%9.8%
45Δ35.4365.7%10.7%34.2966.9%8.7%
50Δ34.5766.6%9.5%35.1867.8%7.6%
55Δ33.7267.5%8.4%36.0768.7%6.5%
60Δ32.8768.5%7.2%36.9669.5%5.4%
65Δ32.0269.4%6.1%37.8570.4%4.3%
70Δ31.1670.4%4.9%38.7471.3%3.2%
75Δ30.3171.3%3.7%39.5868.7%2.3%
80Δ29.1471.3%2.8%41.0167.8%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.73
IV
63.0%
B/E move
14.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.73
IV
63.5%
B/E move
13.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.62
IV
64.3%
B/E move
12.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.51
IV
65.2%
B/E move
10.9%

40Δ

Calls
Pseudo strike
36.28
IV
64.7%
B/E move
11.9%
Puts
Pseudo strike
33.40
IV
66.1%
B/E move
9.8%

45Δ

Calls
Pseudo strike
35.43
IV
65.7%
B/E move
10.7%
Puts
Pseudo strike
34.29
IV
66.9%
B/E move
8.7%

50Δ

Calls
Pseudo strike
34.57
IV
66.6%
B/E move
9.5%
Puts
Pseudo strike
35.18
IV
67.8%
B/E move
7.6%

55Δ

Calls
Pseudo strike
33.72
IV
67.5%
B/E move
8.4%
Puts
Pseudo strike
36.07
IV
68.7%
B/E move
6.5%

60Δ

Calls
Pseudo strike
32.87
IV
68.5%
B/E move
7.2%
Puts
Pseudo strike
36.96
IV
69.5%
B/E move
5.4%

65Δ

Calls
Pseudo strike
32.02
IV
69.4%
B/E move
6.1%
Puts
Pseudo strike
37.85
IV
70.4%
B/E move
4.3%

70Δ

Calls
Pseudo strike
31.16
IV
70.4%
B/E move
4.9%
Puts
Pseudo strike
38.74
IV
71.3%
B/E move
3.2%

75Δ

Calls
Pseudo strike
30.31
IV
71.3%
B/E move
3.7%
Puts
Pseudo strike
39.58
IV
68.7%
B/E move
2.3%

80Δ

Calls
Pseudo strike
29.14
IV
71.3%
B/E move
2.8%
Puts
Pseudo strike
41.01
IV
67.8%
B/E move
1.6%

Options history

No recorded observations