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Tema Photonics & Optical ETF LAZR

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Market datapartial · fetched 2026-10-22T23:12:06.305Z

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 · 2026-10-22T22:30:00.001379855Z

FundamentalsAlpha Vantage · unavailable

Share price$33.44
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$0.50$2.43$4.36$6.29$8.22$22.25$29.71$37.17$44.63$52.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LAZR spot · $33.44LAZR PRICE$0.71$0.97$1.15$1.38$1.76$1.99$2.47$2.96$3.45$3.95$4.44$5.09$6.16$0.85$1.04$1.42$1.80$2.19$2.57$2.95$3.33$3.96$4.61$5.24$6.59$7.66
PutsCheap0.78×
CallsFair0.96×
SkewBullish-4.02 pp
Implied moveBearish±$5.42
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.7673.2%24.0%27.5882.8%20.1%
25Δ39.7877.1%21.9%30.0866.4%13.1%
30Δ38.0070.9%17.1%30.9066.4%11.9%
35Δ36.7868.1%14.1%31.7166.5%10.6%
40Δ36.1073.4%13.2%32.5266.5%9.3%
45Δ35.0669.7%10.8%33.3366.6%8.0%
50Δ34.1770.4%9.5%34.1566.7%6.7%
55Δ33.2971.4%8.4%34.9666.7%5.4%
60Δ32.4072.4%7.2%35.8767.9%4.6%
65Δ31.5273.4%6.1%36.7968.0%3.7%
70Δ30.6474.4%4.9%37.7167.0%2.9%
75Δ29.6475.5%3.9%39.2471.6%2.4%
80Δ28.3076.5%3.1%40.5471.2%1.7%

20Δ

Calls
Pseudo strike
40.76
IV
73.2%
B/E move
24.0%
Puts
Pseudo strike
27.58
IV
82.8%
B/E move
20.1%

25Δ

Calls
Pseudo strike
39.78
IV
77.1%
B/E move
21.9%
Puts
Pseudo strike
30.08
IV
66.4%
B/E move
13.1%

30Δ

Calls
Pseudo strike
38.00
IV
70.9%
B/E move
17.1%
Puts
Pseudo strike
30.90
IV
66.4%
B/E move
11.9%

35Δ

Calls
Pseudo strike
36.78
IV
68.1%
B/E move
14.1%
Puts
Pseudo strike
31.71
IV
66.5%
B/E move
10.6%

40Δ

Calls
Pseudo strike
36.10
IV
73.4%
B/E move
13.2%
Puts
Pseudo strike
32.52
IV
66.5%
B/E move
9.3%

45Δ

Calls
Pseudo strike
35.06
IV
69.7%
B/E move
10.8%
Puts
Pseudo strike
33.33
IV
66.6%
B/E move
8.0%

50Δ

Calls
Pseudo strike
34.17
IV
70.4%
B/E move
9.5%
Puts
Pseudo strike
34.15
IV
66.7%
B/E move
6.7%

55Δ

Calls
Pseudo strike
33.29
IV
71.4%
B/E move
8.4%
Puts
Pseudo strike
34.96
IV
66.7%
B/E move
5.4%

60Δ

Calls
Pseudo strike
32.40
IV
72.4%
B/E move
7.2%
Puts
Pseudo strike
35.87
IV
67.9%
B/E move
4.6%

65Δ

Calls
Pseudo strike
31.52
IV
73.4%
B/E move
6.1%
Puts
Pseudo strike
36.79
IV
68.0%
B/E move
3.7%

70Δ

Calls
Pseudo strike
30.64
IV
74.4%
B/E move
4.9%
Puts
Pseudo strike
37.71
IV
67.0%
B/E move
2.9%

75Δ

Calls
Pseudo strike
29.64
IV
75.5%
B/E move
3.9%
Puts
Pseudo strike
39.24
IV
71.6%
B/E move
2.4%

80Δ

Calls
Pseudo strike
28.30
IV
76.5%
B/E move
3.1%
Puts
Pseudo strike
40.54
IV
71.2%
B/E move
1.7%

Options history

No recorded observations