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New York Life Investments ETF Trust NYLIM U.S. Large Cap R&D Leaders ETF LRND

i

Market dataready · fetched 2026-11-12T15:14:59.501Z

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 · 2026-11-12T15:12:52.716432108Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:14:58.786543+00:00

Share price$44.25
1D+0.0%
$44.23$44.24$44.25$44.26$44.275:30 AM6:30 AM9:00 AM1:00 PMLRND
Sold putSold call

New York Life Investments ETF Trust NYLIM U.S. Large Cap R&D Leaders ETF options

Live interpolated LRND call and put midpoint premiums by absolute delta.New York Life Investments ETF Trust NYLIM U.S. Large Cap R&D Leaders ETF$0.43$0.80$1.17$1.54$1.91$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELRND PRICE$0.47$0.52$0.58$0.67$0.75$0.84$0.98$1.15$1.32$1.50$1.80$1.11$1.28$1.45
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ45.7938.8%4.5%
35Δ45.3034.6%3.5%
40Δ44.9031.6%2.8%
45Δ44.6430.5%2.4%
50Δ44.3729.3%2.0%
55Δ44.1128.2%1.6%
60Δ43.8527.8%1.3%
65Δ43.5928.0%1.1%
70Δ43.3328.2%0.9%45.1122.6%0.6%
75Δ43.0828.4%0.7%45.3422.0%0.4%
80Δ42.7129.1%0.6%45.5721.3%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
45.79
IV
38.8%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
45.30
IV
34.6%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
44.90
IV
31.6%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
44.64
IV
30.5%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
44.37
IV
29.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
44.11
IV
28.2%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
43.85
IV
27.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
43.59
IV
28.0%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
43.33
IV
28.2%
B/E move
0.9%
Puts
Pseudo strike
45.11
IV
22.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
43.08
IV
28.4%
B/E move
0.7%
Puts
Pseudo strike
45.34
IV
22.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
42.71
IV
29.1%
B/E move
0.6%
Puts
Pseudo strike
45.57
IV
21.3%
B/E move
0.3%

Options history

IV · four-Friday blend18.71%
Daily EOD
LRND17.8%20.5%23.2%2026-10-19: 18.39%2026-10-20: 18.37%2026-10-21: 18.20%2026-10-22: 20.17%2026-10-26: 19.35%2026-10-27: 19.40%2026-10-28: 22.83%2026-10-29: 18.71%Oct 19Oct 22Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
18.39%
18.37%
18.20%
20.17%
19.35%
19.40%
22.83%
18.71%