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

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Market datapartial · fetched 2026-10-23T03:15:06.676Z

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 · 2026-10-22T20:00:00.109550196Z

FundamentalsAlpha Vantage · unavailable

Share price$46.17
1D-0.5%
AH$46.27$46.33$46.39$46.46$46.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLRND
Sold putSold callAH

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$0.98$1.56$2.15$2.74$3.33$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELRND PRICE$1.58$1.94$2.29$2.64$3.16$1.04$1.19$1.33$1.50$1.73$1.96$2.24$2.57
PutsExpensive1.27×
CallsExpensive1.80×
SkewBullish-3.88 pp
Implied move——
TiltBearish7.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ46.0322.6%2.5%
50Δ46.3821.9%2.1%
55Δ46.7321.1%1.7%
60Δ45.5922.4%2.2%47.0720.5%1.3%
65Δ45.1223.5%1.9%47.4320.2%1.0%
70Δ44.6524.5%1.7%47.7920.0%0.7%
75Δ44.1825.6%1.4%48.1819.7%0.5%
80Δ43.5526.8%1.2%48.6019.4%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
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.03
IV
22.6%
B/E move
2.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.38
IV
21.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.73
IV
21.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
45.59
IV
22.4%
B/E move
2.2%
Puts
Pseudo strike
47.07
IV
20.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
45.12
IV
23.5%
B/E move
1.9%
Puts
Pseudo strike
47.43
IV
20.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
44.65
IV
24.5%
B/E move
1.7%
Puts
Pseudo strike
47.79
IV
20.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
44.18
IV
25.6%
B/E move
1.4%
Puts
Pseudo strike
48.18
IV
19.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
43.55
IV
26.8%
B/E move
1.2%
Puts
Pseudo strike
48.60
IV
19.4%
B/E move
0.3%

Options history

No recorded observations