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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 dataready · fetched 2026-10-23T04:07:30.083Z

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 · ready · fetched 2026-10-23T04:07:29.798514+00:00

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$0.97$1.57$2.16$2.75$3.35$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELRND PRICE$1.59$1.94$2.29$2.65$3.18$1.04$1.18$1.33$1.49$1.72$1.96$2.23$2.55
PutsExpensive1.28×
CallsExpensive1.84×
SkewBullish-4.13 pp
Implied move——
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ46.0323.0%2.5%
50Δ46.3722.2%2.1%
55Δ46.7221.4%1.7%
60Δ45.5822.9%2.2%47.0720.8%1.3%
65Δ45.1124.0%1.9%47.4220.5%1.0%
70Δ44.6425.1%1.7%47.7820.3%0.7%
75Δ44.1726.1%1.4%48.1620.0%0.5%
80Δ43.5327.5%1.2%48.5919.7%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
23.0%
B/E move
2.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.37
IV
22.2%
B/E move
2.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.72
IV
21.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
45.58
IV
22.9%
B/E move
2.2%
Puts
Pseudo strike
47.07
IV
20.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
45.11
IV
24.0%
B/E move
1.9%
Puts
Pseudo strike
47.42
IV
20.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
44.64
IV
25.1%
B/E move
1.7%
Puts
Pseudo strike
47.78
IV
20.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
44.17
IV
26.1%
B/E move
1.4%
Puts
Pseudo strike
48.16
IV
20.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
43.53
IV
27.5%
B/E move
1.2%
Puts
Pseudo strike
48.59
IV
19.7%
B/E move
0.3%

Options history

No recorded observations