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TrueShares Technology, AI & Deep Learning ETF LRNZ

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Market datapartial · fetched 2026-10-22T14:50:00.488Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-22T13:30:00.094629091Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:49:06.266472+00:00

Share price$62.38
1D+0.0%
$62.35$62.36$62.38$62.40$62.415:30 AM6:30 AM9:00 AM1:00 PMLRNZ
Sold putSold call

TrueShares Technology, AI & Deep Learning ETF options

Live interpolated LRNZ call and put midpoint premiums by absolute delta.TrueShares Technology, AI & Deep Learning ETF$1.78$3.84$5.89$7.95$10.00$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELRNZ PRICE$2.01$2.62$3.24$3.85$4.47$5.09$5.70$6.32$6.94$7.55$8.22$9.41
Puts——
CallsExpensive1.05×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.2438.1%36.7%
25Δ80.6938.0%33.6%
30Δ78.1438.0%30.5%
35Δ75.5937.9%27.3%
40Δ73.0337.8%24.2%
45Δ70.4837.8%21.1%
50Δ67.9337.7%18.0%
55Δ65.3737.7%14.9%
60Δ62.8237.6%11.8%
65Δ60.2737.6%8.7%
70Δ57.8037.5%5.8%
75Δ55.9637.6%4.8%
80Δ

20Δ

Calls
Pseudo strike
83.24
IV
38.1%
B/E move
36.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
80.69
IV
38.0%
B/E move
33.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
78.14
IV
38.0%
B/E move
30.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
75.59
IV
37.9%
B/E move
27.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
73.03
IV
37.8%
B/E move
24.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
70.48
IV
37.8%
B/E move
21.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
67.93
IV
37.7%
B/E move
18.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
65.37
IV
37.7%
B/E move
14.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
62.82
IV
37.6%
B/E move
11.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
60.27
IV
37.6%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
57.80
IV
37.5%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
55.96
IV
37.6%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

No recorded observations