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TrueShares Technology, AI & Deep Learning ETF LRNZ

i

Market dataready · fetched 2026-11-11T15:53:18.422Z

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 · 2026-11-11T15:37:28.66604586Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:53:17.901354+00:00

Share price$59.51
1D+0.6%
$59.12$59.23$59.33$59.43$59.545:30 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$1.40$2.22$3.04$3.86$4.68$-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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELRNZ PRICE$2.50$3.01$3.56$1.49$1.62$1.76$1.89$2.12$2.45$2.84$3.25$3.87$4.44
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
30Δ
35Δ57.5863.3%5.7%
40Δ58.3757.8%4.6%
45Δ59.0352.9%3.8%
50Δ59.6848.1%2.9%
55Δ60.2845.9%2.3%
60Δ60.8446.1%1.9%
65Δ61.4246.1%1.6%
70Δ57.7838.9%1.3%62.0346.0%1.2%
75Δ57.1440.9%1.1%62.8047.1%1.0%
80Δ56.4641.8%0.9%63.5446.6%0.7%

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
57.58
IV
63.3%
B/E move
5.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.37
IV
57.8%
B/E move
4.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.03
IV
52.9%
B/E move
3.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.68
IV
48.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.28
IV
45.9%
B/E move
2.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.84
IV
46.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.42
IV
46.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
57.78
IV
38.9%
B/E move
1.3%
Puts
Pseudo strike
62.03
IV
46.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
57.14
IV
40.9%
B/E move
1.1%
Puts
Pseudo strike
62.80
IV
47.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
56.46
IV
41.8%
B/E move
0.9%
Puts
Pseudo strike
63.54
IV
46.6%
B/E move
0.7%

Options history

IV · four-Friday blend34.60%
Daily EOD
LRNZ29.8%35.3%40.7%2026-10-19: 30.56%2026-10-20: 39.83%2026-10-21: 32.63%2026-10-22: 39.97%2026-10-23: 39.22%2026-10-26: 32.75%2026-10-27: 32.26%2026-10-28: 33.90%2026-10-29: 31.68%2026-10-30: 34.60%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.56%
39.83%
32.63%
39.97%
39.22%
32.75%
32.26%
33.90%
31.68%
34.60%