IntraAlpha
Create free account Start free

TrueShares Technology, AI & Deep Learning ETF LRNZ

i

Market dataready · fetched 2026-10-24T04:29:09.964Z

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 · 2026-10-24T00:00:04.466343692Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:29:10.063505+00:00

Share price$62.21
1D-0.2%
AH$62.18$62.22$62.27$62.31$62.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLRNZ
Sold putSold callAH

TrueShares Technology, AI & Deep Learning ETF options

Live interpolated LRNZ call and put midpoint premiums by absolute delta.TrueShares Technology, AI & Deep Learning ETF$1.43$1.72$2.02$2.31$2.61$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELRNZ PRICE$1.46$1.55$1.68$1.86$2.06$2.26$1.60$1.74$1.93$2.12$2.30$2.53
PutsExpensive1.71×
CallsExpensive2.38×
SkewBullish-3.02 pp
Implied move——
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.3485.3%28.3%53.5375.6%16.5%
25Δ72.1267.0%18.4%56.4162.4%12.1%
30Δ68.4955.7%12.8%58.3354.7%9.4%
35Δ66.4349.6%9.8%59.8048.7%7.3%
40Δ64.9345.3%7.7%60.9843.8%5.7%
45Δ63.7641.6%6.1%61.9041.0%4.6%
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
78.34
IV
85.3%
B/E move
28.3%
Puts
Pseudo strike
53.53
IV
75.6%
B/E move
16.5%

25Δ

Calls
Pseudo strike
72.12
IV
67.0%
B/E move
18.4%
Puts
Pseudo strike
56.41
IV
62.4%
B/E move
12.1%

30Δ

Calls
Pseudo strike
68.49
IV
55.7%
B/E move
12.8%
Puts
Pseudo strike
58.33
IV
54.7%
B/E move
9.4%

35Δ

Calls
Pseudo strike
66.43
IV
49.6%
B/E move
9.8%
Puts
Pseudo strike
59.80
IV
48.7%
B/E move
7.3%

40Δ

Calls
Pseudo strike
64.93
IV
45.3%
B/E move
7.7%
Puts
Pseudo strike
60.98
IV
43.8%
B/E move
5.7%

45Δ

Calls
Pseudo strike
63.76
IV
41.6%
B/E move
6.1%
Puts
Pseudo strike
61.90
IV
41.0%
B/E move
4.6%

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

Calls
Pseudo strike
IV
B/E move
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