Share price$21.64
1D+1.3%
Sold putSold call
Tema Space Innovators ETF NASA
i
Market dataready · fetched 2026-10-21T16:58:01.344Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T16:57:59.71004691Z
FundamentalsAlpha Vantage · ready
Tema Space Innovators ETF options
PutsExpensive1.12×
CallsCheap0.91×
SkewBullish-5.57 pp
Implied moveBalanced±$0.72
TiltBearish24.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.15 | 100.9% | 7.8% | 19.66 | 158.7% | 10.5% |
| 25Δ | 23.70 | 160.5% | 11.3% | 21.05 | 56.5% | 3.4% |
| 30Δ | 22.82 | 108.6% | 6.8% | 21.18 | 55.6% | 2.9% |
| 35Δ | 22.00 | 54.5% | 2.6% | 21.30 | 54.7% | 2.5% |
| 40Δ | 21.88 | 54.6% | 2.3% | 21.43 | 53.9% | 2.1% |
| 45Δ | 21.77 | 54.8% | 2.0% | 21.55 | 53.4% | 1.8% |
| 50Δ | 21.66 | 54.9% | 1.7% | 21.66 | 53.2% | 1.6% |
| 55Δ | 21.55 | 55.0% | 1.5% | 21.77 | 53.1% | 1.3% |
| 60Δ | 21.42 | 56.5% | 1.2% | 21.88 | 52.9% | 1.1% |
| 65Δ | 21.27 | 59.1% | 1.1% | 21.99 | 52.8% | 0.9% |
| 70Δ | 21.13 | 61.6% | 0.9% | 22.31 | 71.1% | 0.9% |
| 75Δ | 22.66 | 86.5% | 0.9% | |||
| 80Δ | 23.03 | 95.5% | 0.7% | |||
20Δ
- Pseudo strike
- 23.15
- IV
- 100.9%
- B/E move
- 7.8%
- Pseudo strike
- 19.66
- IV
- 158.7%
- B/E move
- 10.5%
25Δ
- Pseudo strike
- 23.70
- IV
- 160.5%
- B/E move
- 11.3%
- Pseudo strike
- 21.05
- IV
- 56.5%
- B/E move
- 3.4%
30Δ
- Pseudo strike
- 22.82
- IV
- 108.6%
- B/E move
- 6.8%
- Pseudo strike
- 21.18
- IV
- 55.6%
- B/E move
- 2.9%
35Δ
- Pseudo strike
- 22.00
- IV
- 54.5%
- B/E move
- 2.6%
- Pseudo strike
- 21.30
- IV
- 54.7%
- B/E move
- 2.5%
40Δ
- Pseudo strike
- 21.88
- IV
- 54.6%
- B/E move
- 2.3%
- Pseudo strike
- 21.43
- IV
- 53.9%
- B/E move
- 2.1%
45Δ
- Pseudo strike
- 21.77
- IV
- 54.8%
- B/E move
- 2.0%
- Pseudo strike
- 21.55
- IV
- 53.4%
- B/E move
- 1.8%
50Δ
- Pseudo strike
- 21.66
- IV
- 54.9%
- B/E move
- 1.7%
- Pseudo strike
- 21.66
- IV
- 53.2%
- B/E move
- 1.6%
55Δ
- Pseudo strike
- 21.55
- IV
- 55.0%
- B/E move
- 1.5%
- Pseudo strike
- 21.77
- IV
- 53.1%
- B/E move
- 1.3%
60Δ
- Pseudo strike
- 21.42
- IV
- 56.5%
- B/E move
- 1.2%
- Pseudo strike
- 21.88
- IV
- 52.9%
- B/E move
- 1.1%
65Δ
- Pseudo strike
- 21.27
- IV
- 59.1%
- B/E move
- 1.1%
- Pseudo strike
- 21.99
- IV
- 52.8%
- B/E move
- 0.9%
70Δ
- Pseudo strike
- 21.13
- IV
- 61.6%
- B/E move
- 0.9%
- Pseudo strike
- 22.31
- IV
- 71.1%
- B/E move
- 0.9%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 22.66
- IV
- 86.5%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 23.03
- IV
- 95.5%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 47.35% | |
| 58.76% |