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Tema Space Innovators ETF NASA

i

Market dataready · fetched 2026-11-10T22:16:17.747Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:56:50.528431815Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:16:17.288781+00:00

Share price$21.29
1D+5.6%
AH$20.07$20.44$20.81$21.18$21.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNASA
Sold putSold callAH

Tema Space Innovators ETF options

Live interpolated NASA call and put midpoint premiums by absolute delta.Tema Space Innovators ETF$0.17$0.49$0.81$1.13$1.45$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICENASA PRICE$0.21$0.27$0.32$0.36$0.41$0.51$0.60$0.24$0.32$0.40$0.48$1.05$1.08$1.12$1.24$1.35
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
25Δ22.3172.0%5.8%20.3877.0%5.4%
30Δ22.1173.8%5.1%20.5482.0%5.0%
35Δ21.9172.8%4.4%20.7482.6%4.4%
40Δ21.7068.2%3.6%20.9583.2%3.8%
45Δ21.4964.1%2.8%
50Δ21.3266.3%2.5%
55Δ21.1668.4%2.2%21.64110.3%3.3%
60Δ21.8498.5%2.5%
65Δ22.0387.9%1.8%
70Δ22.2384.0%1.4%
75Δ22.4280.1%1.0%
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
22.31
IV
72.0%
B/E move
5.8%
Puts
Pseudo strike
20.38
IV
77.0%
B/E move
5.4%

30Δ

Calls
Pseudo strike
22.11
IV
73.8%
B/E move
5.1%
Puts
Pseudo strike
20.54
IV
82.0%
B/E move
5.0%

35Δ

Calls
Pseudo strike
21.91
IV
72.8%
B/E move
4.4%
Puts
Pseudo strike
20.74
IV
82.6%
B/E move
4.4%

40Δ

Calls
Pseudo strike
21.70
IV
68.2%
B/E move
3.6%
Puts
Pseudo strike
20.95
IV
83.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
21.49
IV
64.1%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
21.32
IV
66.3%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
21.16
IV
68.4%
B/E move
2.2%
Puts
Pseudo strike
21.64
IV
110.3%
B/E move
3.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.84
IV
98.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.03
IV
87.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.23
IV
84.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.42
IV
80.1%
B/E move
1.0%

80Δ

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

Options history

IV · four-Friday blend50.16%
Daily close
NASA40.8%53.8%66.8%2026-08-12: 61.51%2026-08-13: 59.81%2026-08-14: 52.99%2026-08-17: 58.57%2026-08-18: 49.83%2026-08-19: 56.07%2026-08-20: 57.11%2026-08-21: 54.92%2026-08-24: 56.93%2026-08-25: 60.76%2026-08-26: 58.70%2026-08-27: 65.00%2026-08-28: 56.34%2026-08-31: 53.07%2026-09-01: 48.34%2026-09-02: 55.84%2026-09-03: 53.40%2026-09-04: 46.80%2026-09-08: 53.86%2026-09-09: 55.39%2026-09-10: 63.15%2026-09-11: 51.08%2026-09-14: 56.87%2026-09-15: 53.70%2026-09-16: 56.67%2026-09-17: 56.37%2026-09-18: 47.58%2026-09-21: 48.03%2026-09-22: 48.45%2026-09-24: 51.82%2026-09-25: 47.40%2026-09-28: 52.21%2026-09-29: 47.07%2026-09-30: 49.02%2026-10-01: 55.90%2026-10-02: 45.37%2026-10-05: 50.59%2026-10-06: 49.97%2026-10-07: 55.16%2026-10-08: 52.50%2026-10-09: 42.58%2026-10-12: 45.58%2026-10-13: 46.65%2026-10-14: 54.86%2026-10-15: 54.82%2026-10-16: 48.88%2026-10-19: 47.35%2026-10-20: 58.53%2026-10-21: 47.50%2026-10-22: 53.61%2026-10-23: 47.96%2026-10-26: 52.69%2026-10-27: 62.05%2026-10-28: 56.64%2026-10-29: 49.85%2026-10-30: 50.16%Aug 12Sep 21Oct 30
56 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
61.51%
59.81%
52.99%
58.57%
49.83%
56.07%
57.11%
54.92%
56.93%
60.76%
58.70%
65.00%
56.34%
53.07%
48.34%
55.84%
53.40%
46.80%
53.86%
55.39%
63.15%
51.08%
56.87%
53.70%
56.67%
56.37%
47.58%
48.03%
48.45%
51.82%
47.40%
52.21%
47.07%
49.02%
55.90%
45.37%
50.59%
49.97%
55.16%
52.50%
42.58%
45.58%
46.65%
54.86%
54.82%
48.88%
47.35%
58.53%
47.50%
53.61%
47.96%
52.69%
62.05%
56.64%
49.85%
50.16%