Share price$21.46
1D+0.5%
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Tema Space Innovators ETF NASA
i
Market dataready · fetched 2026-10-21T17:48:45.816Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:48:35.118836825Z
FundamentalsAlpha Vantage · ready
Tema Space Innovators ETF options
PutsExpensive1.07×
CallsFair0.96×
SkewBullish-12.19 pp
Implied moveBalanced±$0.68
TiltBullish6.0% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.98 | 214.0% | 18.1% | 19.18 | 189.1% | 12.3% |
| 25Δ | 23.52 | 164.4% | 11.4% | 20.28 | 106.6% | 6.6% |
| 30Δ | 21.95 | 55.5% | 3.1% | 21.04 | 52.6% | 2.7% |
| 35Δ | 21.83 | 55.2% | 2.7% | 21.15 | 52.5% | 2.4% |
| 40Δ | 21.71 | 54.9% | 2.4% | 21.26 | 52.3% | 2.1% |
| 45Δ | 21.59 | 54.6% | 2.0% | 21.37 | 52.1% | 1.8% |
| 50Δ | 21.48 | 54.4% | 1.7% | 21.47 | 52.0% | 1.5% |
| 55Δ | 21.36 | 54.7% | 1.5% | 21.59 | 52.1% | 1.3% |
| 60Δ | 21.25 | 55.0% | 1.3% | 21.70 | 52.3% | 1.1% |
| 65Δ | 21.13 | 55.2% | 1.0% | 21.81 | 52.5% | 0.9% |
| 70Δ | 21.02 | 55.5% | 0.8% | 21.93 | 52.6% | 0.7% |
| 75Δ | 20.72 | 70.2% | 0.8% | 22.05 | 52.3% | 0.6% |
| 80Δ | 20.38 | 84.7% | 0.7% | 22.20 | 51.1% | 0.4% |
20Δ
- Pseudo strike
- 24.98
- IV
- 214.0%
- B/E move
- 18.1%
- Pseudo strike
- 19.18
- IV
- 189.1%
- B/E move
- 12.3%
25Δ
- Pseudo strike
- 23.52
- IV
- 164.4%
- B/E move
- 11.4%
- Pseudo strike
- 20.28
- IV
- 106.6%
- B/E move
- 6.6%
30Δ
- Pseudo strike
- 21.95
- IV
- 55.5%
- B/E move
- 3.1%
- Pseudo strike
- 21.04
- IV
- 52.6%
- B/E move
- 2.7%
35Δ
- Pseudo strike
- 21.83
- IV
- 55.2%
- B/E move
- 2.7%
- Pseudo strike
- 21.15
- IV
- 52.5%
- B/E move
- 2.4%
40Δ
- Pseudo strike
- 21.71
- IV
- 54.9%
- B/E move
- 2.4%
- Pseudo strike
- 21.26
- IV
- 52.3%
- B/E move
- 2.1%
45Δ
- Pseudo strike
- 21.59
- IV
- 54.6%
- B/E move
- 2.0%
- Pseudo strike
- 21.37
- IV
- 52.1%
- B/E move
- 1.8%
50Δ
- Pseudo strike
- 21.48
- IV
- 54.4%
- B/E move
- 1.7%
- Pseudo strike
- 21.47
- IV
- 52.0%
- B/E move
- 1.5%
55Δ
- Pseudo strike
- 21.36
- IV
- 54.7%
- B/E move
- 1.5%
- Pseudo strike
- 21.59
- IV
- 52.1%
- B/E move
- 1.3%
60Δ
- Pseudo strike
- 21.25
- IV
- 55.0%
- B/E move
- 1.3%
- Pseudo strike
- 21.70
- IV
- 52.3%
- B/E move
- 1.1%
65Δ
- Pseudo strike
- 21.13
- IV
- 55.2%
- B/E move
- 1.0%
- Pseudo strike
- 21.81
- IV
- 52.5%
- B/E move
- 0.9%
70Δ
- Pseudo strike
- 21.02
- IV
- 55.5%
- B/E move
- 0.8%
- Pseudo strike
- 21.93
- IV
- 52.6%
- B/E move
- 0.7%
75Δ
- Pseudo strike
- 20.72
- IV
- 70.2%
- B/E move
- 0.8%
- Pseudo strike
- 22.05
- IV
- 52.3%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 20.38
- IV
- 84.7%
- B/E move
- 0.7%
- Pseudo strike
- 22.20
- IV
- 51.1%
- B/E move
- 0.4%
Options history
Table
| Date | IV |
|---|---|
| 47.35% | |
| 58.76% |