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Leverage Shares 2X Long Memory Daily ETF RAML

i

Market dataready · fetched 2026-11-12T00:44:22.095Z

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 · 2026-11-11T23:30:06.30139626Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:44:21.641635+00:00

Share price$6.91
1D+4.6%
AH$6.43$6.62$6.81$7.01$7.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRAML
Sold putSold callAH

Leverage Shares 2X Long Memory Daily ETF options

Live interpolated RAML call and put midpoint premiums by absolute delta.Leverage Shares 2X Long Memory Daily ETF$0.14$0.62$1.09$1.57$2.04$4.19$5.65$7.11$8.57$10.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RAML spot · $6.91RAML PRICE$0.19$0.23$0.27$0.36$0.46$0.56$0.65$0.76$0.90$1.03$1.17$1.32$1.51$0.27$0.30$0.38$0.47$0.55$0.63$0.73$0.84$0.95$1.06$1.18$1.34$1.90
PutsCheap0.74×
CallsCheap0.71×
SkewBullish-22.29 pp
Implied moveBearish±$1.38
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.47192.1%40.0%5.54197.8%23.7%
25Δ8.67164.0%28.7%6.01163.3%17.4%
30Δ7.96142.2%19.2%6.23159.3%15.4%
35Δ7.76149.6%17.7%6.44155.2%13.4%
40Δ7.56156.9%16.1%6.66151.2%11.4%
45Δ7.35164.3%14.6%6.88147.2%9.5%
50Δ7.15171.6%13.0%7.09143.2%7.9%
55Δ6.94177.4%11.5%7.27139.2%6.8%
60Δ6.69178.6%9.8%7.46135.2%5.7%
65Δ6.44179.8%8.2%7.65131.2%4.6%
70Δ6.19181.0%6.6%7.83127.2%3.6%
75Δ5.94180.4%5.1%8.07126.1%2.6%
80Δ5.67174.3%3.9%8.66146.4%2.1%

20Δ

Calls
Pseudo strike
9.47
IV
192.1%
B/E move
40.0%
Puts
Pseudo strike
5.54
IV
197.8%
B/E move
23.7%

25Δ

Calls
Pseudo strike
8.67
IV
164.0%
B/E move
28.7%
Puts
Pseudo strike
6.01
IV
163.3%
B/E move
17.4%

30Δ

Calls
Pseudo strike
7.96
IV
142.2%
B/E move
19.2%
Puts
Pseudo strike
6.23
IV
159.3%
B/E move
15.4%

35Δ

Calls
Pseudo strike
7.76
IV
149.6%
B/E move
17.7%
Puts
Pseudo strike
6.44
IV
155.2%
B/E move
13.4%

40Δ

Calls
Pseudo strike
7.56
IV
156.9%
B/E move
16.1%
Puts
Pseudo strike
6.66
IV
151.2%
B/E move
11.4%

45Δ

Calls
Pseudo strike
7.35
IV
164.3%
B/E move
14.6%
Puts
Pseudo strike
6.88
IV
147.2%
B/E move
9.5%

50Δ

Calls
Pseudo strike
7.15
IV
171.6%
B/E move
13.0%
Puts
Pseudo strike
7.09
IV
143.2%
B/E move
7.9%

55Δ

Calls
Pseudo strike
6.94
IV
177.4%
B/E move
11.5%
Puts
Pseudo strike
7.27
IV
139.2%
B/E move
6.8%

60Δ

Calls
Pseudo strike
6.69
IV
178.6%
B/E move
9.8%
Puts
Pseudo strike
7.46
IV
135.2%
B/E move
5.7%

65Δ

Calls
Pseudo strike
6.44
IV
179.8%
B/E move
8.2%
Puts
Pseudo strike
7.65
IV
131.2%
B/E move
4.6%

70Δ

Calls
Pseudo strike
6.19
IV
181.0%
B/E move
6.6%
Puts
Pseudo strike
7.83
IV
127.2%
B/E move
3.6%

75Δ

Calls
Pseudo strike
5.94
IV
180.4%
B/E move
5.1%
Puts
Pseudo strike
8.07
IV
126.1%
B/E move
2.6%

80Δ

Calls
Pseudo strike
5.67
IV
174.3%
B/E move
3.9%
Puts
Pseudo strike
8.66
IV
146.4%
B/E move
2.1%

Options history

IV · four-Friday blend119.95%
Daily EOD
RAML107.0%118.4%129.7%2026-10-19: 108.55%2026-10-20: 110.40%2026-10-21: 109.17%2026-10-22: 117.60%2026-10-23: 117.19%2026-10-26: 114.51%2026-10-27: 114.04%2026-10-28: 114.48%2026-10-29: 128.17%2026-10-30: 119.95%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
108.55%
110.40%
109.17%
117.60%
117.19%
114.51%
114.04%
114.48%
128.17%
119.95%