Share price$7.93
1D-7.3%
Sold putSold call
Leverage Shares 2X Long Memory Daily ETF RAML
i
Market datapartial · fetched 2026-10-22T18:49:48.613Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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 · 2026-10-22T18:41:57.109256356Z
FundamentalsAlpha Vantage · unavailable
Leverage Shares 2X Long Memory Daily ETF options
PutsFair1.03×
CallsExpensive1.57×
SkewBullish-7.48 pp
Implied moveBearish±$2.59
TiltBullish9.8% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 7.04 | 124.0% | 19.4% | |||
| 35Δ | 10.00 | 139.4% | 33.7% | 7.42 | 125.3% | 17.5% |
| 40Δ | 9.57 | 138.1% | 30.1% | 7.80 | 126.6% | 15.6% |
| 45Δ | 9.15 | 136.8% | 26.6% | 8.17 | 128.0% | 13.7% |
| 50Δ | 8.72 | 135.4% | 23.1% | 8.55 | 129.3% | 11.8% |
| 55Δ | 8.30 | 134.1% | 19.5% | 8.93 | 130.6% | 9.9% |
| 60Δ | 7.87 | 132.8% | 16.0% | |||
| 65Δ | 7.45 | 131.5% | 12.5% | |||
| 70Δ | 7.02 | 130.2% | 8.9% | |||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.04
- IV
- 124.0%
- B/E move
- 19.4%
35Δ
- Pseudo strike
- 10.00
- IV
- 139.4%
- B/E move
- 33.7%
- Pseudo strike
- 7.42
- IV
- 125.3%
- B/E move
- 17.5%
40Δ
- Pseudo strike
- 9.57
- IV
- 138.1%
- B/E move
- 30.1%
- Pseudo strike
- 7.80
- IV
- 126.6%
- B/E move
- 15.6%
45Δ
- Pseudo strike
- 9.15
- IV
- 136.8%
- B/E move
- 26.6%
- Pseudo strike
- 8.17
- IV
- 128.0%
- B/E move
- 13.7%
50Δ
- Pseudo strike
- 8.72
- IV
- 135.4%
- B/E move
- 23.1%
- Pseudo strike
- 8.55
- IV
- 129.3%
- B/E move
- 11.8%
55Δ
- Pseudo strike
- 8.30
- IV
- 134.1%
- B/E move
- 19.5%
- Pseudo strike
- 8.93
- IV
- 130.6%
- B/E move
- 9.9%
60Δ
- Pseudo strike
- 7.87
- IV
- 132.8%
- B/E move
- 16.0%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 7.45
- IV
- 131.5%
- B/E move
- 12.5%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 7.02
- IV
- 130.2%
- B/E move
- 8.9%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations