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Leverage Shares 2X Long Memory Daily ETF RAML

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Market datapartial · fetched 2026-10-22T15:35:51.397Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T15:31:00.042189783Z

FundamentalsAlpha Vantage · unavailable

Share price$8.09
1D-5.4%
$8.03$8.21$8.40$8.58$8.765:30 AM6:30 AM9:00 AM1:00 PMRAML
Sold putSold call

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$0.20$1.08$1.96$2.84$3.72$4.05$7.19$10.33$13.47$16.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RAML spot · $8.09RAML PRICE$0.29$0.39$0.49$0.61$0.71$0.81$0.97$1.14$1.32$1.54$1.76$2.04$2.35$0.39$0.50$0.66$0.85$1.05$1.25$1.44$1.64$1.96$2.30$2.64$3.00$3.46
PutsFair0.99×
CallsExpensive1.59×
SkewBullish-13.75 pp
Implied moveBearish±$2.41
TiltBearish18.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.12136.6%53.5%6.36127.4%26.2%
25Δ11.31135.0%44.6%6.80122.3%22.1%
30Δ10.70135.9%38.3%7.20121.7%19.2%
35Δ10.18137.9%33.3%7.55124.8%17.2%
40Δ9.63134.5%27.9%7.91127.9%15.2%
45Δ9.08128.4%22.2%8.27126.7%13.2%
50Δ8.68130.1%19.3%8.62124.0%11.2%
55Δ8.30133.1%16.7%8.98121.3%9.2%
60Δ7.92136.0%14.2%9.42122.0%7.8%
65Δ7.52138.3%12.0%9.86122.9%6.5%
70Δ7.12140.7%9.8%10.31121.3%5.2%
75Δ6.68143.4%7.8%10.77118.6%3.9%
80Δ6.23146.3%6.0%11.33116.6%2.8%

20Δ

Calls
Pseudo strike
12.12
IV
136.6%
B/E move
53.5%
Puts
Pseudo strike
6.36
IV
127.4%
B/E move
26.2%

25Δ

Calls
Pseudo strike
11.31
IV
135.0%
B/E move
44.6%
Puts
Pseudo strike
6.80
IV
122.3%
B/E move
22.1%

30Δ

Calls
Pseudo strike
10.70
IV
135.9%
B/E move
38.3%
Puts
Pseudo strike
7.20
IV
121.7%
B/E move
19.2%

35Δ

Calls
Pseudo strike
10.18
IV
137.9%
B/E move
33.3%
Puts
Pseudo strike
7.55
IV
124.8%
B/E move
17.2%

40Δ

Calls
Pseudo strike
9.63
IV
134.5%
B/E move
27.9%
Puts
Pseudo strike
7.91
IV
127.9%
B/E move
15.2%

45Δ

Calls
Pseudo strike
9.08
IV
128.4%
B/E move
22.2%
Puts
Pseudo strike
8.27
IV
126.7%
B/E move
13.2%

50Δ

Calls
Pseudo strike
8.68
IV
130.1%
B/E move
19.3%
Puts
Pseudo strike
8.62
IV
124.0%
B/E move
11.2%

55Δ

Calls
Pseudo strike
8.30
IV
133.1%
B/E move
16.7%
Puts
Pseudo strike
8.98
IV
121.3%
B/E move
9.2%

60Δ

Calls
Pseudo strike
7.92
IV
136.0%
B/E move
14.2%
Puts
Pseudo strike
9.42
IV
122.0%
B/E move
7.8%

65Δ

Calls
Pseudo strike
7.52
IV
138.3%
B/E move
12.0%
Puts
Pseudo strike
9.86
IV
122.9%
B/E move
6.5%

70Δ

Calls
Pseudo strike
7.12
IV
140.7%
B/E move
9.8%
Puts
Pseudo strike
10.31
IV
121.3%
B/E move
5.2%

75Δ

Calls
Pseudo strike
6.68
IV
143.4%
B/E move
7.8%
Puts
Pseudo strike
10.77
IV
118.6%
B/E move
3.9%

80Δ

Calls
Pseudo strike
6.23
IV
146.3%
B/E move
6.0%
Puts
Pseudo strike
11.33
IV
116.6%
B/E move
2.8%

Options history

No recorded observations