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Leverage Shares 2X Long Memory Daily ETF RAML

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Market datapartial · fetched 2026-10-22T19:58:54.537Z

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 · 2026-10-22T19:55:52.223188711Z

FundamentalsAlpha Vantage · unavailable

Share price$7.92
1D-7.4%
$7.74$8.00$8.26$8.52$8.785:30 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$0.18$1.24$2.29$3.34$4.40$3.69$6.91$10.12$13.33$16.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RAML spot · $7.92RAML PRICE$0.30$0.39$0.46$0.56$0.68$0.81$0.95$1.08$1.27$1.47$1.68$1.90$2.12$0.42$0.59$0.76$0.92$1.07$1.25$1.51$1.76$2.11$2.50$2.91$3.34$4.09
PutsExpensive1.09×
CallsExpensive1.54×
SkewBearish+0.84 pp
Implied moveBearish±$2.45
TiltBearish25.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.07142.0%56.1%6.21133.6%26.9%
25Δ11.27141.0%47.2%6.59138.1%24.2%
30Δ10.32129.7%36.1%6.98142.6%21.6%
35Δ9.72126.1%29.8%7.36137.9%18.7%
40Δ9.31128.5%26.2%7.73132.7%15.8%
45Δ8.91130.4%22.7%8.12129.2%13.3%
50Δ8.51130.1%19.4%8.51129.6%11.6%
55Δ8.12129.8%16.2%8.90130.1%9.8%
60Δ7.74131.7%13.7%9.37131.5%8.3%
65Δ7.36134.7%11.6%9.87133.3%6.9%
70Δ6.99137.4%9.5%10.39132.7%5.6%
75Δ6.61134.1%7.4%10.93131.2%4.2%
80Δ6.23130.8%5.4%11.77134.4%3.1%

20Δ

Calls
Pseudo strike
12.07
IV
142.0%
B/E move
56.1%
Puts
Pseudo strike
6.21
IV
133.6%
B/E move
26.9%

25Δ

Calls
Pseudo strike
11.27
IV
141.0%
B/E move
47.2%
Puts
Pseudo strike
6.59
IV
138.1%
B/E move
24.2%

30Δ

Calls
Pseudo strike
10.32
IV
129.7%
B/E move
36.1%
Puts
Pseudo strike
6.98
IV
142.6%
B/E move
21.6%

35Δ

Calls
Pseudo strike
9.72
IV
126.1%
B/E move
29.8%
Puts
Pseudo strike
7.36
IV
137.9%
B/E move
18.7%

40Δ

Calls
Pseudo strike
9.31
IV
128.5%
B/E move
26.2%
Puts
Pseudo strike
7.73
IV
132.7%
B/E move
15.8%

45Δ

Calls
Pseudo strike
8.91
IV
130.4%
B/E move
22.7%
Puts
Pseudo strike
8.12
IV
129.2%
B/E move
13.3%

50Δ

Calls
Pseudo strike
8.51
IV
130.1%
B/E move
19.4%
Puts
Pseudo strike
8.51
IV
129.6%
B/E move
11.6%

55Δ

Calls
Pseudo strike
8.12
IV
129.8%
B/E move
16.2%
Puts
Pseudo strike
8.90
IV
130.1%
B/E move
9.8%

60Δ

Calls
Pseudo strike
7.74
IV
131.7%
B/E move
13.7%
Puts
Pseudo strike
9.37
IV
131.5%
B/E move
8.3%

65Δ

Calls
Pseudo strike
7.36
IV
134.7%
B/E move
11.6%
Puts
Pseudo strike
9.87
IV
133.3%
B/E move
6.9%

70Δ

Calls
Pseudo strike
6.99
IV
137.4%
B/E move
9.5%
Puts
Pseudo strike
10.39
IV
132.7%
B/E move
5.6%

75Δ

Calls
Pseudo strike
6.61
IV
134.1%
B/E move
7.4%
Puts
Pseudo strike
10.93
IV
131.2%
B/E move
4.2%

80Δ

Calls
Pseudo strike
6.23
IV
130.8%
B/E move
5.4%
Puts
Pseudo strike
11.77
IV
134.4%
B/E move
3.1%

Options history

No recorded observations