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Leverage Shares 2X Long Memory Daily ETF RAML

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Market datapartial · fetched 2026-10-23T17:42:28.234Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T15:10:31.804299952Z

FundamentalsAlpha Vantage · unavailable

Share price$8.45
1D+2.0%
$8.27$8.34$8.41$8.48$8.555:30 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$0.12$2.28$4.45$6.62$8.79$2.68$6.37$10.06$13.74$17.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RAML spot · $8.45RAML PRICE$0.35$0.47$0.57$0.68$0.82$0.95$1.09$1.25$1.45$1.65$1.87$2.08$2.42$0.61$0.77$1.06$1.37$1.69$2.01$2.48$2.95$3.43$4.14$5.22$6.69$8.16
PutsExpensive1.10×
CallsExpensive1.16×
SkewBearish+24.06 pp
Implied moveBearish±$3.57
TiltBearish44.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.80115.2%67.4%6.31127.2%32.6%
25Δ12.84116.4%57.5%6.90120.8%27.5%
30Δ11.82112.4%46.6%7.43123.8%24.6%
35Δ10.97108.6%37.9%7.95128.7%22.1%
40Δ10.37107.9%32.4%8.50128.4%19.4%
45Δ9.79106.5%27.1%9.05127.8%16.7%
50Δ9.25103.8%22.4%9.70130.2%14.6%
55Δ8.77103.1%18.6%10.35130.8%12.5%
60Δ8.33104.2%15.8%11.01129.9%10.3%
65Δ7.90104.7%13.0%11.87131.9%8.6%
70Δ7.47103.1%10.5%13.08137.9%7.0%
75Δ7.04101.6%7.9%14.69141.3%5.3%
80Δ6.54102.8%6.1%16.30144.6%3.7%

20Δ

Calls
Pseudo strike
13.80
IV
115.2%
B/E move
67.4%
Puts
Pseudo strike
6.31
IV
127.2%
B/E move
32.6%

25Δ

Calls
Pseudo strike
12.84
IV
116.4%
B/E move
57.5%
Puts
Pseudo strike
6.90
IV
120.8%
B/E move
27.5%

30Δ

Calls
Pseudo strike
11.82
IV
112.4%
B/E move
46.6%
Puts
Pseudo strike
7.43
IV
123.8%
B/E move
24.6%

35Δ

Calls
Pseudo strike
10.97
IV
108.6%
B/E move
37.9%
Puts
Pseudo strike
7.95
IV
128.7%
B/E move
22.1%

40Δ

Calls
Pseudo strike
10.37
IV
107.9%
B/E move
32.4%
Puts
Pseudo strike
8.50
IV
128.4%
B/E move
19.4%

45Δ

Calls
Pseudo strike
9.79
IV
106.5%
B/E move
27.1%
Puts
Pseudo strike
9.05
IV
127.8%
B/E move
16.7%

50Δ

Calls
Pseudo strike
9.25
IV
103.8%
B/E move
22.4%
Puts
Pseudo strike
9.70
IV
130.2%
B/E move
14.6%

55Δ

Calls
Pseudo strike
8.77
IV
103.1%
B/E move
18.6%
Puts
Pseudo strike
10.35
IV
130.8%
B/E move
12.5%

60Δ

Calls
Pseudo strike
8.33
IV
104.2%
B/E move
15.8%
Puts
Pseudo strike
11.01
IV
129.9%
B/E move
10.3%

65Δ

Calls
Pseudo strike
7.90
IV
104.7%
B/E move
13.0%
Puts
Pseudo strike
11.87
IV
131.9%
B/E move
8.6%

70Δ

Calls
Pseudo strike
7.47
IV
103.1%
B/E move
10.5%
Puts
Pseudo strike
13.08
IV
137.9%
B/E move
7.0%

75Δ

Calls
Pseudo strike
7.04
IV
101.6%
B/E move
7.9%
Puts
Pseudo strike
14.69
IV
141.3%
B/E move
5.3%

80Δ

Calls
Pseudo strike
6.54
IV
102.8%
B/E move
6.1%
Puts
Pseudo strike
16.30
IV
144.6%
B/E move
3.7%

Options history

No recorded observations