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Main Thematic Innovation ETF TMAT

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Market datapartial · fetched 2026-10-22T21:39:40.140Z

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 · 2026-10-22T20:10:07.256043315Z

FundamentalsAlpha Vantage · unavailable

Share price$27.00
1D-1.3%
AH$26.88$27.00$27.13$27.25$27.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTMAT
Sold putSold callAH

Main Thematic Innovation ETF options

Live interpolated TMAT call and put midpoint premiums by absolute delta.Main Thematic Innovation ETF$0.27$0.81$1.35$1.89$2.43$23.50$25.62$27.75$29.88$32.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TMAT spot · $27.00TMAT PRICE$0.33$0.49$0.65$0.77$0.84$0.92$1.00$1.11$1.30$1.49$1.71$1.99$2.27$0.47$0.66$0.77$0.81$0.87$0.93$1.02$1.14$1.25$1.37$1.54$1.72$1.89
PutsExpensive1.13×
CallsExpensive1.53×
SkewBullish-2.23 pp
Implied moveBalanced±$2.02
TiltBalanced1.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.8438.5%11.7%24.4447.8%11.2%
25Δ29.5242.1%11.2%24.8252.2%10.5%
30Δ29.2145.8%10.6%25.3849.9%8.8%
35Δ28.7846.5%9.4%26.0542.3%6.5%
40Δ28.1241.4%7.2%26.4538.3%5.2%
45Δ27.6738.1%5.9%26.8534.2%4.0%
50Δ27.2735.1%4.7%27.1731.8%3.2%
55Δ26.8933.1%3.7%27.4430.3%2.6%
60Δ26.5633.2%3.2%27.7128.8%2.0%
65Δ26.2333.3%2.7%27.9827.4%1.4%
70Δ25.8833.4%2.2%28.2426.3%1.1%
75Δ25.5033.5%1.8%28.5125.2%0.8%
80Δ25.1133.6%1.4%28.7724.2%0.5%

20Δ

Calls
Pseudo strike
29.84
IV
38.5%
B/E move
11.7%
Puts
Pseudo strike
24.44
IV
47.8%
B/E move
11.2%

25Δ

Calls
Pseudo strike
29.52
IV
42.1%
B/E move
11.2%
Puts
Pseudo strike
24.82
IV
52.2%
B/E move
10.5%

30Δ

Calls
Pseudo strike
29.21
IV
45.8%
B/E move
10.6%
Puts
Pseudo strike
25.38
IV
49.9%
B/E move
8.8%

35Δ

Calls
Pseudo strike
28.78
IV
46.5%
B/E move
9.4%
Puts
Pseudo strike
26.05
IV
42.3%
B/E move
6.5%

40Δ

Calls
Pseudo strike
28.12
IV
41.4%
B/E move
7.2%
Puts
Pseudo strike
26.45
IV
38.3%
B/E move
5.2%

45Δ

Calls
Pseudo strike
27.67
IV
38.1%
B/E move
5.9%
Puts
Pseudo strike
26.85
IV
34.2%
B/E move
4.0%

50Δ

Calls
Pseudo strike
27.27
IV
35.1%
B/E move
4.7%
Puts
Pseudo strike
27.17
IV
31.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
26.89
IV
33.1%
B/E move
3.7%
Puts
Pseudo strike
27.44
IV
30.3%
B/E move
2.6%

60Δ

Calls
Pseudo strike
26.56
IV
33.2%
B/E move
3.2%
Puts
Pseudo strike
27.71
IV
28.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
26.23
IV
33.3%
B/E move
2.7%
Puts
Pseudo strike
27.98
IV
27.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
25.88
IV
33.4%
B/E move
2.2%
Puts
Pseudo strike
28.24
IV
26.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
25.50
IV
33.5%
B/E move
1.8%
Puts
Pseudo strike
28.51
IV
25.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
25.11
IV
33.6%
B/E move
1.4%
Puts
Pseudo strike
28.77
IV
24.2%
B/E move
0.5%

Options history

No recorded observations