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Main Thematic Innovation ETF TMAT

i

Market dataready · fetched 2026-11-12T00:56:21.554Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T23:30:07.104063498Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:56:21.205693+00:00

Share price$26.69
1D-0.4%
AH$26.62$26.76$26.89$27.02$27.165:30 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$0.48$0.89$1.30$1.71$2.11$23.40$25.01$26.61$28.22$29.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TMAT spot · $26.69TMAT PRICE$0.53$0.53$0.54$0.59$0.65$0.71$0.78$0.86$0.95$1.03$1.23$1.61$2.00$0.53$0.54$0.58$0.61$0.65$0.69$0.73$0.77
Puts——
CallsExpensive1.10×
Skew——
Implied moveBullish±$1.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.01123.7%21.9%23.57105.4%13.7%
25Δ29.7391.3%13.3%24.6782.9%9.6%
30Δ28.6173.8%9.2%25.3469.9%7.2%
35Δ27.9163.6%6.8%25.8660.2%5.4%
40Δ27.5158.3%5.5%26.1953.8%4.3%
45Δ27.1153.0%4.2%26.4448.7%3.5%
50Δ26.8349.6%3.5%26.7043.6%2.7%
55Δ26.6046.8%2.9%26.9538.5%1.9%
60Δ26.3744.1%2.3%
65Δ26.1441.4%1.8%
70Δ25.8342.1%1.4%
75Δ25.4147.7%1.2%
80Δ24.9853.4%1.1%

20Δ

Calls
Pseudo strike
32.01
IV
123.7%
B/E move
21.9%
Puts
Pseudo strike
23.57
IV
105.4%
B/E move
13.7%

25Δ

Calls
Pseudo strike
29.73
IV
91.3%
B/E move
13.3%
Puts
Pseudo strike
24.67
IV
82.9%
B/E move
9.6%

30Δ

Calls
Pseudo strike
28.61
IV
73.8%
B/E move
9.2%
Puts
Pseudo strike
25.34
IV
69.9%
B/E move
7.2%

35Δ

Calls
Pseudo strike
27.91
IV
63.6%
B/E move
6.8%
Puts
Pseudo strike
25.86
IV
60.2%
B/E move
5.4%

40Δ

Calls
Pseudo strike
27.51
IV
58.3%
B/E move
5.5%
Puts
Pseudo strike
26.19
IV
53.8%
B/E move
4.3%

45Δ

Calls
Pseudo strike
27.11
IV
53.0%
B/E move
4.2%
Puts
Pseudo strike
26.44
IV
48.7%
B/E move
3.5%

50Δ

Calls
Pseudo strike
26.83
IV
49.6%
B/E move
3.5%
Puts
Pseudo strike
26.70
IV
43.6%
B/E move
2.7%

55Δ

Calls
Pseudo strike
26.60
IV
46.8%
B/E move
2.9%
Puts
Pseudo strike
26.95
IV
38.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
26.37
IV
44.1%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
26.14
IV
41.4%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
25.83
IV
42.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
25.41
IV
47.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.98
IV
53.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.07%
Daily EOD
TMAT23.4%72.0%120.6%2026-10-19: 91.13%2026-10-20: 91.70%2026-10-21: 104.11%2026-10-22: 109.44%2026-10-23: 105.73%2026-10-26: 112.38%2026-10-27: 110.70%2026-10-28: 92.91%2026-10-29: 113.91%2026-10-30: 30.07%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
91.13%
91.70%
104.11%
109.44%
105.73%
112.38%
110.70%
92.91%
113.91%
30.07%