Listed Funds Trust 21Shares 2x Long Sui ETF TXXS
i
Market dataready · fetched 2026-11-12T04:07:40.964Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T21:00:00.117817628Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T04:07:40.584659+00:00
Listed Funds Trust 21Shares 2x Long Sui ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.91 | 220.9% | 46.1% | |||
| 25Δ | 27.85 | 174.4% | 28.3% | |||
| 30Δ | 26.48 | 156.1% | 22.5% | 20.33 | 142.4% | 13.6% |
| 35Δ | 25.10 | 137.7% | 16.8% | 20.97 | 131.1% | 11.3% |
| 40Δ | 23.87 | 121.3% | 11.7% | 21.62 | 119.8% | 9.1% |
| 45Δ | 23.23 | 112.7% | 9.4% | 22.20 | 112.8% | 7.3% |
| 50Δ | 22.69 | 106.8% | 7.7% | 22.70 | 111.9% | 6.3% |
| 55Δ | 22.20 | 102.4% | 6.2% | 23.20 | 111.4% | 5.3% |
| 60Δ | 21.72 | 102.5% | 5.2% | 23.73 | 111.6% | 4.5% |
| 65Δ | 21.24 | 105.7% | 4.4% | 24.37 | 114.7% | 3.7% |
| 70Δ | 20.76 | 106.4% | 3.6% | 25.08 | 119.0% | 3.1% |
| 75Δ | 20.27 | 104.6% | 2.8% | 25.65 | 114.4% | 2.4% |
| 80Δ | 19.65 | 106.8% | 2.1% | 26.25 | 109.9% | 1.7% |
20Δ
- Pseudo strike
- 31.91
- IV
- 220.9%
- B/E move
- 46.1%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 27.85
- IV
- 174.4%
- B/E move
- 28.3%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 26.48
- IV
- 156.1%
- B/E move
- 22.5%
- Pseudo strike
- 20.33
- IV
- 142.4%
- B/E move
- 13.6%
35Δ
- Pseudo strike
- 25.10
- IV
- 137.7%
- B/E move
- 16.8%
- Pseudo strike
- 20.97
- IV
- 131.1%
- B/E move
- 11.3%
40Δ
- Pseudo strike
- 23.87
- IV
- 121.3%
- B/E move
- 11.7%
- Pseudo strike
- 21.62
- IV
- 119.8%
- B/E move
- 9.1%
45Δ
- Pseudo strike
- 23.23
- IV
- 112.7%
- B/E move
- 9.4%
- Pseudo strike
- 22.20
- IV
- 112.8%
- B/E move
- 7.3%
50Δ
- Pseudo strike
- 22.69
- IV
- 106.8%
- B/E move
- 7.7%
- Pseudo strike
- 22.70
- IV
- 111.9%
- B/E move
- 6.3%
55Δ
- Pseudo strike
- 22.20
- IV
- 102.4%
- B/E move
- 6.2%
- Pseudo strike
- 23.20
- IV
- 111.4%
- B/E move
- 5.3%
60Δ
- Pseudo strike
- 21.72
- IV
- 102.5%
- B/E move
- 5.2%
- Pseudo strike
- 23.73
- IV
- 111.6%
- B/E move
- 4.5%
65Δ
- Pseudo strike
- 21.24
- IV
- 105.7%
- B/E move
- 4.4%
- Pseudo strike
- 24.37
- IV
- 114.7%
- B/E move
- 3.7%
70Δ
- Pseudo strike
- 20.76
- IV
- 106.4%
- B/E move
- 3.6%
- Pseudo strike
- 25.08
- IV
- 119.0%
- B/E move
- 3.1%
75Δ
- Pseudo strike
- 20.27
- IV
- 104.6%
- B/E move
- 2.8%
- Pseudo strike
- 25.65
- IV
- 114.4%
- B/E move
- 2.4%
80Δ
- Pseudo strike
- 19.65
- IV
- 106.8%
- B/E move
- 2.1%
- Pseudo strike
- 26.25
- IV
- 109.9%
- B/E move
- 1.7%
Options history
Table
| Date | IV (%) |
|---|---|
| 115.61% | |
| 112.84% | |
| 117.43% |