IntraAlpha
Create free account Start free

Leverage Shares 2X Long AMAT Daily ETF AMAU

i

Market dataready · fetched 2026-11-04T07:04:33.970Z

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 · 2026-11-04T01:00:00.278712723Z

FundamentalsLeverage Shares · ready · as of 2026-11-04 · fetched 2026-11-04T07:04:32.663844+00:00

Share price$8.16
1D-1.1%
AH$8.02$8.16$8.30$8.43$8.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMAU
Sold putSold callAH

Leverage Shares 2X Long AMAT Daily ETF options

Live interpolated AMAU call and put midpoint premiums by absolute delta.Leverage Shares 2X Long AMAT Daily ETF$0.38$0.97$1.56$2.15$2.74$5.38$6.79$8.20$9.61$11.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AMAU spot · $8.16AMAU PRICE$0.48$0.56$0.70$0.84$1.02$1.24$1.45$1.56$1.66$1.83$2.14$0.45$0.62$0.82$1.07$1.32$1.62$1.97$2.30$2.57
Puts——
Calls——
Skew——
Implied moveBearish±$2.09
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.41175.5%26.9%
25Δ6.78185.7%24.5%
30Δ10.78176.3%37.9%
35Δ9.91164.7%28.3%
40Δ9.54170.4%25.4%
45Δ9.16176.1%22.6%8.21115.0%9.4%
50Δ8.79184.6%20.2%8.52124.1%8.6%
55Δ8.41195.4%18.3%8.84133.3%7.9%
60Δ8.04206.1%16.3%9.21139.9%6.9%
65Δ7.65192.3%12.9%9.64144.0%5.9%
70Δ7.26175.7%9.3%10.06146.2%4.8%
75Δ6.85165.7%6.4%10.42140.0%3.7%
80Δ6.42168.4%5.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.41
IV
175.5%
B/E move
26.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.78
IV
185.7%
B/E move
24.5%

30Δ

Calls
Pseudo strike
10.78
IV
176.3%
B/E move
37.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
9.91
IV
164.7%
B/E move
28.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
9.54
IV
170.4%
B/E move
25.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
9.16
IV
176.1%
B/E move
22.6%
Puts
Pseudo strike
8.21
IV
115.0%
B/E move
9.4%

50Δ

Calls
Pseudo strike
8.79
IV
184.6%
B/E move
20.2%
Puts
Pseudo strike
8.52
IV
124.1%
B/E move
8.6%

55Δ

Calls
Pseudo strike
8.41
IV
195.4%
B/E move
18.3%
Puts
Pseudo strike
8.84
IV
133.3%
B/E move
7.9%

60Δ

Calls
Pseudo strike
8.04
IV
206.1%
B/E move
16.3%
Puts
Pseudo strike
9.21
IV
139.9%
B/E move
6.9%

65Δ

Calls
Pseudo strike
7.65
IV
192.3%
B/E move
12.9%
Puts
Pseudo strike
9.64
IV
144.0%
B/E move
5.9%

70Δ

Calls
Pseudo strike
7.26
IV
175.7%
B/E move
9.3%
Puts
Pseudo strike
10.06
IV
146.2%
B/E move
4.8%

75Δ

Calls
Pseudo strike
6.85
IV
165.7%
B/E move
6.4%
Puts
Pseudo strike
10.42
IV
140.0%
B/E move
3.7%

80Δ

Calls
Pseudo strike
6.42
IV
168.4%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend131.03%
Daily close
AMAU95.4%127.2%159.0%2026-08-11: 154.62%2026-08-13: 141.97%2026-08-14: 123.39%2026-08-17: 122.33%2026-08-18: 124.19%2026-08-19: 119.30%2026-08-20: 140.48%2026-08-21: 111.09%2026-08-24: 116.22%2026-08-25: 112.48%2026-08-26: 114.04%2026-08-27: 112.19%2026-08-28: 107.44%2026-08-31: 109.40%2026-09-01: 103.67%2026-09-02: 101.75%2026-09-03: 99.82%2026-09-04: 104.53%2026-09-08: 119.14%2026-09-09: 111.87%2026-09-10: 115.47%2026-09-11: 106.29%2026-09-14: 114.92%2026-09-15: 124.53%2026-09-17: 126.13%2026-09-18: 109.22%2026-09-21: 115.83%2026-09-22: 112.97%2026-09-23: 114.59%2026-09-24: 113.11%2026-09-25: 118.30%2026-09-28: 115.34%2026-09-29: 115.03%2026-09-30: 115.32%2026-10-01: 110.67%2026-10-02: 112.47%2026-10-05: 105.75%2026-10-06: 104.29%2026-10-07: 104.30%2026-10-08: 118.36%2026-10-09: 110.73%2026-10-12: 126.22%2026-10-13: 116.01%2026-10-14: 138.43%2026-10-15: 149.18%2026-10-16: 112.86%2026-10-19: 114.46%2026-10-20: 111.93%2026-10-21: 117.57%2026-10-22: 118.93%2026-10-23: 124.41%2026-10-26: 120.51%2026-10-27: 122.41%2026-10-28: 121.70%2026-10-29: 112.52%2026-10-30: 131.03%Aug 11Sep 22Oct 30
56 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
154.62%
141.97%
123.39%
122.33%
124.19%
119.30%
140.48%
111.09%
116.22%
112.48%
114.04%
112.19%
107.44%
109.40%
103.67%
101.75%
99.82%
104.53%
119.14%
111.87%
115.47%
106.29%
114.92%
124.53%
126.13%
109.22%
115.83%
112.97%
114.59%
113.11%
118.30%
115.34%
115.03%
115.32%
110.67%
112.47%
105.75%
104.29%
104.30%
118.36%
110.73%
126.22%
116.01%
138.43%
149.18%
112.86%
114.46%
111.93%
117.57%
118.93%
124.41%
120.51%
122.41%
121.70%
112.52%
131.03%