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Leverage Shares 2X Long CAT Daily ETF CATG

i

Market datapartial · fetched 2026-11-06T14:02:01.733Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T13:53:19.533494145Z

FundamentalsAlpha Vantage · unavailable

Share price$4.91
1D-0.1%
$4.87$4.88$4.89$4.91$4.925:30 AM6:30 AM9:00 AM1:00 PMCATG
Sold putSold call

Leverage Shares 2X Long CAT Daily ETF options

Live interpolated CATG call and put midpoint premiums by absolute delta.Leverage Shares 2X Long CAT Daily ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECATG PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend128.30%
Daily close
CATG68.2%119.7%171.2%2026-08-10: 96.03%2026-08-11: 90.42%2026-08-12: 91.06%2026-08-13: 88.89%2026-08-14: 90.92%2026-08-17: 90.89%2026-08-18: 104.88%2026-08-19: 118.91%2026-08-20: 122.74%2026-08-21: 85.29%2026-08-24: 87.71%2026-08-25: 84.89%2026-08-26: 82.23%2026-08-27: 85.35%2026-08-28: 82.09%2026-08-31: 79.37%2026-09-01: 77.99%2026-09-02: 75.33%2026-09-03: 80.06%2026-09-08: 86.64%2026-09-09: 90.21%2026-09-10: 90.32%2026-09-11: 90.44%2026-09-14: 92.98%2026-09-15: 107.52%2026-09-16: 119.76%2026-09-17: 110.33%2026-09-18: 82.86%2026-09-21: 85.07%2026-09-22: 82.41%2026-09-23: 82.38%2026-09-24: 82.12%2026-09-25: 81.78%2026-09-28: 80.76%2026-09-29: 81.16%2026-09-30: 80.68%2026-10-01: 80.69%2026-10-02: 80.61%2026-10-05: 88.54%2026-10-07: 84.35%2026-10-08: 83.01%2026-10-09: 83.45%2026-10-12: 102.82%2026-10-13: 115.92%2026-10-14: 127.80%2026-10-15: 164.10%2026-10-16: 103.36%2026-10-19: 120.07%2026-10-20: 113.15%2026-10-21: 109.49%2026-10-22: 121.18%2026-10-23: 126.68%2026-10-26: 120.99%2026-10-27: 118.13%2026-10-28: 116.21%2026-10-29: 127.70%2026-10-30: 128.30%Aug 10Sep 21Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
96.03%
90.42%
91.06%
88.89%
90.92%
90.89%
104.88%
118.91%
122.74%
85.29%
87.71%
84.89%
82.23%
85.35%
82.09%
79.37%
77.99%
75.33%
80.06%
86.64%
90.21%
90.32%
90.44%
92.98%
107.52%
119.76%
110.33%
82.86%
85.07%
82.41%
82.38%
82.12%
81.78%
80.76%
81.16%
80.68%
80.69%
80.61%
88.54%
84.35%
83.01%
83.45%
102.82%
115.92%
127.80%
164.10%
103.36%
120.07%
113.15%
109.49%
121.18%
126.68%
120.99%
118.13%
116.21%
127.70%
128.30%