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Leverage Shares 2X Long Memory Daily ETF RAML

i

Market dataready · fetched 2026-11-03T14:41:34.159Z

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 · 2026-11-03T14:40:37.993849581Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:41:32.974887+00:00

Share price$8.52
1D-1.5%
$8.50$8.54$8.58$8.62$8.665:30 AM6:30 AM9:00 AM1:00 PMRAML
Sold putSold call

Leverage Shares 2X Long Memory Daily ETF options

Live interpolated RAML call and put midpoint premiums by absolute delta.Leverage Shares 2X Long Memory Daily ETF$0.16$1.02$1.87$2.73$3.59$5.12$6.77$8.41$10.06$11.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RAML spot · $8.52RAML PRICE$0.25$0.33$0.42$0.51$0.61$0.72$0.84$0.98$1.13$1.28$1.52$1.76$2.05$0.40$0.52$0.66$0.80$0.97$1.16$1.34$1.59$1.84$2.13$2.52$2.91$3.34
PutsExpensive1.27×
CallsExpensive1.16×
SkewBearish+11.39 pp
Implied moveBearish±$2.18
TiltBearish23.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.62140.9%39.3%6.73161.6%25.6%
25Δ10.87134.7%31.4%7.18156.3%21.8%
30Δ10.42135.3%27.2%7.56154.1%19.0%
35Δ9.98135.9%23.1%7.93151.9%16.3%
40Δ9.62135.7%20.1%8.28150.2%14.2%
45Δ9.26135.4%17.1%8.63148.6%12.3%
50Δ8.91135.2%14.4%8.98147.1%10.3%
55Δ8.59135.3%12.4%9.35146.4%8.9%
60Δ8.28135.4%10.3%9.73145.7%7.4%
65Δ7.95136.0%8.4%10.13145.4%6.1%
70Δ7.60140.1%7.0%10.62146.1%5.0%
75Δ7.24144.1%5.7%11.11145.9%3.8%
80Δ6.84148.6%4.4%11.62141.6%2.8%

20Δ

Calls
Pseudo strike
11.62
IV
140.9%
B/E move
39.3%
Puts
Pseudo strike
6.73
IV
161.6%
B/E move
25.6%

25Δ

Calls
Pseudo strike
10.87
IV
134.7%
B/E move
31.4%
Puts
Pseudo strike
7.18
IV
156.3%
B/E move
21.8%

30Δ

Calls
Pseudo strike
10.42
IV
135.3%
B/E move
27.2%
Puts
Pseudo strike
7.56
IV
154.1%
B/E move
19.0%

35Δ

Calls
Pseudo strike
9.98
IV
135.9%
B/E move
23.1%
Puts
Pseudo strike
7.93
IV
151.9%
B/E move
16.3%

40Δ

Calls
Pseudo strike
9.62
IV
135.7%
B/E move
20.1%
Puts
Pseudo strike
8.28
IV
150.2%
B/E move
14.2%

45Δ

Calls
Pseudo strike
9.26
IV
135.4%
B/E move
17.1%
Puts
Pseudo strike
8.63
IV
148.6%
B/E move
12.3%

50Δ

Calls
Pseudo strike
8.91
IV
135.2%
B/E move
14.4%
Puts
Pseudo strike
8.98
IV
147.1%
B/E move
10.3%

55Δ

Calls
Pseudo strike
8.59
IV
135.3%
B/E move
12.4%
Puts
Pseudo strike
9.35
IV
146.4%
B/E move
8.9%

60Δ

Calls
Pseudo strike
8.28
IV
135.4%
B/E move
10.3%
Puts
Pseudo strike
9.73
IV
145.7%
B/E move
7.4%

65Δ

Calls
Pseudo strike
7.95
IV
136.0%
B/E move
8.4%
Puts
Pseudo strike
10.13
IV
145.4%
B/E move
6.1%

70Δ

Calls
Pseudo strike
7.60
IV
140.1%
B/E move
7.0%
Puts
Pseudo strike
10.62
IV
146.1%
B/E move
5.0%

75Δ

Calls
Pseudo strike
7.24
IV
144.1%
B/E move
5.7%
Puts
Pseudo strike
11.11
IV
145.9%
B/E move
3.8%

80Δ

Calls
Pseudo strike
6.84
IV
148.6%
B/E move
4.4%
Puts
Pseudo strike
11.62
IV
141.6%
B/E move
2.8%

Options history

IV · four-Friday blend119.95%
Daily EOD
RAML107.0%118.4%129.7%2026-10-19: 108.55%2026-10-20: 110.40%2026-10-21: 109.17%2026-10-22: 117.60%2026-10-23: 117.19%2026-10-26: 114.51%2026-10-27: 114.04%2026-10-28: 114.48%2026-10-29: 128.17%2026-10-30: 119.95%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
108.55%
110.40%
109.17%
117.60%
117.19%
114.51%
114.04%
114.48%
128.17%
119.95%