IntraAlpha
Create free account Start free

Themes ETF Trust Leverage Shares 2X Long DUOL Daily ETF DUOG

i

Market dataready · fetched 2026-11-04T06:24:48.232Z

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 · 2026-11-03T21:58:55.168668907Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:24:44.956598+00:00

Share price$49.93
1D+19.4%
AH$38$41$44$48$515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDUOG
Sold putSold callAH

Themes ETF Trust Leverage Shares 2X Long DUOL Daily ETF options

Live interpolated DUOG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long DUOL Daily ETF$0.31$9.14$17.97$26.80$35.63$31.27$41.84$52.42$62.99$73.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ 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 PRICELive DUOG spot · $49.93DUOG PRICE$1.27$1.62$1.93$2.30$2.61$2.71$2.95$4.55$6.51$8.79$11.97$16.07$21.94$33.08
Puts——
Calls——
Skew——
Implied moveBearish±$36.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.09122.1%30.9%36.30275.3%36.4%
25Δ60.73116.4%24.9%39.93288.6%33.1%
30Δ57.82108.5%19.7%43.87299.6%29.8%
35Δ55.77104.9%16.3%48.36316.2%27.1%
40Δ53.8298.2%13.0%53.60335.8%24.8%
45Δ51.9684.6%9.5%60.49360.6%22.8%
50Δ50.7678.3%7.6%72.30402.2%21.5%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
64.09
IV
122.1%
B/E move
30.9%
Puts
Pseudo strike
36.30
IV
275.3%
B/E move
36.4%

25Δ

Calls
Pseudo strike
60.73
IV
116.4%
B/E move
24.9%
Puts
Pseudo strike
39.93
IV
288.6%
B/E move
33.1%

30Δ

Calls
Pseudo strike
57.82
IV
108.5%
B/E move
19.7%
Puts
Pseudo strike
43.87
IV
299.6%
B/E move
29.8%

35Δ

Calls
Pseudo strike
55.77
IV
104.9%
B/E move
16.3%
Puts
Pseudo strike
48.36
IV
316.2%
B/E move
27.1%

40Δ

Calls
Pseudo strike
53.82
IV
98.2%
B/E move
13.0%
Puts
Pseudo strike
53.60
IV
335.8%
B/E move
24.8%

45Δ

Calls
Pseudo strike
51.96
IV
84.6%
B/E move
9.5%
Puts
Pseudo strike
60.49
IV
360.6%
B/E move
22.8%

50Δ

Calls
Pseudo strike
50.76
IV
78.3%
B/E move
7.6%
Puts
Pseudo strike
72.30
IV
402.2%
B/E move
21.5%

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 blend136.41%
Daily EOD
DUOG124.1%130.7%137.3%2026-10-19: 125.55%2026-10-20: 128.65%2026-10-21: 125.71%2026-10-22: 124.98%2026-10-23: 129.80%2026-10-26: 135.50%2026-10-28: 136.41%Oct 19Oct 22Oct 28
7 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
125.55%
128.65%
125.71%
124.98%
129.80%
135.50%
136.41%