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

i

Market dataready · fetched 2026-11-06T14:29:37.317Z

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 · 2026-11-05T21:00:00.495978122Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T14:29:36.837061+00:00

Share price$57.91
1D-11.3%
AH$58$60$62$64$665:30 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$1.01$6.47$11.94$17.40$22.86$34.09$47.34$60.58$73.83$87.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DUOG spot · $57.91DUOG PRICE$1.60$2.10$2.69$3.40$4.10$4.78$5.53$6.43$7.50$8.61$9.84$11.30$13.15$2.38$3.05$3.86$4.92$6.07$7.31$8.40$9.83$11.36$13.15$15.67$18.11$21.29
PutsFair1.04×
CallsCheap0.70×
SkewBearish+6.05 pp
Implied moveBearish±$13.92
TiltBearish21.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.45142.4%34.8%46.67159.8%23.5%
25Δ72.70141.6%29.2%49.49153.6%19.8%
30Δ69.87143.2%25.3%51.88151.3%17.1%
35Δ67.65148.2%22.7%54.04154.1%15.2%
40Δ65.13148.6%19.6%56.24155.7%13.4%
45Δ62.63146.0%16.4%58.48156.1%11.6%
50Δ60.36144.2%13.8%60.62152.0%9.8%
55Δ58.27145.2%11.7%62.90151.4%8.3%
60Δ56.20147.9%10.0%65.24150.0%7.0%
65Δ54.09148.5%8.3%67.74149.2%5.7%
70Δ51.93149.0%6.7%70.85151.9%4.7%
75Δ49.65149.8%5.3%73.91150.4%3.6%
80Δ47.09151.4%4.0%77.66149.0%2.7%

20Δ

Calls
Pseudo strike
76.45
IV
142.4%
B/E move
34.8%
Puts
Pseudo strike
46.67
IV
159.8%
B/E move
23.5%

25Δ

Calls
Pseudo strike
72.70
IV
141.6%
B/E move
29.2%
Puts
Pseudo strike
49.49
IV
153.6%
B/E move
19.8%

30Δ

Calls
Pseudo strike
69.87
IV
143.2%
B/E move
25.3%
Puts
Pseudo strike
51.88
IV
151.3%
B/E move
17.1%

35Δ

Calls
Pseudo strike
67.65
IV
148.2%
B/E move
22.7%
Puts
Pseudo strike
54.04
IV
154.1%
B/E move
15.2%

40Δ

Calls
Pseudo strike
65.13
IV
148.6%
B/E move
19.6%
Puts
Pseudo strike
56.24
IV
155.7%
B/E move
13.4%

45Δ

Calls
Pseudo strike
62.63
IV
146.0%
B/E move
16.4%
Puts
Pseudo strike
58.48
IV
156.1%
B/E move
11.6%

50Δ

Calls
Pseudo strike
60.36
IV
144.2%
B/E move
13.8%
Puts
Pseudo strike
60.62
IV
152.0%
B/E move
9.8%

55Δ

Calls
Pseudo strike
58.27
IV
145.2%
B/E move
11.7%
Puts
Pseudo strike
62.90
IV
151.4%
B/E move
8.3%

60Δ

Calls
Pseudo strike
56.20
IV
147.9%
B/E move
10.0%
Puts
Pseudo strike
65.24
IV
150.0%
B/E move
7.0%

65Δ

Calls
Pseudo strike
54.09
IV
148.5%
B/E move
8.3%
Puts
Pseudo strike
67.74
IV
149.2%
B/E move
5.7%

70Δ

Calls
Pseudo strike
51.93
IV
149.0%
B/E move
6.7%
Puts
Pseudo strike
70.85
IV
151.9%
B/E move
4.7%

75Δ

Calls
Pseudo strike
49.65
IV
149.8%
B/E move
5.3%
Puts
Pseudo strike
73.91
IV
150.4%
B/E move
3.6%

80Δ

Calls
Pseudo strike
47.09
IV
151.4%
B/E move
4.0%
Puts
Pseudo strike
77.66
IV
149.0%
B/E move
2.7%

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%