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Themes ETF Trust Leverage Shares 2X Long ECHO Daily ETF ECHX

i

Market dataready · fetched 2026-11-03T15:50:59.075Z

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 · 2026-11-03T15:46:08.832411047Z

FundamentalsLeverage Shares · ready · as of 2026-11-03 · fetched 2026-11-03T15:50:58.524233+00:00

Share price$9.69
1D+3.5%
$9.33$9.43$9.54$9.64$9.745:30 AM6:30 AM9:00 AM1:00 PMECHX
Sold putSold call

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

Live interpolated ECHX call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long ECHO Daily ETF$0.32$1.60$2.89$4.17$5.46$5.51$7.44$9.36$11.29$13.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ECHX spot · $9.69ECHX PRICE$0.46$0.56$0.68$0.82$0.97$1.11$1.24$1.37$1.57$1.79$2.01$0.47$0.60$0.78$0.96$1.17$1.37$1.65$1.98$2.36$2.80$3.46$4.30$5.09
PutsExpensive1.63×
Calls——
Skew——
Implied moveBearish±$2.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.43176.7%28.1%
25Δ8.17157.6%21.8%
30Δ11.75131.2%25.9%8.60158.4%19.3%
35Δ11.29130.9%22.3%9.02159.0%16.8%
40Δ10.86131.7%19.1%9.43156.9%14.7%
45Δ10.50134.4%16.9%9.84154.9%12.6%
50Δ10.14137.0%14.7%10.29155.7%10.9%
55Δ9.79135.5%12.4%10.76158.4%9.4%
60Δ9.43131.1%10.1%11.28160.8%8.0%
65Δ9.08126.7%7.8%11.84163.1%6.7%
70Δ8.73125.2%6.3%12.61169.0%5.6%
75Δ8.38124.5%4.9%13.56176.4%4.5%
80Δ8.03123.8%3.6%14.45176.4%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.43
IV
176.7%
B/E move
28.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.17
IV
157.6%
B/E move
21.8%

30Δ

Calls
Pseudo strike
11.75
IV
131.2%
B/E move
25.9%
Puts
Pseudo strike
8.60
IV
158.4%
B/E move
19.3%

35Δ

Calls
Pseudo strike
11.29
IV
130.9%
B/E move
22.3%
Puts
Pseudo strike
9.02
IV
159.0%
B/E move
16.8%

40Δ

Calls
Pseudo strike
10.86
IV
131.7%
B/E move
19.1%
Puts
Pseudo strike
9.43
IV
156.9%
B/E move
14.7%

45Δ

Calls
Pseudo strike
10.50
IV
134.4%
B/E move
16.9%
Puts
Pseudo strike
9.84
IV
154.9%
B/E move
12.6%

50Δ

Calls
Pseudo strike
10.14
IV
137.0%
B/E move
14.7%
Puts
Pseudo strike
10.29
IV
155.7%
B/E move
10.9%

55Δ

Calls
Pseudo strike
9.79
IV
135.5%
B/E move
12.4%
Puts
Pseudo strike
10.76
IV
158.4%
B/E move
9.4%

60Δ

Calls
Pseudo strike
9.43
IV
131.1%
B/E move
10.1%
Puts
Pseudo strike
11.28
IV
160.8%
B/E move
8.0%

65Δ

Calls
Pseudo strike
9.08
IV
126.7%
B/E move
7.8%
Puts
Pseudo strike
11.84
IV
163.1%
B/E move
6.7%

70Δ

Calls
Pseudo strike
8.73
IV
125.2%
B/E move
6.3%
Puts
Pseudo strike
12.61
IV
169.0%
B/E move
5.6%

75Δ

Calls
Pseudo strike
8.38
IV
124.5%
B/E move
4.9%
Puts
Pseudo strike
13.56
IV
176.4%
B/E move
4.5%

80Δ

Calls
Pseudo strike
8.03
IV
123.8%
B/E move
3.6%
Puts
Pseudo strike
14.45
IV
176.4%
B/E move
3.3%

Options history

IV · four-Friday blend114.57%
Daily EOD
ECHX95.1%105.6%116.0%2026-10-19: 109.80%2026-10-20: 96.58%2026-10-21: 101.42%2026-10-22: 102.83%2026-10-23: 101.53%2026-10-26: 104.61%2026-10-27: 103.48%2026-10-28: 106.30%2026-10-29: 113.97%2026-10-30: 114.57%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
109.80%
96.58%
101.42%
102.83%
101.53%
104.61%
103.48%
106.30%
113.97%
114.57%