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Themes ETF Trust Leverage Shares 2X Long GRAB Daily ETF GRAG

i

Market dataready · fetched 2026-11-04T03:32:00.709Z

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 · 2026-11-03T21:00:00.244620558Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:32:00.383364+00:00

Share price$4.24
1D-2.8%
AH$4.15$4.28$4.42$4.55$4.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRAG
Sold putSold callAH

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

Live interpolated GRAG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long GRAB Daily ETF$0.39$0.70$1.01$1.31$1.62$2.36$3.15$3.94$4.73$5.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GRAG spot · $4.24GRAG PRICE$0.46$0.50$0.54$0.58$0.62$0.43$0.45$0.47$0.49$0.55$0.62$0.69$0.76$0.83$0.90$1.02$1.28$1.53
PutsExpensive2.06×
Calls——
Skew——
Implied moveBearish±$1.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.03301.2%38.6%
25Δ3.33263.1%32.2%
30Δ3.62225.0%25.7%
35Δ3.92186.8%19.2%
40Δ5.52232.6%41.0%4.11170.3%16.0%
45Δ4.98209.2%29.3%4.27162.0%14.0%
50Δ4.72192.7%24.0%4.42153.6%12.0%
55Δ4.45176.1%18.8%4.58145.3%10.0%
60Δ4.19159.6%13.5%4.73136.9%7.9%
65Δ4.89128.6%5.9%
70Δ5.08123.5%4.2%
75Δ5.37126.4%3.4%
80Δ5.66129.3%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.03
IV
301.2%
B/E move
38.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.33
IV
263.1%
B/E move
32.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.62
IV
225.0%
B/E move
25.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.92
IV
186.8%
B/E move
19.2%

40Δ

Calls
Pseudo strike
5.52
IV
232.6%
B/E move
41.0%
Puts
Pseudo strike
4.11
IV
170.3%
B/E move
16.0%

45Δ

Calls
Pseudo strike
4.98
IV
209.2%
B/E move
29.3%
Puts
Pseudo strike
4.27
IV
162.0%
B/E move
14.0%

50Δ

Calls
Pseudo strike
4.72
IV
192.7%
B/E move
24.0%
Puts
Pseudo strike
4.42
IV
153.6%
B/E move
12.0%

55Δ

Calls
Pseudo strike
4.45
IV
176.1%
B/E move
18.8%
Puts
Pseudo strike
4.58
IV
145.3%
B/E move
10.0%

60Δ

Calls
Pseudo strike
4.19
IV
159.6%
B/E move
13.5%
Puts
Pseudo strike
4.73
IV
136.9%
B/E move
7.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.89
IV
128.6%
B/E move
5.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.08
IV
123.5%
B/E move
4.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.37
IV
126.4%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.66
IV
129.3%
B/E move
2.5%

Options history

IV · four-Friday blend163.60%
Daily close
GRAG109.0%176.6%244.2%2026-08-05: 126.98%2026-08-06: 125.45%2026-08-07: 124.44%2026-08-10: 130.17%2026-08-11: 118.29%2026-08-12: 120.92%2026-08-13: 126.77%2026-08-14: 120.85%2026-08-17: 140.78%2026-08-18: 154.09%2026-08-19: 161.93%2026-08-20: 196.82%2026-09-11: 170.80%2026-09-21: 153.10%2026-09-22: 131.13%2026-09-23: 144.47%2026-09-24: 143.19%2026-09-25: 123.98%2026-09-28: 139.43%2026-09-29: 138.69%2026-09-30: 147.97%2026-10-01: 146.57%2026-10-02: 145.84%2026-10-05: 148.58%2026-10-06: 157.47%2026-10-07: 160.73%2026-10-08: 158.83%2026-10-09: 150.53%2026-10-12: 183.84%2026-10-15: 234.89%2026-10-16: 163.60%Aug 5Sep 23Oct 16
31 observations2026-08-05 — 2026-10-16
Table
DateIV (%)
126.98%
125.45%
124.44%
130.17%
118.29%
120.92%
126.77%
120.85%
140.78%
154.09%
161.93%
196.82%
170.80%
153.10%
131.13%
144.47%
143.19%
123.98%
139.43%
138.69%
147.97%
146.57%
145.84%
148.58%
157.47%
160.73%
158.83%
150.53%
183.84%
234.89%
163.60%