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Themes ETF Trust Leverage Shares 2X Long IREN Daily ETF IREG

i

Market dataready · fetched 2026-11-04T03:19:20.937Z

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 · 2026-11-04T00:58:44.690262121Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:19:19.562861+00:00

Share price$2.35
1D+14.5%
AH$2.04$2.18$2.31$2.44$2.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIREG
Sold putSold callAH

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

Live interpolated IREG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long IREN Daily ETF$0.14$0.75$1.35$1.96$2.56$0.62$1.42$2.22$3.02$3.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IREG spot · $2.35IREG PRICE$0.21$0.27$0.33$0.40$0.46$0.53$0.59$0.64$0.69$0.73$0.86$1.03$0.28$0.34$0.41$0.51$0.61$0.71$0.81$0.91$1.13$1.42$1.70$2.03$2.39
PutsExpensive1.25×
Calls——
Skew——
Implied moveBearish±$1.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.58362.7%44.8%
25Δ6.20405.9%172.6%1.83319.2%36.4%
30Δ5.63407.7%151.2%2.06288.2%29.8%
35Δ5.12406.5%132.3%2.23281.9%26.6%
40Δ4.62405.4%113.4%2.41275.7%23.4%
45Δ4.11404.2%94.4%2.59269.4%20.3%
50Δ3.60403.0%75.5%2.76263.2%17.1%
55Δ3.09401.8%56.6%2.94256.9%13.9%
60Δ2.74376.1%43.9%3.21259.7%11.7%
65Δ2.43345.0%32.5%3.53267.6%9.9%
70Δ2.11313.9%21.1%3.86275.6%8.2%
75Δ1.84316.8%15.0%4.23276.6%6.5%
80Δ1.60338.5%12.0%4.63272.4%4.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.58
IV
362.7%
B/E move
44.8%

25Δ

Calls
Pseudo strike
6.20
IV
405.9%
B/E move
172.6%
Puts
Pseudo strike
1.83
IV
319.2%
B/E move
36.4%

30Δ

Calls
Pseudo strike
5.63
IV
407.7%
B/E move
151.2%
Puts
Pseudo strike
2.06
IV
288.2%
B/E move
29.8%

35Δ

Calls
Pseudo strike
5.12
IV
406.5%
B/E move
132.3%
Puts
Pseudo strike
2.23
IV
281.9%
B/E move
26.6%

40Δ

Calls
Pseudo strike
4.62
IV
405.4%
B/E move
113.4%
Puts
Pseudo strike
2.41
IV
275.7%
B/E move
23.4%

45Δ

Calls
Pseudo strike
4.11
IV
404.2%
B/E move
94.4%
Puts
Pseudo strike
2.59
IV
269.4%
B/E move
20.3%

50Δ

Calls
Pseudo strike
3.60
IV
403.0%
B/E move
75.5%
Puts
Pseudo strike
2.76
IV
263.2%
B/E move
17.1%

55Δ

Calls
Pseudo strike
3.09
IV
401.8%
B/E move
56.6%
Puts
Pseudo strike
2.94
IV
256.9%
B/E move
13.9%

60Δ

Calls
Pseudo strike
2.74
IV
376.1%
B/E move
43.9%
Puts
Pseudo strike
3.21
IV
259.7%
B/E move
11.7%

65Δ

Calls
Pseudo strike
2.43
IV
345.0%
B/E move
32.5%
Puts
Pseudo strike
3.53
IV
267.6%
B/E move
9.9%

70Δ

Calls
Pseudo strike
2.11
IV
313.9%
B/E move
21.1%
Puts
Pseudo strike
3.86
IV
275.6%
B/E move
8.2%

75Δ

Calls
Pseudo strike
1.84
IV
316.8%
B/E move
15.0%
Puts
Pseudo strike
4.23
IV
276.6%
B/E move
6.5%

80Δ

Calls
Pseudo strike
1.60
IV
338.5%
B/E move
12.0%
Puts
Pseudo strike
4.63
IV
272.4%
B/E move
4.8%

Options history

IV · four-Friday blend237.56%
Daily close
IREG140.5%192.6%244.7%2026-08-05: 222.42%2026-08-06: 216.34%2026-08-10: 206.04%2026-08-11: 196.99%2026-08-12: 193.11%2026-08-13: 191.84%2026-08-14: 189.05%2026-08-17: 190.92%2026-08-18: 191.18%2026-08-19: 201.20%2026-08-20: 202.99%2026-08-21: 201.20%2026-08-24: 199.81%2026-08-25: 195.80%2026-08-26: 189.33%2026-08-27: 187.32%2026-08-28: 161.92%2026-08-31: 162.14%2026-09-01: 161.06%2026-09-02: 165.37%2026-09-03: 166.83%2026-09-04: 176.05%2026-09-08: 182.33%2026-09-09: 172.72%2026-09-10: 173.53%2026-09-11: 167.41%2026-09-14: 180.25%2026-09-15: 175.09%2026-09-16: 177.37%2026-09-28: 160.47%2026-09-29: 155.44%2026-09-30: 152.73%2026-10-01: 151.96%2026-10-02: 153.36%2026-10-05: 151.36%2026-10-06: 148.62%2026-10-07: 153.83%2026-10-08: 148.18%2026-10-09: 147.71%2026-10-12: 154.78%2026-10-13: 168.68%2026-10-14: 212.26%2026-10-15: 210.58%2026-10-16: 178.78%2026-10-19: 202.27%2026-10-20: 191.20%2026-10-21: 191.94%2026-10-22: 213.28%2026-10-23: 213.38%2026-10-26: 214.89%2026-10-27: 216.79%2026-10-28: 212.73%2026-10-29: 200.18%2026-10-30: 237.56%Aug 5Sep 14Oct 30
54 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
222.42%
216.34%
206.04%
196.99%
193.11%
191.84%
189.05%
190.92%
191.18%
201.20%
202.99%
201.20%
199.81%
195.80%
189.33%
187.32%
161.92%
162.14%
161.06%
165.37%
166.83%
176.05%
182.33%
172.72%
173.53%
167.41%
180.25%
175.09%
177.37%
160.47%
155.44%
152.73%
151.96%
153.36%
151.36%
148.62%
153.83%
148.18%
147.71%
154.78%
168.68%
212.26%
210.58%
178.78%
202.27%
191.20%
191.94%
213.28%
213.38%
214.89%
216.79%
212.73%
200.18%
237.56%