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Themes ETF Trust Leverage Shares 2X Long NET Daily ETF NETG

i

Market dataready · fetched 2026-11-03T14:41:29.072Z

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 · 2026-11-03T14:39:17.655257323Z

FundamentalsLeverage Shares · ready · as of 2026-11-03 · fetched 2026-11-03T14:41:28.522789+00:00

Share price$13.92
1D-1.3%
$13.80$13.89$13.98$14.07$14.155:30 AM6:30 AM9:00 AM1:00 PMNETG
Sold putSold call

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

Live interpolated NETG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long NET Daily ETF$0.31$2.79$5.26$7.74$10.21$5.57$9.90$14.23$18.56$22.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NETG spot · $13.92NETG PRICE$0.58$0.75$0.96$1.18$1.41$1.67$1.95$2.26$2.60$2.98$3.39$3.81$4.26$1.00$1.34$1.71$2.13$2.63$3.15$3.78$4.33$5.02$5.96$6.75$8.32$9.50
PutsExpensive1.40×
CallsExpensive1.63×
SkewBearish+10.74 pp
Implied moveBearish±$5.73
TiltBearish33.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.64208.2%66.8%10.39227.4%32.5%
25Δ20.81204.8%54.9%11.29227.5%28.5%
30Δ19.53206.1%47.2%12.16224.6%24.9%
35Δ18.37206.8%40.4%13.01224.2%21.8%
40Δ17.30207.6%34.4%13.87224.7%19.2%
45Δ16.35209.4%29.5%14.74223.2%16.7%
50Δ15.46210.2%25.1%15.68224.0%14.5%
55Δ14.61211.1%21.2%16.55219.1%12.2%
60Δ13.80213.0%17.8%17.52215.4%10.2%
65Δ12.99215.7%14.7%18.70216.6%8.5%
70Δ12.17215.7%11.8%19.73211.3%6.7%
75Δ11.37212.5%9.0%21.49217.7%5.4%
80Δ10.57206.8%6.5%22.88212.1%3.9%

20Δ

Calls
Pseudo strike
22.64
IV
208.2%
B/E move
66.8%
Puts
Pseudo strike
10.39
IV
227.4%
B/E move
32.5%

25Δ

Calls
Pseudo strike
20.81
IV
204.8%
B/E move
54.9%
Puts
Pseudo strike
11.29
IV
227.5%
B/E move
28.5%

30Δ

Calls
Pseudo strike
19.53
IV
206.1%
B/E move
47.2%
Puts
Pseudo strike
12.16
IV
224.6%
B/E move
24.9%

35Δ

Calls
Pseudo strike
18.37
IV
206.8%
B/E move
40.4%
Puts
Pseudo strike
13.01
IV
224.2%
B/E move
21.8%

40Δ

Calls
Pseudo strike
17.30
IV
207.6%
B/E move
34.4%
Puts
Pseudo strike
13.87
IV
224.7%
B/E move
19.2%

45Δ

Calls
Pseudo strike
16.35
IV
209.4%
B/E move
29.5%
Puts
Pseudo strike
14.74
IV
223.2%
B/E move
16.7%

50Δ

Calls
Pseudo strike
15.46
IV
210.2%
B/E move
25.1%
Puts
Pseudo strike
15.68
IV
224.0%
B/E move
14.5%

55Δ

Calls
Pseudo strike
14.61
IV
211.1%
B/E move
21.2%
Puts
Pseudo strike
16.55
IV
219.1%
B/E move
12.2%

60Δ

Calls
Pseudo strike
13.80
IV
213.0%
B/E move
17.8%
Puts
Pseudo strike
17.52
IV
215.4%
B/E move
10.2%

65Δ

Calls
Pseudo strike
12.99
IV
215.7%
B/E move
14.7%
Puts
Pseudo strike
18.70
IV
216.6%
B/E move
8.5%

70Δ

Calls
Pseudo strike
12.17
IV
215.7%
B/E move
11.8%
Puts
Pseudo strike
19.73
IV
211.3%
B/E move
6.7%

75Δ

Calls
Pseudo strike
11.37
IV
212.5%
B/E move
9.0%
Puts
Pseudo strike
21.49
IV
217.7%
B/E move
5.4%

80Δ

Calls
Pseudo strike
10.57
IV
206.8%
B/E move
6.5%
Puts
Pseudo strike
22.88
IV
212.1%
B/E move
3.9%

Options history

IV · four-Friday blend156.97%
Daily EOD
NETG129.0%144.0%159.0%2026-10-19: 131.09%2026-10-20: 133.41%2026-10-21: 134.35%2026-10-22: 139.65%2026-10-23: 145.10%2026-10-27: 141.94%2026-10-28: 144.00%2026-10-29: 144.64%2026-10-30: 156.97%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
131.09%
133.41%
134.35%
139.65%
145.10%
141.94%
144.00%
144.64%
156.97%