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Themes ETF Trust Leverage Shares 2X Long PLTR Daily ETF PLTG

i

Market dataready · fetched 2026-11-04T04:12:57.503Z

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 · 2026-11-04T00:06:23.287202613Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:12:57.157125+00:00

Share price$16.48
1D+7.6%
AH$14.99$15.51$16.03$16.54$17.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPLTG
Sold putSold callAH

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

Live interpolated PLTG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long PLTR Daily ETF$0.30$1.28$2.27$3.25$4.24$10.92$14.15$17.37$20.59$23.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PLTG spot · $16.48PLTG PRICE$0.41$0.55$0.70$0.86$1.03$1.26$1.50$1.80$2.10$2.49$2.88$3.30$3.95$0.47$0.66$0.85$1.01$1.17$1.40$1.62$1.91$2.22$2.55$2.90$3.30$3.73
PutsCheap0.82×
CallsExpensive1.11×
SkewBullish-26.03 pp
Implied moveBearish±$3.12
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.96114.5%29.7%13.97106.1%18.1%
25Δ20.17115.6%25.7%14.49107.8%16.1%
30Δ19.45116.3%22.3%14.99109.9%14.2%
35Δ18.79116.6%19.2%15.50105.7%12.1%
40Δ18.16116.3%16.5%16.00101.5%10.1%
45Δ17.62119.2%14.5%16.44100.2%8.7%
50Δ17.10123.4%12.9%16.8998.9%7.3%
55Δ16.55127.6%11.3%17.3698.7%6.2%
60Δ16.00131.8%9.8%17.8498.8%5.2%
65Δ15.38136.4%8.4%18.3397.9%4.3%
70Δ14.74139.5%7.0%18.8296.4%3.4%
75Δ14.09140.4%5.5%19.3694.4%2.6%
80Δ13.25149.1%4.4%19.9192.1%1.8%

20Δ

Calls
Pseudo strike
20.96
IV
114.5%
B/E move
29.7%
Puts
Pseudo strike
13.97
IV
106.1%
B/E move
18.1%

25Δ

Calls
Pseudo strike
20.17
IV
115.6%
B/E move
25.7%
Puts
Pseudo strike
14.49
IV
107.8%
B/E move
16.1%

30Δ

Calls
Pseudo strike
19.45
IV
116.3%
B/E move
22.3%
Puts
Pseudo strike
14.99
IV
109.9%
B/E move
14.2%

35Δ

Calls
Pseudo strike
18.79
IV
116.6%
B/E move
19.2%
Puts
Pseudo strike
15.50
IV
105.7%
B/E move
12.1%

40Δ

Calls
Pseudo strike
18.16
IV
116.3%
B/E move
16.5%
Puts
Pseudo strike
16.00
IV
101.5%
B/E move
10.1%

45Δ

Calls
Pseudo strike
17.62
IV
119.2%
B/E move
14.5%
Puts
Pseudo strike
16.44
IV
100.2%
B/E move
8.7%

50Δ

Calls
Pseudo strike
17.10
IV
123.4%
B/E move
12.9%
Puts
Pseudo strike
16.89
IV
98.9%
B/E move
7.3%

55Δ

Calls
Pseudo strike
16.55
IV
127.6%
B/E move
11.3%
Puts
Pseudo strike
17.36
IV
98.7%
B/E move
6.2%

60Δ

Calls
Pseudo strike
16.00
IV
131.8%
B/E move
9.8%
Puts
Pseudo strike
17.84
IV
98.8%
B/E move
5.2%

65Δ

Calls
Pseudo strike
15.38
IV
136.4%
B/E move
8.4%
Puts
Pseudo strike
18.33
IV
97.9%
B/E move
4.3%

70Δ

Calls
Pseudo strike
14.74
IV
139.5%
B/E move
7.0%
Puts
Pseudo strike
18.82
IV
96.4%
B/E move
3.4%

75Δ

Calls
Pseudo strike
14.09
IV
140.4%
B/E move
5.5%
Puts
Pseudo strike
19.36
IV
94.4%
B/E move
2.6%

80Δ

Calls
Pseudo strike
13.25
IV
149.1%
B/E move
4.4%
Puts
Pseudo strike
19.91
IV
92.1%
B/E move
1.8%

Options history

IV · four-Friday blend125.29%
Daily EOD
PLTG108.4%117.5%126.5%2026-10-20: 109.61%2026-10-30: 125.29%Oct 20Oct 30
2 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
109.61%
125.29%