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Themes ETF Trust Leverage Shares 2X Long PLUG Daily ETF PLUL

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Market dataready · fetched 2026-11-07T08:09:10.996Z

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 · 2026-11-06T21:00:00.432035462Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:09:10.615203+00:00

Share price$3.24
1D+10.6%
AH$2.90$3.00$3.09$3.18$3.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPLUL
Sold putSold callAH

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

Live interpolated PLUL call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long PLUG Daily ETF$0.38$0.77$1.16$1.56$1.95$1.89$2.61$3.34$4.07$4.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PLUL spot · $3.24PLUL PRICE$0.42$0.50$0.58$0.63$0.69$0.74$0.84$0.94$1.05$0.52$0.58$0.64$0.75$0.92$1.09$1.26$1.41$1.55$1.69$1.84
Puts——
Calls——
Skew——
Implied moveBearish±$1.84
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.22472.8%47.4%
25Δ2.53419.6%39.9%
30Δ2.83366.3%32.4%
35Δ3.12334.5%26.9%
40Δ4.41299.6%49.1%3.39330.0%23.7%
45Δ4.20316.1%45.0%3.66325.6%20.6%
50Δ3.98329.9%40.7%3.93321.1%17.4%
55Δ3.67308.4%32.8%4.17309.0%14.9%
60Δ3.36286.8%24.9%4.39294.3%12.5%
65Δ3.05265.3%17.1%4.61279.6%10.1%
70Δ2.84253.3%13.5%4.83264.9%7.8%
75Δ2.65243.3%10.9%
80Δ2.46233.3%8.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.22
IV
472.8%
B/E move
47.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.53
IV
419.6%
B/E move
39.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.83
IV
366.3%
B/E move
32.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.12
IV
334.5%
B/E move
26.9%

40Δ

Calls
Pseudo strike
4.41
IV
299.6%
B/E move
49.1%
Puts
Pseudo strike
3.39
IV
330.0%
B/E move
23.7%

45Δ

Calls
Pseudo strike
4.20
IV
316.1%
B/E move
45.0%
Puts
Pseudo strike
3.66
IV
325.6%
B/E move
20.6%

50Δ

Calls
Pseudo strike
3.98
IV
329.9%
B/E move
40.7%
Puts
Pseudo strike
3.93
IV
321.1%
B/E move
17.4%

55Δ

Calls
Pseudo strike
3.67
IV
308.4%
B/E move
32.8%
Puts
Pseudo strike
4.17
IV
309.0%
B/E move
14.9%

60Δ

Calls
Pseudo strike
3.36
IV
286.8%
B/E move
24.9%
Puts
Pseudo strike
4.39
IV
294.3%
B/E move
12.5%

65Δ

Calls
Pseudo strike
3.05
IV
265.3%
B/E move
17.1%
Puts
Pseudo strike
4.61
IV
279.6%
B/E move
10.1%

70Δ

Calls
Pseudo strike
2.84
IV
253.3%
B/E move
13.5%
Puts
Pseudo strike
4.83
IV
264.9%
B/E move
7.8%

75Δ

Calls
Pseudo strike
2.65
IV
243.3%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.46
IV
233.3%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations