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Themes ETF Trust Leverage Shares 2X Long TER Daily ETF TERG

i

Market dataready · fetched 2026-11-07T05:31:30.824Z

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 · 2026-11-06T21:13:00.110265705Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T05:31:30.386035+00:00

Share price$10.55
1D-17.4%
AH$10.34$11.11$11.88$12.65$13.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTERG
Sold putSold callAH

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

Live interpolated TERG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long TER Daily ETF$0.37$1.58$2.79$4.01$5.22$2.58$9.61$16.65$23.69$30.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TERG spot · $10.55TERG PRICE$0.50$0.62$0.75$1.00$1.26$1.53$1.81$2.12$2.49$2.85$3.37$4.04$4.87$0.59$0.64$0.74$0.84$0.97$1.11$1.26$1.38$1.49$1.60$1.71
Puts——
CallsExpensive1.79×
Skew——
Implied moveBullish±$3.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.08275.6%85.6%8.14210.4%28.4%
25Δ16.64254.5%63.6%8.89176.8%21.9%
30Δ15.03240.5%49.5%9.38162.3%18.1%
35Δ14.58263.0%47.6%9.84151.4%14.7%
40Δ14.15286.2%46.0%10.22144.1%12.3%
45Δ13.45299.9%42.0%10.56139.0%10.5%
50Δ12.62310.9%36.7%10.90133.8%8.6%
55Δ11.80324.9%31.9%11.18126.8%7.2%
60Δ11.03339.5%28.1%11.42118.9%5.9%
65Δ10.17345.5%23.4%11.67111.1%4.6%
70Δ9.33364.1%20.4%11.91103.2%3.3%
75Δ8.44400.2%18.2%
80Δ7.40456.9%16.3%

20Δ

Calls
Pseudo strike
19.08
IV
275.6%
B/E move
85.6%
Puts
Pseudo strike
8.14
IV
210.4%
B/E move
28.4%

25Δ

Calls
Pseudo strike
16.64
IV
254.5%
B/E move
63.6%
Puts
Pseudo strike
8.89
IV
176.8%
B/E move
21.9%

30Δ

Calls
Pseudo strike
15.03
IV
240.5%
B/E move
49.5%
Puts
Pseudo strike
9.38
IV
162.3%
B/E move
18.1%

35Δ

Calls
Pseudo strike
14.58
IV
263.0%
B/E move
47.6%
Puts
Pseudo strike
9.84
IV
151.4%
B/E move
14.7%

40Δ

Calls
Pseudo strike
14.15
IV
286.2%
B/E move
46.0%
Puts
Pseudo strike
10.22
IV
144.1%
B/E move
12.3%

45Δ

Calls
Pseudo strike
13.45
IV
299.9%
B/E move
42.0%
Puts
Pseudo strike
10.56
IV
139.0%
B/E move
10.5%

50Δ

Calls
Pseudo strike
12.62
IV
310.9%
B/E move
36.7%
Puts
Pseudo strike
10.90
IV
133.8%
B/E move
8.6%

55Δ

Calls
Pseudo strike
11.80
IV
324.9%
B/E move
31.9%
Puts
Pseudo strike
11.18
IV
126.8%
B/E move
7.2%

60Δ

Calls
Pseudo strike
11.03
IV
339.5%
B/E move
28.1%
Puts
Pseudo strike
11.42
IV
118.9%
B/E move
5.9%

65Δ

Calls
Pseudo strike
10.17
IV
345.5%
B/E move
23.4%
Puts
Pseudo strike
11.67
IV
111.1%
B/E move
4.6%

70Δ

Calls
Pseudo strike
9.33
IV
364.1%
B/E move
20.4%
Puts
Pseudo strike
11.91
IV
103.2%
B/E move
3.3%

75Δ

Calls
Pseudo strike
8.44
IV
400.2%
B/E move
18.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.40
IV
456.9%
B/E move
16.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend132.86%
Daily EOD
TERG125.1%133.8%142.5%2026-10-19: 134.11%2026-10-20: 136.01%2026-10-22: 139.17%2026-10-23: 141.26%2026-10-26: 138.70%2026-10-27: 138.51%2026-10-28: 126.58%2026-10-29: 126.31%2026-10-30: 132.86%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
134.11%
136.01%
139.17%
141.26%
138.70%
138.51%
126.58%
126.31%
132.86%