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Themes ETF Trust Leverage Shares 2X Long USAR Daily ETF USGG

i

Market dataready · fetched 2026-11-04T06:16:19.087Z

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 · 2026-11-04T00:40:20.128085083Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:16:18.627645+00:00

Share price$1.40
1D-5.9%
AH$1.36$1.40$1.45$1.50$1.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSGG
Sold putSold callAH

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

Live interpolated USGG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long USAR Daily ETF$0.00$1.51$3.02$4.53$6.04$0.69$1.15$1.60$2.05$2.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive USGG spot · $1.40USGG PRICE$0.14$0.17$0.21$0.25$0.29$0.33$0.36$0.40$0.44$0.48$0.52$0.29$0.40$0.50$0.60$0.71$0.81$0.91$1.02$1.12$1.22$5.60
Puts——
Calls——
Skew——
Implied moveBearish±$1.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ1.14366.8%39.8%
30Δ2.79338.1%109.0%1.29361.0%36.4%
35Δ2.42329.9%84.8%1.44355.1%32.9%
40Δ2.26324.5%76.5%1.59349.2%29.5%
45Δ2.11319.0%68.2%1.74343.4%26.1%
50Δ1.95313.6%59.9%1.89337.5%22.7%
55Δ1.80308.1%51.6%2.04331.7%19.3%
60Δ1.64302.7%43.3%2.19325.8%15.8%
65Δ1.49297.3%35.0%2.35320.0%12.4%
70Δ1.33291.8%26.6%2.50314.1%9.0%
75Δ1.18286.4%18.3%6.85550.7%10.7%
80Δ1.02280.9%10.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.14
IV
366.8%
B/E move
39.8%

30Δ

Calls
Pseudo strike
2.79
IV
338.1%
B/E move
109.0%
Puts
Pseudo strike
1.29
IV
361.0%
B/E move
36.4%

35Δ

Calls
Pseudo strike
2.42
IV
329.9%
B/E move
84.8%
Puts
Pseudo strike
1.44
IV
355.1%
B/E move
32.9%

40Δ

Calls
Pseudo strike
2.26
IV
324.5%
B/E move
76.5%
Puts
Pseudo strike
1.59
IV
349.2%
B/E move
29.5%

45Δ

Calls
Pseudo strike
2.11
IV
319.0%
B/E move
68.2%
Puts
Pseudo strike
1.74
IV
343.4%
B/E move
26.1%

50Δ

Calls
Pseudo strike
1.95
IV
313.6%
B/E move
59.9%
Puts
Pseudo strike
1.89
IV
337.5%
B/E move
22.7%

55Δ

Calls
Pseudo strike
1.80
IV
308.1%
B/E move
51.6%
Puts
Pseudo strike
2.04
IV
331.7%
B/E move
19.3%

60Δ

Calls
Pseudo strike
1.64
IV
302.7%
B/E move
43.3%
Puts
Pseudo strike
2.19
IV
325.8%
B/E move
15.8%

65Δ

Calls
Pseudo strike
1.49
IV
297.3%
B/E move
35.0%
Puts
Pseudo strike
2.35
IV
320.0%
B/E move
12.4%

70Δ

Calls
Pseudo strike
1.33
IV
291.8%
B/E move
26.6%
Puts
Pseudo strike
2.50
IV
314.1%
B/E move
9.0%

75Δ

Calls
Pseudo strike
1.18
IV
286.4%
B/E move
18.3%
Puts
Pseudo strike
6.85
IV
550.7%
B/E move
10.7%

80Δ

Calls
Pseudo strike
1.02
IV
280.9%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations