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Themes ETF Trust Leverage Shares 2X Long UUUU Daily ETF UUUG

i

Market dataready · fetched 2026-11-03T14:44:42.324Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-03T14:42:10.318287253Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:44:41.519729+00:00

Share price$1.14
1D+1.2%
$1.11$1.12$1.13$1.14$1.155:30 AM6:30 AM9:00 AM1:00 PMUUUG
Sold putSold call

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

Live interpolated UUUG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long UUUU Daily ETF$0.35$0.57$0.79$1.01$1.23$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEUUUG PRICE$0.38$0.40$0.44$0.48$0.52$0.59$0.73$0.88$1.02$1.16
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.06454.0%58.8%
25Δ1.27432.9%52.8%
30Δ1.49411.8%46.8%
35Δ1.70390.7%40.8%
40Δ1.91369.6%34.8%
45Δ
50Δ
55Δ2.87418.9%184.3%
60Δ1.96372.2%107.4%
65Δ1.64352.9%82.9%
70Δ1.33333.6%58.5%
75Δ1.01314.3%34.1%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.06
IV
454.0%
B/E move
58.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.27
IV
432.9%
B/E move
52.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.49
IV
411.8%
B/E move
46.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.70
IV
390.7%
B/E move
40.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.91
IV
369.6%
B/E move
34.8%

45Δ

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

50Δ

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

55Δ

Calls
Pseudo strike
2.87
IV
418.9%
B/E move
184.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.96
IV
372.2%
B/E move
107.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.64
IV
352.9%
B/E move
82.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.33
IV
333.6%
B/E move
58.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.01
IV
314.3%
B/E move
34.1%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations