IntraAlpha
Create free account Start free

Themes ETF Trust Leverage Shares 2X Long ARM Daily ETF ARMG

i

Market dataready · fetched 2026-10-22T10:49:42.816Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T10:47:51.662490334Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T10:43:31.088593+00:00

Share price$11.35
1D
Price history unavailable.

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

Live interpolated ARMG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long ARM Daily ETF$0.37$1.56$2.75$3.94$5.12$3.31$10.29$17.28$24.26$31.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARMG spot · $11.35ARMG PRICE$0.50$0.68$0.90$1.04$1.27$1.53$1.75$2.12$2.48$2.87$3.41$4.10$4.78$0.56$0.77$0.99$1.18$1.38$1.57$1.76$2.10$2.47$2.82$3.18$3.61
PutsCheap0.71×
CallsExpensive1.56×
SkewBullish-82.53 pp
Implied moveBalanced±$3.50
TiltBullish10.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.34171.7%74.8%8.93130.4%26.2%
25Δ18.13176.9%65.7%9.50130.8%23.2%
30Δ17.34187.4%60.7%10.04131.6%20.3%
35Δ15.63176.1%46.9%10.56126.9%17.4%
40Δ14.78181.6%41.4%11.07122.1%14.6%
45Δ13.98187.2%36.7%11.51116.8%12.4%
50Δ13.01183.2%30.0%11.96111.5%10.1%
55Δ12.35195.8%27.5%12.47112.0%8.7%
60Δ11.61203.3%24.1%12.99113.1%7.3%
65Δ10.78209.0%20.3%13.50110.8%6.0%
70Δ9.98225.8%18.0%14.00108.4%4.6%
75Δ9.07249.7%16.0%14.57105.5%3.5%
80Δ8.03263.6%12.9%

20Δ

Calls
Pseudo strike
19.34
IV
171.7%
B/E move
74.8%
Puts
Pseudo strike
8.93
IV
130.4%
B/E move
26.2%

25Δ

Calls
Pseudo strike
18.13
IV
176.9%
B/E move
65.7%
Puts
Pseudo strike
9.50
IV
130.8%
B/E move
23.2%

30Δ

Calls
Pseudo strike
17.34
IV
187.4%
B/E move
60.7%
Puts
Pseudo strike
10.04
IV
131.6%
B/E move
20.3%

35Δ

Calls
Pseudo strike
15.63
IV
176.1%
B/E move
46.9%
Puts
Pseudo strike
10.56
IV
126.9%
B/E move
17.4%

40Δ

Calls
Pseudo strike
14.78
IV
181.6%
B/E move
41.4%
Puts
Pseudo strike
11.07
IV
122.1%
B/E move
14.6%

45Δ

Calls
Pseudo strike
13.98
IV
187.2%
B/E move
36.7%
Puts
Pseudo strike
11.51
IV
116.8%
B/E move
12.4%

50Δ

Calls
Pseudo strike
13.01
IV
183.2%
B/E move
30.0%
Puts
Pseudo strike
11.96
IV
111.5%
B/E move
10.1%

55Δ

Calls
Pseudo strike
12.35
IV
195.8%
B/E move
27.5%
Puts
Pseudo strike
12.47
IV
112.0%
B/E move
8.7%

60Δ

Calls
Pseudo strike
11.61
IV
203.3%
B/E move
24.1%
Puts
Pseudo strike
12.99
IV
113.1%
B/E move
7.3%

65Δ

Calls
Pseudo strike
10.78
IV
209.0%
B/E move
20.3%
Puts
Pseudo strike
13.50
IV
110.8%
B/E move
6.0%

70Δ

Calls
Pseudo strike
9.98
IV
225.8%
B/E move
18.0%
Puts
Pseudo strike
14.00
IV
108.4%
B/E move
4.6%

75Δ

Calls
Pseudo strike
9.07
IV
249.7%
B/E move
16.0%
Puts
Pseudo strike
14.57
IV
105.5%
B/E move
3.5%

80Δ

Calls
Pseudo strike
8.03
IV
263.6%
B/E move
12.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations