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Themes ETF Trust Leverage Shares 2X Long ASML Daily ETF ASMG

i

Market dataready · fetched 2026-11-13T17:12:15.811Z

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 · 2026-11-13T17:05:30.795699125Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T17:12:13.643210+00:00

Share price$31.25
1D-2.8%
$30.66$31.17$31.68$32.20$32.715:30 AM6:30 AM9:00 AM1:00 PMASMG
Sold putSold call

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

Live interpolated ASMG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long ASML Daily ETF$0.34$1.58$2.82$4.06$5.30$25.27$28.48$31.70$34.91$38.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASMG spot · $31.25ASMG PRICE$0.48$0.66$0.84$1.01$1.20$1.41$1.63$1.86$2.18$2.53$2.98$3.44$3.96$0.56$0.76$0.99$1.25$1.52$1.79$2.09$2.44$2.88$3.20$3.50$4.28$4.95
PutsExpensive1.10×
CallsCheap0.82×
SkewBearish+2.94 pp
Implied moveBearish±$3.72
TiltBearish11.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.61102.6%15.5%27.89107.4%12.5%
25Δ35.05109.6%14.3%28.58108.2%11.0%
30Δ34.27109.7%12.4%29.21109.8%9.7%
35Δ33.50107.3%10.5%29.82111.6%8.6%
40Δ32.80104.8%8.8%30.43111.7%7.5%
45Δ32.19104.2%7.5%31.04111.0%6.4%
50Δ31.60102.8%6.4%31.63109.3%5.5%
55Δ31.03101.1%5.3%32.25109.0%4.6%
60Δ30.47102.1%4.5%32.90110.8%3.9%
65Δ29.89103.5%3.7%33.46106.6%3.2%
70Δ29.25106.5%3.1%33.99101.4%2.4%
75Δ28.59107.5%2.5%34.92106.2%2.0%
80Δ27.88107.9%1.9%35.75105.2%1.4%

20Δ

Calls
Pseudo strike
35.61
IV
102.6%
B/E move
15.5%
Puts
Pseudo strike
27.89
IV
107.4%
B/E move
12.5%

25Δ

Calls
Pseudo strike
35.05
IV
109.6%
B/E move
14.3%
Puts
Pseudo strike
28.58
IV
108.2%
B/E move
11.0%

30Δ

Calls
Pseudo strike
34.27
IV
109.7%
B/E move
12.4%
Puts
Pseudo strike
29.21
IV
109.8%
B/E move
9.7%

35Δ

Calls
Pseudo strike
33.50
IV
107.3%
B/E move
10.5%
Puts
Pseudo strike
29.82
IV
111.6%
B/E move
8.6%

40Δ

Calls
Pseudo strike
32.80
IV
104.8%
B/E move
8.8%
Puts
Pseudo strike
30.43
IV
111.7%
B/E move
7.5%

45Δ

Calls
Pseudo strike
32.19
IV
104.2%
B/E move
7.5%
Puts
Pseudo strike
31.04
IV
111.0%
B/E move
6.4%

50Δ

Calls
Pseudo strike
31.60
IV
102.8%
B/E move
6.4%
Puts
Pseudo strike
31.63
IV
109.3%
B/E move
5.5%

55Δ

Calls
Pseudo strike
31.03
IV
101.1%
B/E move
5.3%
Puts
Pseudo strike
32.25
IV
109.0%
B/E move
4.6%

60Δ

Calls
Pseudo strike
30.47
IV
102.1%
B/E move
4.5%
Puts
Pseudo strike
32.90
IV
110.8%
B/E move
3.9%

65Δ

Calls
Pseudo strike
29.89
IV
103.5%
B/E move
3.7%
Puts
Pseudo strike
33.46
IV
106.6%
B/E move
3.2%

70Δ

Calls
Pseudo strike
29.25
IV
106.5%
B/E move
3.1%
Puts
Pseudo strike
33.99
IV
101.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
28.59
IV
107.5%
B/E move
2.5%
Puts
Pseudo strike
34.92
IV
106.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
27.88
IV
107.9%
B/E move
1.9%
Puts
Pseudo strike
35.75
IV
105.2%
B/E move
1.4%

Options history

IV · four-Friday blend85.69%
Daily EOD
ASMG74.6%80.5%86.5%2026-10-19: 75.38%2026-10-20: 77.55%2026-10-21: 78.24%2026-10-22: 81.39%2026-10-23: 81.27%2026-10-26: 79.96%2026-10-27: 81.17%2026-10-28: 81.09%2026-10-29: 79.95%2026-10-30: 85.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
75.38%
77.55%
78.24%
81.39%
81.27%
79.96%
81.17%
81.09%
79.95%
85.69%