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

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Market datapartial · fetched 2026-10-23T03:50:26.872Z

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 · 2026-10-22T23:38:33.22405572Z

FundamentalsAlpha Vantage · unavailable

Share price$35.90
1D-7.6%
AH$36$37$38$39$405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASMG
Sold putSold callAH

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$0.68$2.89$5.11$7.32$9.53$23.66$31.78$39.90$48.02$56.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASMG spot · $35.90ASMG PRICE$0.92$1.19$1.51$1.86$2.24$2.69$3.10$3.59$4.11$4.70$5.44$6.31$7.38$1.01$1.35$1.83$2.22$2.59$3.17$3.59$4.32$4.94$5.95$6.75$7.84$8.90
PutsCheap0.87×
CallsFair1.00×
SkewBullish-10.67 pp
Implied moveBearish±$6.70
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.2890.2%31.5%30.5579.9%17.7%
25Δ43.9688.5%25.7%31.7379.6%15.4%
30Δ42.4189.1%22.3%32.7483.1%13.9%
35Δ40.9589.2%19.3%33.8381.7%12.0%
40Δ39.6088.8%16.5%34.8978.5%10.0%
45Δ38.4090.2%14.4%35.9180.0%8.8%
50Δ37.1789.2%12.2%36.8777.2%7.3%
55Δ36.0189.3%10.3%37.9678.8%6.3%
60Δ34.8888.7%8.6%38.9877.4%5.2%
65Δ33.7488.5%7.1%40.2879.8%4.4%
70Δ32.5689.8%5.8%41.4278.2%3.4%
75Δ31.2891.6%4.7%42.8178.1%2.6%
80Δ29.8394.1%3.6%44.1576.2%1.8%

20Δ

Calls
Pseudo strike
46.28
IV
90.2%
B/E move
31.5%
Puts
Pseudo strike
30.55
IV
79.9%
B/E move
17.7%

25Δ

Calls
Pseudo strike
43.96
IV
88.5%
B/E move
25.7%
Puts
Pseudo strike
31.73
IV
79.6%
B/E move
15.4%

30Δ

Calls
Pseudo strike
42.41
IV
89.1%
B/E move
22.3%
Puts
Pseudo strike
32.74
IV
83.1%
B/E move
13.9%

35Δ

Calls
Pseudo strike
40.95
IV
89.2%
B/E move
19.3%
Puts
Pseudo strike
33.83
IV
81.7%
B/E move
12.0%

40Δ

Calls
Pseudo strike
39.60
IV
88.8%
B/E move
16.5%
Puts
Pseudo strike
34.89
IV
78.5%
B/E move
10.0%

45Δ

Calls
Pseudo strike
38.40
IV
90.2%
B/E move
14.4%
Puts
Pseudo strike
35.91
IV
80.0%
B/E move
8.8%

50Δ

Calls
Pseudo strike
37.17
IV
89.2%
B/E move
12.2%
Puts
Pseudo strike
36.87
IV
77.2%
B/E move
7.3%

55Δ

Calls
Pseudo strike
36.01
IV
89.3%
B/E move
10.3%
Puts
Pseudo strike
37.96
IV
78.8%
B/E move
6.3%

60Δ

Calls
Pseudo strike
34.88
IV
88.7%
B/E move
8.6%
Puts
Pseudo strike
38.98
IV
77.4%
B/E move
5.2%

65Δ

Calls
Pseudo strike
33.74
IV
88.5%
B/E move
7.1%
Puts
Pseudo strike
40.28
IV
79.8%
B/E move
4.4%

70Δ

Calls
Pseudo strike
32.56
IV
89.8%
B/E move
5.8%
Puts
Pseudo strike
41.42
IV
78.2%
B/E move
3.4%

75Δ

Calls
Pseudo strike
31.28
IV
91.6%
B/E move
4.7%
Puts
Pseudo strike
42.81
IV
78.1%
B/E move
2.6%

80Δ

Calls
Pseudo strike
29.83
IV
94.1%
B/E move
3.6%
Puts
Pseudo strike
44.15
IV
76.2%
B/E move
1.8%

Options history

ASMG77.4777.8978.322026-10-20: 77.55%2026-10-21: 78.24%Oct 20Oct 21
Table
DateIV
77.55%
78.24%