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Themes ETF Trust Leverage Shares 2X Long CRCL Daily ETF CRCG

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Market dataready · fetched 2026-10-22T03:56:47.197Z

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 · 2026-10-21T23:59:41.876367857Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:54:00.265604+00:00

Share price$13.35
1D+8.2%
AH$12.47$12.95$13.43$13.91$14.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRCG
Sold putSold callAH

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

Live interpolated CRCG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long CRCL Daily ETF$0.38$2.34$4.30$6.27$8.23$6.27$10.05$13.84$17.62$21.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRCG spot · $13.35CRCG PRICE$0.59$0.76$0.99$1.17$1.45$1.72$1.97$2.33$2.62$2.97$3.41$3.95$4.64$0.84$1.15$1.41$1.71$2.06$2.47$2.89$3.44$4.17$4.91$5.86$6.79$7.67
PutsExpensive1.08×
CallsExpensive1.11×
SkewBullish-25.46 pp
Implied moveBearish±$4.86
TiltBearish22.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.64169.5%74.0%10.17155.4%30.2%
25Δ20.74167.3%61.0%10.94157.2%26.7%
30Δ19.58172.3%54.0%11.71150.7%22.8%
35Δ17.94164.2%43.1%12.44146.7%19.6%
40Δ17.14171.8%39.2%13.15145.0%17.0%
45Δ16.13173.0%33.6%13.86144.4%14.7%
50Δ15.10170.4%27.9%14.56142.4%12.6%
55Δ14.27175.4%24.3%15.36143.0%10.7%
60Δ13.37172.3%19.8%16.29146.7%9.2%
65Δ12.50170.7%15.9%17.25147.3%7.6%
70Δ11.67173.6%13.0%18.39149.2%6.2%
75Δ10.80179.5%10.5%19.52148.0%4.7%
80Δ9.84190.3%8.4%20.58143.4%3.3%

20Δ

Calls
Pseudo strike
22.64
IV
169.5%
B/E move
74.0%
Puts
Pseudo strike
10.17
IV
155.4%
B/E move
30.2%

25Δ

Calls
Pseudo strike
20.74
IV
167.3%
B/E move
61.0%
Puts
Pseudo strike
10.94
IV
157.2%
B/E move
26.7%

30Δ

Calls
Pseudo strike
19.58
IV
172.3%
B/E move
54.0%
Puts
Pseudo strike
11.71
IV
150.7%
B/E move
22.8%

35Δ

Calls
Pseudo strike
17.94
IV
164.2%
B/E move
43.1%
Puts
Pseudo strike
12.44
IV
146.7%
B/E move
19.6%

40Δ

Calls
Pseudo strike
17.14
IV
171.8%
B/E move
39.2%
Puts
Pseudo strike
13.15
IV
145.0%
B/E move
17.0%

45Δ

Calls
Pseudo strike
16.13
IV
173.0%
B/E move
33.6%
Puts
Pseudo strike
13.86
IV
144.4%
B/E move
14.7%

50Δ

Calls
Pseudo strike
15.10
IV
170.4%
B/E move
27.9%
Puts
Pseudo strike
14.56
IV
142.4%
B/E move
12.6%

55Δ

Calls
Pseudo strike
14.27
IV
175.4%
B/E move
24.3%
Puts
Pseudo strike
15.36
IV
143.0%
B/E move
10.7%

60Δ

Calls
Pseudo strike
13.37
IV
172.3%
B/E move
19.8%
Puts
Pseudo strike
16.29
IV
146.7%
B/E move
9.2%

65Δ

Calls
Pseudo strike
12.50
IV
170.7%
B/E move
15.9%
Puts
Pseudo strike
17.25
IV
147.3%
B/E move
7.6%

70Δ

Calls
Pseudo strike
11.67
IV
173.6%
B/E move
13.0%
Puts
Pseudo strike
18.39
IV
149.2%
B/E move
6.2%

75Δ

Calls
Pseudo strike
10.80
IV
179.5%
B/E move
10.5%
Puts
Pseudo strike
19.52
IV
148.0%
B/E move
4.7%

80Δ

Calls
Pseudo strike
9.84
IV
190.3%
B/E move
8.4%
Puts
Pseudo strike
20.58
IV
143.4%
B/E move
3.3%

Options history

No recorded observations