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Themes ETF Trust Leverage Shares 2X Long CRM Daily ETF CRMG

i

Market dataready · fetched 2026-10-23T06:08:52.156Z

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 · 2026-10-22T23:57:10.788714989Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:08:51.658008+00:00

Share price$9.12
1D+5.4%
AH$8.60$8.79$8.98$9.16$9.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRMG
Sold putSold callAH

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

Live interpolated CRMG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long CRM Daily ETF$0.15$0.80$1.45$2.10$2.75$6.21$7.66$9.12$10.57$12.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRMG spot · $9.12CRMG PRICE$0.22$0.28$0.37$0.45$0.54$0.68$0.83$0.97$1.12$1.28$1.45$1.63$1.92$0.33$0.42$0.55$0.68$0.81$0.97$1.14$1.32$1.50$1.70$1.91$2.12$2.57
PutsFair1.04×
CallsFair0.99×
SkewBearish+1.63 pp
Implied moveBearish±$1.97
TiltBearish15.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.5685.8%29.2%7.5098.3%21.3%
25Δ10.9883.1%23.4%7.9097.1%18.1%
30Δ10.6483.5%20.7%8.2396.4%15.8%
35Δ10.3083.9%17.9%8.5495.8%13.8%
40Δ9.9784.6%15.3%8.8595.2%11.8%
45Δ9.7088.3%13.8%9.1694.5%10.2%
50Δ9.4392.0%12.4%9.4793.6%8.7%
55Δ9.1595.8%11.0%9.7792.6%7.3%
60Δ8.8697.3%9.5%10.0791.3%6.0%
65Δ8.5596.3%7.9%10.3888.7%4.9%
70Δ8.2595.3%6.3%10.6886.2%3.8%
75Δ7.9294.7%4.8%10.9983.6%2.7%
80Δ7.5396.1%3.7%11.5084.7%2.0%

20Δ

Calls
Pseudo strike
11.56
IV
85.8%
B/E move
29.2%
Puts
Pseudo strike
7.50
IV
98.3%
B/E move
21.3%

25Δ

Calls
Pseudo strike
10.98
IV
83.1%
B/E move
23.4%
Puts
Pseudo strike
7.90
IV
97.1%
B/E move
18.1%

30Δ

Calls
Pseudo strike
10.64
IV
83.5%
B/E move
20.7%
Puts
Pseudo strike
8.23
IV
96.4%
B/E move
15.8%

35Δ

Calls
Pseudo strike
10.30
IV
83.9%
B/E move
17.9%
Puts
Pseudo strike
8.54
IV
95.8%
B/E move
13.8%

40Δ

Calls
Pseudo strike
9.97
IV
84.6%
B/E move
15.3%
Puts
Pseudo strike
8.85
IV
95.2%
B/E move
11.8%

45Δ

Calls
Pseudo strike
9.70
IV
88.3%
B/E move
13.8%
Puts
Pseudo strike
9.16
IV
94.5%
B/E move
10.2%

50Δ

Calls
Pseudo strike
9.43
IV
92.0%
B/E move
12.4%
Puts
Pseudo strike
9.47
IV
93.6%
B/E move
8.7%

55Δ

Calls
Pseudo strike
9.15
IV
95.8%
B/E move
11.0%
Puts
Pseudo strike
9.77
IV
92.6%
B/E move
7.3%

60Δ

Calls
Pseudo strike
8.86
IV
97.3%
B/E move
9.5%
Puts
Pseudo strike
10.07
IV
91.3%
B/E move
6.0%

65Δ

Calls
Pseudo strike
8.55
IV
96.3%
B/E move
7.9%
Puts
Pseudo strike
10.38
IV
88.7%
B/E move
4.9%

70Δ

Calls
Pseudo strike
8.25
IV
95.3%
B/E move
6.3%
Puts
Pseudo strike
10.68
IV
86.2%
B/E move
3.8%

75Δ

Calls
Pseudo strike
7.92
IV
94.7%
B/E move
4.8%
Puts
Pseudo strike
10.99
IV
83.6%
B/E move
2.7%

80Δ

Calls
Pseudo strike
7.53
IV
96.1%
B/E move
3.7%
Puts
Pseudo strike
11.50
IV
84.7%
B/E move
2.0%

Options history

CRMG88.3088.7489.172026-10-20: 89.09%2026-10-21: 88.39%Oct 20Oct 21
Table
DateIV
89.09%
88.39%