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Themes ETF Trust Leverage Shares 2X Long DUOL Daily ETF DUOG

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Market dataready · fetched 2026-10-22T23:51:49.748Z

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 · 2026-10-22T20:00:00.560884936Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:51:48.095633+00:00

Share price$49.75
1D+0.2%
AH$50.97$51.01$51.04$51.08$51.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDUOG
Sold putSold callAH

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

Live interpolated DUOG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long DUOL Daily ETF$1.10$9.26$17.42$25.58$33.74$22.85$36.28$49.71$63.14$76.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DUOG spot · $49.75DUOG PRICE$1.98$2.61$3.34$4.08$4.85$5.77$6.72$7.80$8.91$10.23$11.68$13.29$15.21$3.16$4.22$5.42$6.77$8.26$9.83$11.58$13.54$16.13$18.98$22.37$26.47$31.39
PutsExpensive1.29×
CallsExpensive1.51×
SkewBearish+0.65 pp
Implied moveBearish±$18.30
TiltBearish29.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.72152.8%62.2%37.77158.8%30.4%
25Δ73.07152.2%52.1%40.81157.3%26.5%
30Δ68.93154.5%45.2%43.62156.3%23.2%
35Δ64.80153.8%38.4%46.42155.8%20.3%
40Δ61.00152.2%32.4%49.19155.8%17.7%
45Δ57.90153.9%28.0%51.96154.8%15.3%
50Δ54.83153.9%23.7%54.80153.4%13.1%
55Δ51.99155.4%20.2%57.75152.2%11.1%
60Δ49.14154.2%16.7%61.18153.7%9.4%
65Δ46.40155.3%13.8%64.84154.1%7.8%
70Δ43.63156.4%11.2%69.02155.0%6.2%
75Δ40.81157.3%8.7%73.83155.5%4.8%
80Δ37.81158.1%6.6%79.42155.4%3.5%

20Δ

Calls
Pseudo strike
78.72
IV
152.8%
B/E move
62.2%
Puts
Pseudo strike
37.77
IV
158.8%
B/E move
30.4%

25Δ

Calls
Pseudo strike
73.07
IV
152.2%
B/E move
52.1%
Puts
Pseudo strike
40.81
IV
157.3%
B/E move
26.5%

30Δ

Calls
Pseudo strike
68.93
IV
154.5%
B/E move
45.2%
Puts
Pseudo strike
43.62
IV
156.3%
B/E move
23.2%

35Δ

Calls
Pseudo strike
64.80
IV
153.8%
B/E move
38.4%
Puts
Pseudo strike
46.42
IV
155.8%
B/E move
20.3%

40Δ

Calls
Pseudo strike
61.00
IV
152.2%
B/E move
32.4%
Puts
Pseudo strike
49.19
IV
155.8%
B/E move
17.7%

45Δ

Calls
Pseudo strike
57.90
IV
153.9%
B/E move
28.0%
Puts
Pseudo strike
51.96
IV
154.8%
B/E move
15.3%

50Δ

Calls
Pseudo strike
54.83
IV
153.9%
B/E move
23.7%
Puts
Pseudo strike
54.80
IV
153.4%
B/E move
13.1%

55Δ

Calls
Pseudo strike
51.99
IV
155.4%
B/E move
20.2%
Puts
Pseudo strike
57.75
IV
152.2%
B/E move
11.1%

60Δ

Calls
Pseudo strike
49.14
IV
154.2%
B/E move
16.7%
Puts
Pseudo strike
61.18
IV
153.7%
B/E move
9.4%

65Δ

Calls
Pseudo strike
46.40
IV
155.3%
B/E move
13.8%
Puts
Pseudo strike
64.84
IV
154.1%
B/E move
7.8%

70Δ

Calls
Pseudo strike
43.63
IV
156.4%
B/E move
11.2%
Puts
Pseudo strike
69.02
IV
155.0%
B/E move
6.2%

75Δ

Calls
Pseudo strike
40.81
IV
157.3%
B/E move
8.7%
Puts
Pseudo strike
73.83
IV
155.5%
B/E move
4.8%

80Δ

Calls
Pseudo strike
37.81
IV
158.1%
B/E move
6.6%
Puts
Pseudo strike
79.42
IV
155.4%
B/E move
3.5%

Options history

DUOG125.48127.18128.892026-10-20: 128.65%2026-10-21: 125.71%Oct 20Oct 21
Table
DateIV
128.65%
125.71%