IntraAlpha
Create free account Start free

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

i

Market dataready · fetched 2026-11-13T02:09:20.617Z

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 · 2026-11-12T21:00:00.121685147Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:09:19.309043+00:00

Share price$57.78
1D+3.7%
AH$57.77$58.47$59.17$59.88$60.585:30 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$0.83$3.94$7.05$10.17$13.28$40.74$48.47$56.20$63.93$71.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DUOG spot · $57.78DUOG PRICE$1.24$1.63$1.81$2.26$2.80$3.47$4.06$4.68$4.97$5.65$6.62$7.54$9.03$1.16$1.51$2.90$3.50$4.09$4.76$5.26$6.14$7.52$8.89$10.42$12.38
Puts——
CallsExpensive1.28×
Skew——
Implied moveBearish±$8.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.70143.7%24.5%50.95113.0%13.8%
25Δ68.09141.5%20.7%52.54108.9%11.7%
30Δ64.64123.1%15.0%
35Δ63.10123.5%13.1%54.72129.0%10.3%
40Δ61.74127.2%11.7%56.12128.0%8.9%
45Δ60.46133.7%10.6%57.48125.4%7.6%
50Δ58.98133.9%9.1%58.81123.6%6.5%
55Δ57.53133.0%7.7%60.02117.5%5.2%
60Δ56.17121.6%5.8%61.35117.9%4.5%
65Δ54.86120.0%4.7%63.10123.5%3.8%
70Δ53.43123.3%3.9%64.87125.5%3.1%
75Δ52.01122.9%3.1%66.79126.5%2.5%
80Δ50.15128.9%2.4%69.10128.3%1.8%

20Δ

Calls
Pseudo strike
70.70
IV
143.7%
B/E move
24.5%
Puts
Pseudo strike
50.95
IV
113.0%
B/E move
13.8%

25Δ

Calls
Pseudo strike
68.09
IV
141.5%
B/E move
20.7%
Puts
Pseudo strike
52.54
IV
108.9%
B/E move
11.7%

30Δ

Calls
Pseudo strike
64.64
IV
123.1%
B/E move
15.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
63.10
IV
123.5%
B/E move
13.1%
Puts
Pseudo strike
54.72
IV
129.0%
B/E move
10.3%

40Δ

Calls
Pseudo strike
61.74
IV
127.2%
B/E move
11.7%
Puts
Pseudo strike
56.12
IV
128.0%
B/E move
8.9%

45Δ

Calls
Pseudo strike
60.46
IV
133.7%
B/E move
10.6%
Puts
Pseudo strike
57.48
IV
125.4%
B/E move
7.6%

50Δ

Calls
Pseudo strike
58.98
IV
133.9%
B/E move
9.1%
Puts
Pseudo strike
58.81
IV
123.6%
B/E move
6.5%

55Δ

Calls
Pseudo strike
57.53
IV
133.0%
B/E move
7.7%
Puts
Pseudo strike
60.02
IV
117.5%
B/E move
5.2%

60Δ

Calls
Pseudo strike
56.17
IV
121.6%
B/E move
5.8%
Puts
Pseudo strike
61.35
IV
117.9%
B/E move
4.5%

65Δ

Calls
Pseudo strike
54.86
IV
120.0%
B/E move
4.7%
Puts
Pseudo strike
63.10
IV
123.5%
B/E move
3.8%

70Δ

Calls
Pseudo strike
53.43
IV
123.3%
B/E move
3.9%
Puts
Pseudo strike
64.87
IV
125.5%
B/E move
3.1%

75Δ

Calls
Pseudo strike
52.01
IV
122.9%
B/E move
3.1%
Puts
Pseudo strike
66.79
IV
126.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
50.15
IV
128.9%
B/E move
2.4%
Puts
Pseudo strike
69.10
IV
128.3%
B/E move
1.8%

Options history

IV · four-Friday blend136.41%
Daily EOD
DUOG124.1%130.7%137.3%2026-10-19: 125.55%2026-10-20: 128.65%2026-10-21: 125.71%2026-10-22: 124.98%2026-10-23: 129.80%2026-10-26: 135.50%2026-10-28: 136.41%Oct 19Oct 22Oct 28
7 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
125.55%
128.65%
125.71%
124.98%
129.80%
135.50%
136.41%