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Themes ETF Trust Leverage Shares 2x Long FUTU Daily ETF FUTG

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Market datapartial · fetched 2026-10-22T23:50:25.507Z

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 · 2026-10-22T23:50:06.68190599Z

FundamentalsAlpha Vantage · unavailable

Share price$3.10
1D-5.3%
AH$3.04$3.11$3.17$3.23$3.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFUTG
Sold putSold callAH

Themes ETF Trust Leverage Shares 2x Long FUTU Daily ETF options

Live interpolated FUTG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2x Long FUTU Daily ETF$0.14$0.44$0.75$1.05$1.35$1.70$2.41$3.12$3.83$4.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FUTG spot · $3.10FUTG PRICE$0.17$0.18$0.22$0.25$0.28$0.31$0.34$0.37$0.40$0.49$0.60$0.70$0.80$0.22$0.26$0.30$0.34$0.39$0.48$0.56$0.64$0.73$0.81$0.90$0.98$1.27
PutsExpensive1.47×
CallsExpensive1.67×
SkewBullish-4.49 pp
Implied moveBearish±$0.90
TiltBearish21.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.89239.2%127.8%2.22185.8%35.3%
25Δ4.92174.9%64.5%2.43170.0%30.1%
30Δ4.46162.6%50.9%2.63154.1%24.8%
35Δ4.01150.3%37.3%2.84138.3%19.6%
40Δ3.81140.5%31.8%3.03124.9%15.0%
45Δ3.61130.8%26.4%3.16122.1%13.4%
50Δ3.41121.0%21.0%3.30119.3%11.7%
55Δ3.22111.3%15.7%3.43116.5%10.1%
60Δ3.02101.5%10.3%3.57113.6%8.5%
65Δ2.87100.5%8.6%3.70110.8%6.8%
70Δ2.73100.7%7.3%3.84108.0%5.2%
75Δ2.59100.9%6.0%3.97105.2%3.6%
80Δ2.44101.0%4.7%4.29108.1%2.5%

20Δ

Calls
Pseudo strike
6.89
IV
239.2%
B/E move
127.8%
Puts
Pseudo strike
2.22
IV
185.8%
B/E move
35.3%

25Δ

Calls
Pseudo strike
4.92
IV
174.9%
B/E move
64.5%
Puts
Pseudo strike
2.43
IV
170.0%
B/E move
30.1%

30Δ

Calls
Pseudo strike
4.46
IV
162.6%
B/E move
50.9%
Puts
Pseudo strike
2.63
IV
154.1%
B/E move
24.8%

35Δ

Calls
Pseudo strike
4.01
IV
150.3%
B/E move
37.3%
Puts
Pseudo strike
2.84
IV
138.3%
B/E move
19.6%

40Δ

Calls
Pseudo strike
3.81
IV
140.5%
B/E move
31.8%
Puts
Pseudo strike
3.03
IV
124.9%
B/E move
15.0%

45Δ

Calls
Pseudo strike
3.61
IV
130.8%
B/E move
26.4%
Puts
Pseudo strike
3.16
IV
122.1%
B/E move
13.4%

50Δ

Calls
Pseudo strike
3.41
IV
121.0%
B/E move
21.0%
Puts
Pseudo strike
3.30
IV
119.3%
B/E move
11.7%

55Δ

Calls
Pseudo strike
3.22
IV
111.3%
B/E move
15.7%
Puts
Pseudo strike
3.43
IV
116.5%
B/E move
10.1%

60Δ

Calls
Pseudo strike
3.02
IV
101.5%
B/E move
10.3%
Puts
Pseudo strike
3.57
IV
113.6%
B/E move
8.5%

65Δ

Calls
Pseudo strike
2.87
IV
100.5%
B/E move
8.6%
Puts
Pseudo strike
3.70
IV
110.8%
B/E move
6.8%

70Δ

Calls
Pseudo strike
2.73
IV
100.7%
B/E move
7.3%
Puts
Pseudo strike
3.84
IV
108.0%
B/E move
5.2%

75Δ

Calls
Pseudo strike
2.59
IV
100.9%
B/E move
6.0%
Puts
Pseudo strike
3.97
IV
105.2%
B/E move
3.6%

80Δ

Calls
Pseudo strike
2.44
IV
101.0%
B/E move
4.7%
Puts
Pseudo strike
4.29
IV
108.1%
B/E move
2.5%

Options history

No recorded observations