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

i

Market dataready · fetched 2026-11-12T02:04:58.683Z

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 · 2026-11-12T00:27:14.818238159Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:04:58.311603+00:00

Share price$2.90
1D+1.7%
AH$2.88$2.92$2.95$2.98$3.025:30 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$0.10$0.32$0.55$0.77$1.00$1.76$2.35$2.94$3.53$4.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FUTG spot · $2.90FUTG PRICE$0.17$0.12$0.15$0.18$0.21$0.24$0.27$0.36$0.45$0.54$0.63$0.73$0.82$0.19$0.22$0.25$0.27$0.30$0.32$0.35$0.45$0.54$0.64$0.74$0.84$0.93
PutsFair1.02×
CallsExpensive1.83×
SkewBullish-17.71 pp
Implied moveBearish±$0.62
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.08474.4%150.1%2.10321.0%34.2%
25Δ3.87209.4%37.7%2.25294.6%29.9%
30Δ3.70203.0%32.9%2.40268.2%25.7%
35Δ3.53196.6%28.1%2.55241.8%21.4%
40Δ3.36190.2%23.3%2.70215.4%17.2%
45Δ3.19183.8%18.4%2.85189.1%12.9%
50Δ3.02177.3%13.6%3.00162.7%8.7%
55Δ2.89183.6%11.7%3.12160.6%7.7%
60Δ2.75191.9%10.4%3.25158.9%6.7%
65Δ2.62200.2%9.0%3.38157.2%5.7%
70Δ2.49208.5%7.6%3.50155.5%4.7%
75Δ2.35216.8%6.2%3.63153.8%3.8%
80Δ2.22225.1%4.9%3.75152.0%2.8%

20Δ

Calls
Pseudo strike
7.08
IV
474.4%
B/E move
150.1%
Puts
Pseudo strike
2.10
IV
321.0%
B/E move
34.2%

25Δ

Calls
Pseudo strike
3.87
IV
209.4%
B/E move
37.7%
Puts
Pseudo strike
2.25
IV
294.6%
B/E move
29.9%

30Δ

Calls
Pseudo strike
3.70
IV
203.0%
B/E move
32.9%
Puts
Pseudo strike
2.40
IV
268.2%
B/E move
25.7%

35Δ

Calls
Pseudo strike
3.53
IV
196.6%
B/E move
28.1%
Puts
Pseudo strike
2.55
IV
241.8%
B/E move
21.4%

40Δ

Calls
Pseudo strike
3.36
IV
190.2%
B/E move
23.3%
Puts
Pseudo strike
2.70
IV
215.4%
B/E move
17.2%

45Δ

Calls
Pseudo strike
3.19
IV
183.8%
B/E move
18.4%
Puts
Pseudo strike
2.85
IV
189.1%
B/E move
12.9%

50Δ

Calls
Pseudo strike
3.02
IV
177.3%
B/E move
13.6%
Puts
Pseudo strike
3.00
IV
162.7%
B/E move
8.7%

55Δ

Calls
Pseudo strike
2.89
IV
183.6%
B/E move
11.7%
Puts
Pseudo strike
3.12
IV
160.6%
B/E move
7.7%

60Δ

Calls
Pseudo strike
2.75
IV
191.9%
B/E move
10.4%
Puts
Pseudo strike
3.25
IV
158.9%
B/E move
6.7%

65Δ

Calls
Pseudo strike
2.62
IV
200.2%
B/E move
9.0%
Puts
Pseudo strike
3.38
IV
157.2%
B/E move
5.7%

70Δ

Calls
Pseudo strike
2.49
IV
208.5%
B/E move
7.6%
Puts
Pseudo strike
3.50
IV
155.5%
B/E move
4.7%

75Δ

Calls
Pseudo strike
2.35
IV
216.8%
B/E move
6.2%
Puts
Pseudo strike
3.63
IV
153.8%
B/E move
3.8%

80Δ

Calls
Pseudo strike
2.22
IV
225.1%
B/E move
4.9%
Puts
Pseudo strike
3.75
IV
152.0%
B/E move
2.8%

Options history

IV · four-Friday blend129.16%
Daily close
FUTG88.1%121.7%155.4%2026-08-18: 132.51%2026-08-19: 150.78%2026-08-24: 108.84%2026-08-25: 112.88%2026-08-26: 109.43%2026-08-27: 106.15%2026-08-28: 105.58%2026-08-31: 104.87%2026-09-01: 100.61%2026-09-02: 107.83%2026-09-03: 102.18%2026-09-04: 100.18%2026-09-08: 107.77%2026-09-16: 118.27%2026-09-18: 101.90%2026-09-21: 101.78%2026-09-22: 99.52%2026-09-24: 94.11%2026-09-25: 92.70%2026-09-28: 95.55%2026-09-30: 96.12%2026-10-06: 107.46%2026-10-07: 107.82%2026-10-12: 117.37%2026-10-16: 106.94%2026-10-19: 112.56%2026-10-20: 113.36%2026-10-21: 113.83%2026-10-22: 128.37%2026-10-23: 128.06%2026-10-26: 122.51%2026-10-27: 124.05%2026-10-28: 122.62%2026-10-29: 123.25%2026-10-30: 129.16%Aug 18Sep 24Oct 30
35 observations2026-08-18 — 2026-10-30
Table
DateIV (%)
132.51%
150.78%
108.84%
112.88%
109.43%
106.15%
105.58%
104.87%
100.61%
107.83%
102.18%
100.18%
107.77%
118.27%
101.90%
101.78%
99.52%
94.11%
92.70%
95.55%
96.12%
107.46%
107.82%
117.37%
106.94%
112.56%
113.36%
113.83%
128.37%
128.06%
122.51%
124.05%
122.62%
123.25%
129.16%