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Themes ETF Trust Leverage Shares 2X Long GEV Daily ETF GEVG

i

Market dataready · fetched 2026-11-12T01:32:10.036Z

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 · 2026-11-12T00:22:05.117663629Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:32:05.107710+00:00

Share price$14.12
1D-7.7%
AH$14.40$14.83$15.26$15.69$16.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGEVG
Sold putSold callAH

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

Live interpolated GEVG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long GEV Daily ETF$0.26$1.18$2.11$3.04$3.96$8.14$11.40$14.65$17.91$21.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GEVG spot · $14.12GEVG PRICE$0.36$0.48$0.61$0.73$0.90$1.07$1.25$1.44$1.71$2.00$2.42$2.93$3.70$0.36$0.40$0.46$0.53$0.61$0.68$0.76$0.84$0.92$1.00$1.08$1.24$1.42
PutsCheap0.39×
CallsFair0.95×
SkewBullish-90.47 pp
Implied moveBullish±$2.01
TiltBullish31.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.22167.5%31.6%12.11133.4%16.8%
25Δ17.39164.2%26.6%12.70114.4%12.9%
30Δ16.72162.8%22.7%13.14101.7%10.2%
35Δ16.08160.2%19.1%13.4495.7%8.6%
40Δ15.58161.8%16.7%13.7389.6%7.0%
45Δ15.09163.9%14.4%14.0283.7%5.6%
50Δ14.62163.8%12.4%14.2079.6%4.8%
55Δ14.15163.3%10.4%14.3975.4%4.0%
60Δ13.67167.5%8.9%14.5871.3%3.3%
65Δ13.19173.7%7.6%14.7667.2%2.5%
70Δ12.63186.0%6.6%14.9563.1%1.8%
75Δ12.00202.5%5.7%15.1760.3%1.3%
80Δ11.12232.6%4.9%15.4058.1%1.0%

20Δ

Calls
Pseudo strike
18.22
IV
167.5%
B/E move
31.6%
Puts
Pseudo strike
12.11
IV
133.4%
B/E move
16.8%

25Δ

Calls
Pseudo strike
17.39
IV
164.2%
B/E move
26.6%
Puts
Pseudo strike
12.70
IV
114.4%
B/E move
12.9%

30Δ

Calls
Pseudo strike
16.72
IV
162.8%
B/E move
22.7%
Puts
Pseudo strike
13.14
IV
101.7%
B/E move
10.2%

35Δ

Calls
Pseudo strike
16.08
IV
160.2%
B/E move
19.1%
Puts
Pseudo strike
13.44
IV
95.7%
B/E move
8.6%

40Δ

Calls
Pseudo strike
15.58
IV
161.8%
B/E move
16.7%
Puts
Pseudo strike
13.73
IV
89.6%
B/E move
7.0%

45Δ

Calls
Pseudo strike
15.09
IV
163.9%
B/E move
14.4%
Puts
Pseudo strike
14.02
IV
83.7%
B/E move
5.6%

50Δ

Calls
Pseudo strike
14.62
IV
163.8%
B/E move
12.4%
Puts
Pseudo strike
14.20
IV
79.6%
B/E move
4.8%

55Δ

Calls
Pseudo strike
14.15
IV
163.3%
B/E move
10.4%
Puts
Pseudo strike
14.39
IV
75.4%
B/E move
4.0%

60Δ

Calls
Pseudo strike
13.67
IV
167.5%
B/E move
8.9%
Puts
Pseudo strike
14.58
IV
71.3%
B/E move
3.3%

65Δ

Calls
Pseudo strike
13.19
IV
173.7%
B/E move
7.6%
Puts
Pseudo strike
14.76
IV
67.2%
B/E move
2.5%

70Δ

Calls
Pseudo strike
12.63
IV
186.0%
B/E move
6.6%
Puts
Pseudo strike
14.95
IV
63.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
12.00
IV
202.5%
B/E move
5.7%
Puts
Pseudo strike
15.17
IV
60.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
11.12
IV
232.6%
B/E move
4.9%
Puts
Pseudo strike
15.40
IV
58.1%
B/E move
1.0%

Options history

IV · four-Friday blend100.53%
Daily close
GEVG87.3%98.5%109.8%2026-08-13: 98.81%2026-08-14: 97.78%2026-08-17: 101.42%2026-08-18: 101.81%2026-08-19: 98.66%2026-08-20: 100.64%2026-08-21: 96.39%2026-08-24: 96.26%2026-08-25: 95.98%2026-08-26: 94.47%2026-08-27: 93.21%2026-08-28: 89.44%2026-08-31: 91.03%2026-09-01: 90.37%2026-09-02: 89.07%2026-09-03: 91.22%2026-09-04: 88.82%2026-09-08: 93.55%2026-09-09: 95.73%2026-09-10: 94.09%2026-09-11: 90.52%2026-09-14: 99.84%2026-09-15: 96.02%2026-09-16: 100.11%2026-09-17: 102.53%2026-09-18: 93.20%2026-09-21: 93.95%2026-09-22: 93.35%2026-09-23: 93.25%2026-09-24: 92.34%2026-09-25: 91.35%2026-09-28: 92.25%2026-09-29: 91.73%2026-09-30: 91.73%2026-10-01: 94.37%2026-10-02: 92.89%2026-10-05: 90.52%2026-10-06: 90.97%2026-10-07: 92.20%2026-10-08: 90.86%2026-10-09: 90.19%2026-10-12: 93.64%2026-10-13: 95.47%2026-10-14: 103.97%2026-10-15: 104.15%2026-10-16: 95.01%2026-10-19: 94.78%2026-10-20: 93.53%2026-10-21: 95.14%2026-10-22: 108.26%2026-10-23: 101.79%2026-10-26: 98.42%2026-10-27: 97.07%2026-10-28: 96.43%2026-10-29: 95.57%2026-10-30: 100.53%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
98.81%
97.78%
101.42%
101.81%
98.66%
100.64%
96.39%
96.26%
95.98%
94.47%
93.21%
89.44%
91.03%
90.37%
89.07%
91.22%
88.82%
93.55%
95.73%
94.09%
90.52%
99.84%
96.02%
100.11%
102.53%
93.20%
93.95%
93.35%
93.25%
92.34%
91.35%
92.25%
91.73%
91.73%
94.37%
92.89%
90.52%
90.97%
92.20%
90.86%
90.19%
93.64%
95.47%
103.97%
104.15%
95.01%
94.78%
93.53%
95.14%
108.26%
101.79%
98.42%
97.07%
96.43%
95.57%
100.53%