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Themes ETF Trust Leverage Shares 2X Long GLW Daily ETF GLWG

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Market dataready · fetched 2026-11-12T03:03:19.237Z

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 · 2026-11-12T00:54:19.622796168Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:03:18.828749+00:00

Share price$7.06
1D+1.5%
AH$6.92$7.14$7.35$7.57$7.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGLWG
Sold putSold callAH

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

Live interpolated GLWG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long GLW Daily ETF$0.11$0.62$1.12$1.63$2.13$4.23$5.67$7.10$8.54$9.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLWG spot · $7.06GLWG PRICE$0.18$0.24$0.30$0.37$0.46$0.56$0.66$0.76$0.93$1.13$1.32$1.55$1.99$0.17$0.20$0.24$0.28$0.32$0.36$0.44$0.52$0.61$0.69$0.77$0.85$0.94
PutsCheap0.44×
CallsCheap0.84×
SkewBullish-89.40 pp
Implied moveBullish±$1.10
TiltBullish24.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.00161.2%29.9%6.08123.8%16.2%
25Δ8.68160.8%26.3%6.27116.3%14.1%
30Δ8.36160.4%22.7%6.46108.8%12.0%
35Δ8.04159.9%19.1%6.64101.3%9.9%
40Δ7.79162.9%16.9%6.8393.8%7.7%
45Δ7.56166.4%15.0%7.0186.8%5.7%
50Δ7.32169.9%13.1%7.1485.4%5.1%
55Δ7.09173.3%11.2%7.2783.9%4.5%
60Δ6.82181.5%9.7%7.3982.4%3.9%
65Δ6.54192.4%8.5%7.5281.0%3.2%
70Δ6.25203.3%7.3%7.6579.5%2.6%
75Δ5.94216.8%6.1%7.7878.1%2.0%
80Δ5.44251.0%5.2%7.9076.6%1.3%

20Δ

Calls
Pseudo strike
9.00
IV
161.2%
B/E move
29.9%
Puts
Pseudo strike
6.08
IV
123.8%
B/E move
16.2%

25Δ

Calls
Pseudo strike
8.68
IV
160.8%
B/E move
26.3%
Puts
Pseudo strike
6.27
IV
116.3%
B/E move
14.1%

30Δ

Calls
Pseudo strike
8.36
IV
160.4%
B/E move
22.7%
Puts
Pseudo strike
6.46
IV
108.8%
B/E move
12.0%

35Δ

Calls
Pseudo strike
8.04
IV
159.9%
B/E move
19.1%
Puts
Pseudo strike
6.64
IV
101.3%
B/E move
9.9%

40Δ

Calls
Pseudo strike
7.79
IV
162.9%
B/E move
16.9%
Puts
Pseudo strike
6.83
IV
93.8%
B/E move
7.7%

45Δ

Calls
Pseudo strike
7.56
IV
166.4%
B/E move
15.0%
Puts
Pseudo strike
7.01
IV
86.8%
B/E move
5.7%

50Δ

Calls
Pseudo strike
7.32
IV
169.9%
B/E move
13.1%
Puts
Pseudo strike
7.14
IV
85.4%
B/E move
5.1%

55Δ

Calls
Pseudo strike
7.09
IV
173.3%
B/E move
11.2%
Puts
Pseudo strike
7.27
IV
83.9%
B/E move
4.5%

60Δ

Calls
Pseudo strike
6.82
IV
181.5%
B/E move
9.7%
Puts
Pseudo strike
7.39
IV
82.4%
B/E move
3.9%

65Δ

Calls
Pseudo strike
6.54
IV
192.4%
B/E move
8.5%
Puts
Pseudo strike
7.52
IV
81.0%
B/E move
3.2%

70Δ

Calls
Pseudo strike
6.25
IV
203.3%
B/E move
7.3%
Puts
Pseudo strike
7.65
IV
79.5%
B/E move
2.6%

75Δ

Calls
Pseudo strike
5.94
IV
216.8%
B/E move
6.1%
Puts
Pseudo strike
7.78
IV
78.1%
B/E move
2.0%

80Δ

Calls
Pseudo strike
5.44
IV
251.0%
B/E move
5.2%
Puts
Pseudo strike
7.90
IV
76.6%
B/E move
1.3%

Options history

IV · four-Friday blend121.02%
Daily close
GLWG109.4%133.4%157.4%2026-08-13: 143.88%2026-08-18: 142.98%2026-08-19: 140.92%2026-08-20: 152.25%2026-08-21: 130.74%2026-08-24: 126.64%2026-08-25: 129.77%2026-08-26: 129.93%2026-08-27: 122.61%2026-08-28: 118.02%2026-08-31: 117.69%2026-09-01: 121.49%2026-09-02: 118.49%2026-09-03: 122.67%2026-09-04: 120.05%2026-09-08: 131.72%2026-09-09: 127.16%2026-09-10: 124.92%2026-09-11: 127.47%2026-09-14: 131.78%2026-09-15: 120.62%2026-09-16: 139.48%2026-09-18: 120.91%2026-09-21: 126.30%2026-09-22: 124.23%2026-09-23: 121.70%2026-09-24: 123.59%2026-09-25: 121.00%2026-09-28: 117.98%2026-09-29: 119.65%2026-09-30: 128.40%2026-10-01: 121.48%2026-10-02: 114.16%2026-10-05: 117.04%2026-10-06: 118.66%2026-10-07: 116.24%2026-10-08: 125.44%2026-10-09: 117.94%2026-10-12: 127.64%2026-10-13: 126.48%2026-10-14: 128.34%2026-10-15: 154.05%2026-10-16: 122.50%2026-10-19: 116.84%2026-10-20: 120.63%2026-10-21: 123.57%2026-10-22: 123.51%2026-10-23: 120.70%2026-10-26: 122.30%2026-10-27: 116.69%2026-10-28: 115.50%2026-10-29: 112.67%2026-10-30: 121.02%Aug 13Sep 24Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
143.88%
142.98%
140.92%
152.25%
130.74%
126.64%
129.77%
129.93%
122.61%
118.02%
117.69%
121.49%
118.49%
122.67%
120.05%
131.72%
127.16%
124.92%
127.47%
131.78%
120.62%
139.48%
120.91%
126.30%
124.23%
121.70%
123.59%
121.00%
117.98%
119.65%
128.40%
121.48%
114.16%
117.04%
118.66%
116.24%
125.44%
117.94%
127.64%
126.48%
128.34%
154.05%
122.50%
116.84%
120.63%
123.57%
123.51%
120.70%
122.30%
116.69%
115.50%
112.67%
121.02%