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

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Market datapartial · fetched 2026-10-23T01:39:12.390Z

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 · 2026-10-22T23:59:13.42158138Z

FundamentalsAlpha Vantage · unavailable

Share price$8.07
1D-9.1%
AH$8.00$8.27$8.53$8.79$9.055:30 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$0.40$1.28$2.16$3.05$3.93$3.49$6.97$10.45$13.93$17.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLWG spot · $8.07GLWG PRICE$0.51$0.50$0.52$0.57$0.69$0.81$0.97$1.14$1.37$1.80$2.23$2.36$2.46$0.54$0.49$0.61$0.79$0.98$1.23$1.52$1.81$2.11$2.41$2.76$3.13$3.68
PutsCheap0.90×
CallsExpensive1.34×
SkewBullish-34.16 pp
Implied moveBearish±$2.49
TiltBearish16.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.60281.9%174.0%5.89184.7%33.8%
25Δ13.21185.9%69.8%6.74127.2%22.6%
30Δ11.17149.8%44.8%7.23112.3%18.0%
35Δ9.93127.5%30.0%7.55116.5%16.2%
40Δ9.49127.9%26.1%7.88120.8%14.5%
45Δ9.05128.3%22.2%8.26124.6%12.9%
50Δ8.67131.2%19.4%8.67128.3%11.4%
55Δ8.29134.3%16.9%9.08130.9%9.9%
60Δ7.90142.9%14.9%9.51129.5%8.3%
65Δ7.47170.2%14.9%9.94128.1%6.7%
70Δ7.05197.5%14.9%10.41125.7%5.3%
75Δ6.62181.1%11.2%10.88123.2%4.0%
80Δ6.18159.4%7.1%11.52122.2%2.9%

20Δ

Calls
Pseudo strike
21.60
IV
281.9%
B/E move
174.0%
Puts
Pseudo strike
5.89
IV
184.7%
B/E move
33.8%

25Δ

Calls
Pseudo strike
13.21
IV
185.9%
B/E move
69.8%
Puts
Pseudo strike
6.74
IV
127.2%
B/E move
22.6%

30Δ

Calls
Pseudo strike
11.17
IV
149.8%
B/E move
44.8%
Puts
Pseudo strike
7.23
IV
112.3%
B/E move
18.0%

35Δ

Calls
Pseudo strike
9.93
IV
127.5%
B/E move
30.0%
Puts
Pseudo strike
7.55
IV
116.5%
B/E move
16.2%

40Δ

Calls
Pseudo strike
9.49
IV
127.9%
B/E move
26.1%
Puts
Pseudo strike
7.88
IV
120.8%
B/E move
14.5%

45Δ

Calls
Pseudo strike
9.05
IV
128.3%
B/E move
22.2%
Puts
Pseudo strike
8.26
IV
124.6%
B/E move
12.9%

50Δ

Calls
Pseudo strike
8.67
IV
131.2%
B/E move
19.4%
Puts
Pseudo strike
8.67
IV
128.3%
B/E move
11.4%

55Δ

Calls
Pseudo strike
8.29
IV
134.3%
B/E move
16.9%
Puts
Pseudo strike
9.08
IV
130.9%
B/E move
9.9%

60Δ

Calls
Pseudo strike
7.90
IV
142.9%
B/E move
14.9%
Puts
Pseudo strike
9.51
IV
129.5%
B/E move
8.3%

65Δ

Calls
Pseudo strike
7.47
IV
170.2%
B/E move
14.9%
Puts
Pseudo strike
9.94
IV
128.1%
B/E move
6.7%

70Δ

Calls
Pseudo strike
7.05
IV
197.5%
B/E move
14.9%
Puts
Pseudo strike
10.41
IV
125.7%
B/E move
5.3%

75Δ

Calls
Pseudo strike
6.62
IV
181.1%
B/E move
11.2%
Puts
Pseudo strike
10.88
IV
123.2%
B/E move
4.0%

80Δ

Calls
Pseudo strike
6.18
IV
159.4%
B/E move
7.1%
Puts
Pseudo strike
11.52
IV
122.2%
B/E move
2.9%

Options history

No recorded observations