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Themes ETF Trust Leverage Shares 2X Long GRAB Daily ETF GRAG

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Market datapartial · fetched 2026-10-22T23:45:42.718Z

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 · 2026-10-22T22:13:52.858461068Z

FundamentalsAlpha Vantage · unavailable

Share price$3.54
1D+4.1%
AH$3.38$3.44$3.50$3.55$3.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGRAG
Sold putSold callAH

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

Live interpolated GRAG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long GRAB Daily ETF$0.40$0.67$0.95$1.23$1.50$1.54$2.57$3.59$4.61$5.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GRAG spot · $3.54GRAG PRICE$0.42$0.45$0.49$0.52$0.58$0.64$0.70$0.75$0.84$1.01$0.46$0.48$0.52$0.57$0.62$0.66$0.71$0.76$0.87$1.01$1.15$1.28$1.42
PutsExpensive1.86×
CallsExpensive2.26×
SkewBullish-10.08 pp
Implied moveBearish±$1.24
TiltBearish24.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.42289.2%44.5%
25Δ2.78237.6%35.1%
30Δ3.07200.5%28.0%
35Δ6.10256.5%84.3%3.24186.2%24.4%
40Δ4.99216.7%53.8%3.42171.8%20.8%
45Δ4.50195.5%40.9%3.60157.5%17.2%
50Δ4.01174.2%28.0%3.77143.1%13.6%
55Δ3.79165.0%23.6%3.95128.7%10.0%
60Δ3.59156.0%19.3%4.13122.2%8.0%
65Δ3.38146.9%15.1%4.31119.0%6.7%
70Δ3.17137.9%10.8%4.50115.8%5.4%
75Δ2.95130.8%7.1%4.68112.6%4.1%
80Δ2.72131.7%5.6%4.86109.4%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.42
IV
289.2%
B/E move
44.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.78
IV
237.6%
B/E move
35.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.07
IV
200.5%
B/E move
28.0%

35Δ

Calls
Pseudo strike
6.10
IV
256.5%
B/E move
84.3%
Puts
Pseudo strike
3.24
IV
186.2%
B/E move
24.4%

40Δ

Calls
Pseudo strike
4.99
IV
216.7%
B/E move
53.8%
Puts
Pseudo strike
3.42
IV
171.8%
B/E move
20.8%

45Δ

Calls
Pseudo strike
4.50
IV
195.5%
B/E move
40.9%
Puts
Pseudo strike
3.60
IV
157.5%
B/E move
17.2%

50Δ

Calls
Pseudo strike
4.01
IV
174.2%
B/E move
28.0%
Puts
Pseudo strike
3.77
IV
143.1%
B/E move
13.6%

55Δ

Calls
Pseudo strike
3.79
IV
165.0%
B/E move
23.6%
Puts
Pseudo strike
3.95
IV
128.7%
B/E move
10.0%

60Δ

Calls
Pseudo strike
3.59
IV
156.0%
B/E move
19.3%
Puts
Pseudo strike
4.13
IV
122.2%
B/E move
8.0%

65Δ

Calls
Pseudo strike
3.38
IV
146.9%
B/E move
15.1%
Puts
Pseudo strike
4.31
IV
119.0%
B/E move
6.7%

70Δ

Calls
Pseudo strike
3.17
IV
137.9%
B/E move
10.8%
Puts
Pseudo strike
4.50
IV
115.8%
B/E move
5.4%

75Δ

Calls
Pseudo strike
2.95
IV
130.8%
B/E move
7.1%
Puts
Pseudo strike
4.68
IV
112.6%
B/E move
4.1%

80Δ

Calls
Pseudo strike
2.72
IV
131.7%
B/E move
5.6%
Puts
Pseudo strike
4.86
IV
109.4%
B/E move
2.8%

Options history

No recorded observations