IntraAlpha
Create free account Start free

Themes ETF Trust Leverage Shares 2X Long HOOD Daily ETF HOOG

i

Market dataready · fetched 2026-11-14T01:15:08.682Z

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 · 2026-11-14T00:57:51.182518806Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-14T01:15:08.236768+00:00

Share price$13.90
1D-8.9%
AH$13.81$14.29$14.77$15.25$15.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHOOG
Sold putSold callAH

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

Live interpolated HOOG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long HOOD Daily ETF$0.21$1.08$1.95$2.81$3.68$10.82$12.68$14.55$16.42$18.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HOOG spot · $13.90HOOG PRICE$0.31$0.41$0.52$0.67$0.82$0.98$1.16$1.35$1.56$1.78$2.19$2.65$3.43$0.32$0.40$0.48$0.62$0.76$0.91$1.03$1.11$1.19$1.27$1.36$1.53$1.73
PutsCheap0.89×
CallsExpensive1.35×
SkewBullish-66.60 pp
Implied moveBullish±$2.20
TiltBullish16.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.12159.0%25.4%12.08136.3%15.3%
25Δ16.56159.7%22.1%12.50128.4%13.0%
30Δ16.01159.7%18.9%12.91120.5%10.6%
35Δ15.58163.8%16.9%13.23120.0%9.2%
40Δ15.16168.0%15.0%13.53121.6%8.2%
45Δ14.74171.0%13.1%13.82123.1%7.1%
50Δ14.32173.2%11.4%14.08121.0%6.1%
55Δ13.90174.9%9.7%14.30113.2%5.1%
60Δ13.47174.8%8.2%14.52105.4%4.2%
65Δ13.05174.8%6.6%14.7397.5%3.2%
70Δ12.51188.9%5.8%14.9589.7%2.2%
75Δ11.94205.7%5.0%15.2085.2%1.7%
80Δ11.05235.7%4.2%15.4681.7%1.2%

20Δ

Calls
Pseudo strike
17.12
IV
159.0%
B/E move
25.4%
Puts
Pseudo strike
12.08
IV
136.3%
B/E move
15.3%

25Δ

Calls
Pseudo strike
16.56
IV
159.7%
B/E move
22.1%
Puts
Pseudo strike
12.50
IV
128.4%
B/E move
13.0%

30Δ

Calls
Pseudo strike
16.01
IV
159.7%
B/E move
18.9%
Puts
Pseudo strike
12.91
IV
120.5%
B/E move
10.6%

35Δ

Calls
Pseudo strike
15.58
IV
163.8%
B/E move
16.9%
Puts
Pseudo strike
13.23
IV
120.0%
B/E move
9.2%

40Δ

Calls
Pseudo strike
15.16
IV
168.0%
B/E move
15.0%
Puts
Pseudo strike
13.53
IV
121.6%
B/E move
8.2%

45Δ

Calls
Pseudo strike
14.74
IV
171.0%
B/E move
13.1%
Puts
Pseudo strike
13.82
IV
123.1%
B/E move
7.1%

50Δ

Calls
Pseudo strike
14.32
IV
173.2%
B/E move
11.4%
Puts
Pseudo strike
14.08
IV
121.0%
B/E move
6.1%

55Δ

Calls
Pseudo strike
13.90
IV
174.9%
B/E move
9.7%
Puts
Pseudo strike
14.30
IV
113.2%
B/E move
5.1%

60Δ

Calls
Pseudo strike
13.47
IV
174.8%
B/E move
8.2%
Puts
Pseudo strike
14.52
IV
105.4%
B/E move
4.2%

65Δ

Calls
Pseudo strike
13.05
IV
174.8%
B/E move
6.6%
Puts
Pseudo strike
14.73
IV
97.5%
B/E move
3.2%

70Δ

Calls
Pseudo strike
12.51
IV
188.9%
B/E move
5.8%
Puts
Pseudo strike
14.95
IV
89.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
11.94
IV
205.7%
B/E move
5.0%
Puts
Pseudo strike
15.20
IV
85.2%
B/E move
1.7%

80Δ

Calls
Pseudo strike
11.05
IV
235.7%
B/E move
4.2%
Puts
Pseudo strike
15.46
IV
81.7%
B/E move
1.2%

Options history

IV · four-Friday blend117.04%
Daily close
HOOG112.3%124.7%137.0%2026-08-17: 123.12%2026-08-18: 119.25%2026-08-19: 129.72%2026-08-20: 130.71%2026-08-24: 126.33%2026-08-26: 125.46%2026-08-27: 125.97%2026-08-28: 119.99%2026-08-31: 122.52%2026-09-01: 122.26%2026-09-02: 124.51%2026-09-09: 128.53%2026-09-10: 127.28%2026-09-11: 122.82%2026-09-14: 135.34%2026-09-15: 133.37%2026-09-16: 131.11%2026-09-17: 129.66%2026-09-30: 120.94%2026-10-01: 118.34%2026-10-02: 115.45%2026-10-05: 116.16%2026-10-06: 116.31%2026-10-07: 115.45%2026-10-08: 116.21%2026-10-09: 113.97%2026-10-12: 119.56%2026-10-13: 121.79%2026-10-14: 128.10%2026-10-15: 129.54%2026-10-16: 125.97%2026-10-19: 121.59%2026-10-20: 121.69%2026-10-21: 123.25%2026-10-22: 127.20%2026-10-23: 126.79%2026-10-26: 127.16%2026-10-27: 125.16%2026-10-28: 114.39%2026-10-29: 114.12%2026-10-30: 117.04%Aug 17Oct 2Oct 30
41 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
123.12%
119.25%
129.72%
130.71%
126.33%
125.46%
125.97%
119.99%
122.52%
122.26%
124.51%
128.53%
127.28%
122.82%
135.34%
133.37%
131.11%
129.66%
120.94%
118.34%
115.45%
116.16%
116.31%
115.45%
116.21%
113.97%
119.56%
121.79%
128.10%
129.54%
125.97%
121.59%
121.69%
123.25%
127.20%
126.79%
127.16%
125.16%
114.39%
114.12%
117.04%