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Themes ETF Trust Leverage Shares 2X Long HUT Daily ETF HUTG

i

Market dataready · fetched 2026-11-11T15:57:11.734Z

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 · 2026-11-11T15:56:26.310857555Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:57:11.256449+00:00

Share price$4.65
1D-4.5%
$4.28$4.44$4.60$4.75$4.915:30 AM6:30 AM9:00 AM1:00 PMHUTG
Sold putSold call

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

Live interpolated HUTG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long HUT Daily ETF$0.14$1.06$1.99$2.92$3.84$1.18$2.91$4.64$6.37$8.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HUTG spot · $4.65HUTG PRICE$0.24$0.27$0.29$0.33$0.38$0.43$0.49$0.58$0.66$0.74$0.82$0.92$1.10$0.32$0.38$0.47$0.61$0.74$0.88$1.04$1.27$1.50$1.75$2.26$2.84$3.57
PutsCheap0.73×
CallsCheap0.61×
SkewBearish+48.79 pp
Implied moveBearish±$1.53
TiltBearish41.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.85387.7%116.9%3.41315.0%33.6%
25Δ7.50309.9%67.0%3.76283.3%27.3%
30Δ6.30255.4%41.7%4.08262.5%22.3%
35Δ5.79231.4%31.6%4.33262.8%19.9%
40Δ5.47219.4%25.7%4.57263.1%17.6%
45Δ5.15207.4%19.9%4.82263.4%15.2%
50Δ4.90200.5%16.0%5.08264.1%13.0%
55Δ4.72198.1%13.9%5.40266.1%11.3%
60Δ4.53195.6%11.7%5.71268.0%9.6%
65Δ4.35193.1%9.5%6.03270.6%8.0%
70Δ4.17190.7%7.3%6.60286.0%6.8%
75Δ3.98188.0%5.3%7.23296.3%5.5%
80Δ3.75183.7%4.2%8.03294.3%4.3%

20Δ

Calls
Pseudo strike
9.85
IV
387.7%
B/E move
116.9%
Puts
Pseudo strike
3.41
IV
315.0%
B/E move
33.6%

25Δ

Calls
Pseudo strike
7.50
IV
309.9%
B/E move
67.0%
Puts
Pseudo strike
3.76
IV
283.3%
B/E move
27.3%

30Δ

Calls
Pseudo strike
6.30
IV
255.4%
B/E move
41.7%
Puts
Pseudo strike
4.08
IV
262.5%
B/E move
22.3%

35Δ

Calls
Pseudo strike
5.79
IV
231.4%
B/E move
31.6%
Puts
Pseudo strike
4.33
IV
262.8%
B/E move
19.9%

40Δ

Calls
Pseudo strike
5.47
IV
219.4%
B/E move
25.7%
Puts
Pseudo strike
4.57
IV
263.1%
B/E move
17.6%

45Δ

Calls
Pseudo strike
5.15
IV
207.4%
B/E move
19.9%
Puts
Pseudo strike
4.82
IV
263.4%
B/E move
15.2%

50Δ

Calls
Pseudo strike
4.90
IV
200.5%
B/E move
16.0%
Puts
Pseudo strike
5.08
IV
264.1%
B/E move
13.0%

55Δ

Calls
Pseudo strike
4.72
IV
198.1%
B/E move
13.9%
Puts
Pseudo strike
5.40
IV
266.1%
B/E move
11.3%

60Δ

Calls
Pseudo strike
4.53
IV
195.6%
B/E move
11.7%
Puts
Pseudo strike
5.71
IV
268.0%
B/E move
9.6%

65Δ

Calls
Pseudo strike
4.35
IV
193.1%
B/E move
9.5%
Puts
Pseudo strike
6.03
IV
270.6%
B/E move
8.0%

70Δ

Calls
Pseudo strike
4.17
IV
190.7%
B/E move
7.3%
Puts
Pseudo strike
6.60
IV
286.0%
B/E move
6.8%

75Δ

Calls
Pseudo strike
3.98
IV
188.0%
B/E move
5.3%
Puts
Pseudo strike
7.23
IV
296.3%
B/E move
5.5%

80Δ

Calls
Pseudo strike
3.75
IV
183.7%
B/E move
4.2%
Puts
Pseudo strike
8.03
IV
294.3%
B/E move
4.3%

Options history

IV · four-Friday blend176.54%
Daily close
HUTG167.0%186.0%204.9%2026-08-20: 199.86%2026-08-31: 183.97%2026-09-01: 179.33%2026-09-02: 175.54%2026-09-15: 191.04%2026-09-16: 195.41%2026-09-17: 193.14%2026-09-25: 178.35%2026-09-28: 179.56%2026-09-29: 177.48%2026-09-30: 176.46%2026-10-01: 174.87%2026-10-02: 174.89%2026-10-05: 174.67%2026-10-06: 170.79%2026-10-07: 169.89%2026-10-08: 175.36%2026-10-09: 169.62%2026-10-12: 175.74%2026-10-13: 176.21%2026-10-14: 202.28%2026-10-15: 201.41%2026-10-16: 176.54%Aug 20Oct 1Oct 16
23 observations2026-08-20 — 2026-10-16
Table
DateIV (%)
199.86%
183.97%
179.33%
175.54%
191.04%
195.41%
193.14%
178.35%
179.56%
177.48%
176.46%
174.87%
174.89%
174.67%
170.79%
169.89%
175.36%
169.62%
175.74%
176.21%
202.28%
201.41%
176.54%