IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-22T15:43:21.654Z

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 · 2026-10-22T15:42:55.509461117Z

FundamentalsAlpha Vantage · unavailable

Share price$6.58
1D-11.1%
$6.38$6.66$6.93$7.20$7.485:30 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$0.22$1.63$3.04$4.45$5.85$0.43$5.63$10.82$16.02$21.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HUTG spot · $6.58HUTG PRICE$0.37$0.46$0.57$0.69$0.84$1.00$1.17$1.31$1.49$1.70$1.94$2.19$2.51$0.62$0.84$1.09$1.38$1.71$2.01$2.31$2.69$3.14$3.74$4.30$4.82$5.45
PutsCheap0.92×
CallsExpensive1.21×
SkewBullish-13.69 pp
Implied moveBearish±$3.47
TiltBearish35.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.70240.0%144.2%4.76212.4%37.0%
25Δ12.41221.2%95.7%5.27211.9%32.6%
30Δ10.86212.5%73.6%5.77212.6%28.8%
35Δ9.93210.8%61.4%6.28213.6%25.4%
40Δ9.27214.7%53.7%6.81215.1%22.4%
45Δ8.64218.6%46.5%7.31211.6%19.4%
50Δ8.04222.4%39.8%7.80205.4%16.5%
55Δ7.38216.0%32.2%8.36202.3%13.9%
60Δ6.79212.9%25.8%8.95201.1%11.7%
65Δ6.28215.4%21.4%9.69201.5%9.6%
70Δ5.77217.0%17.2%10.38197.9%7.7%
75Δ5.27217.3%13.3%11.02191.5%5.7%
80Δ4.73220.6%10.0%11.76184.5%4.0%

20Δ

Calls
Pseudo strike
15.70
IV
240.0%
B/E move
144.2%
Puts
Pseudo strike
4.76
IV
212.4%
B/E move
37.0%

25Δ

Calls
Pseudo strike
12.41
IV
221.2%
B/E move
95.7%
Puts
Pseudo strike
5.27
IV
211.9%
B/E move
32.6%

30Δ

Calls
Pseudo strike
10.86
IV
212.5%
B/E move
73.6%
Puts
Pseudo strike
5.77
IV
212.6%
B/E move
28.8%

35Δ

Calls
Pseudo strike
9.93
IV
210.8%
B/E move
61.4%
Puts
Pseudo strike
6.28
IV
213.6%
B/E move
25.4%

40Δ

Calls
Pseudo strike
9.27
IV
214.7%
B/E move
53.7%
Puts
Pseudo strike
6.81
IV
215.1%
B/E move
22.4%

45Δ

Calls
Pseudo strike
8.64
IV
218.6%
B/E move
46.5%
Puts
Pseudo strike
7.31
IV
211.6%
B/E move
19.4%

50Δ

Calls
Pseudo strike
8.04
IV
222.4%
B/E move
39.8%
Puts
Pseudo strike
7.80
IV
205.4%
B/E move
16.5%

55Δ

Calls
Pseudo strike
7.38
IV
216.0%
B/E move
32.2%
Puts
Pseudo strike
8.36
IV
202.3%
B/E move
13.9%

60Δ

Calls
Pseudo strike
6.79
IV
212.9%
B/E move
25.8%
Puts
Pseudo strike
8.95
IV
201.1%
B/E move
11.7%

65Δ

Calls
Pseudo strike
6.28
IV
215.4%
B/E move
21.4%
Puts
Pseudo strike
9.69
IV
201.5%
B/E move
9.6%

70Δ

Calls
Pseudo strike
5.77
IV
217.0%
B/E move
17.2%
Puts
Pseudo strike
10.38
IV
197.9%
B/E move
7.7%

75Δ

Calls
Pseudo strike
5.27
IV
217.3%
B/E move
13.3%
Puts
Pseudo strike
11.02
IV
191.5%
B/E move
5.7%

80Δ

Calls
Pseudo strike
4.73
IV
220.6%
B/E move
10.0%
Puts
Pseudo strike
11.76
IV
184.5%
B/E move
4.0%

Options history

No recorded observations