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Themes ETF Trust Leverage Shares 2X Long IREN Daily ETF IREG

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Market datapartial · fetched 2026-10-22T18:30:30.222Z

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 · 2026-10-22T18:30:17.405550333Z

FundamentalsAlpha Vantage · unavailable

Share price$2.67
1D-11.9%
$2.58$2.70$2.82$2.95$3.075:30 AM6:30 AM9:00 AM1:00 PMIREG
Sold putSold call

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

Live interpolated IREG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long IREN Daily ETF$0.16$0.89$1.62$2.35$3.09$-0.08$2.88$5.85$8.81$11.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IREG spot · $2.67IREG PRICE$0.24$0.26$0.27$0.31$0.36$0.44$0.52$0.60$0.68$0.76$0.84$0.92$1.08$0.31$0.38$0.48$0.57$0.67$0.77$0.93$1.13$1.33$1.53$1.83$2.16$2.87
PutsExpensive1.11×
CallsExpensive1.77×
SkewBullish-58.23 pp
Implied moveBearish±$1.45
TiltBearish34.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.56468.3%678.8%1.86265.5%42.0%
25Δ9.48355.1%264.8%2.12231.6%34.9%
30Δ5.73273.0%124.7%2.32224.3%30.9%
35Δ4.51245.8%80.5%2.52217.0%27.0%
40Δ3.96235.2%61.8%2.73209.7%23.0%
45Δ3.69241.3%54.9%2.93202.4%19.0%
50Δ3.43247.3%48.0%3.17200.1%16.2%
55Δ3.17253.4%41.1%3.42200.8%14.0%
60Δ2.91254.2%34.4%3.68201.4%11.9%
65Δ2.66246.0%28.1%3.94202.0%9.7%
70Δ2.41237.8%21.7%4.29201.7%7.8%
75Δ2.16229.6%15.4%4.67201.2%6.0%
80Δ1.87243.4%10.7%5.42215.8%4.5%

20Δ

Calls
Pseudo strike
20.56
IV
468.3%
B/E move
678.8%
Puts
Pseudo strike
1.86
IV
265.5%
B/E move
42.0%

25Δ

Calls
Pseudo strike
9.48
IV
355.1%
B/E move
264.8%
Puts
Pseudo strike
2.12
IV
231.6%
B/E move
34.9%

30Δ

Calls
Pseudo strike
5.73
IV
273.0%
B/E move
124.7%
Puts
Pseudo strike
2.32
IV
224.3%
B/E move
30.9%

35Δ

Calls
Pseudo strike
4.51
IV
245.8%
B/E move
80.5%
Puts
Pseudo strike
2.52
IV
217.0%
B/E move
27.0%

40Δ

Calls
Pseudo strike
3.96
IV
235.2%
B/E move
61.8%
Puts
Pseudo strike
2.73
IV
209.7%
B/E move
23.0%

45Δ

Calls
Pseudo strike
3.69
IV
241.3%
B/E move
54.9%
Puts
Pseudo strike
2.93
IV
202.4%
B/E move
19.0%

50Δ

Calls
Pseudo strike
3.43
IV
247.3%
B/E move
48.0%
Puts
Pseudo strike
3.17
IV
200.1%
B/E move
16.2%

55Δ

Calls
Pseudo strike
3.17
IV
253.4%
B/E move
41.1%
Puts
Pseudo strike
3.42
IV
200.8%
B/E move
14.0%

60Δ

Calls
Pseudo strike
2.91
IV
254.2%
B/E move
34.4%
Puts
Pseudo strike
3.68
IV
201.4%
B/E move
11.9%

65Δ

Calls
Pseudo strike
2.66
IV
246.0%
B/E move
28.1%
Puts
Pseudo strike
3.94
IV
202.0%
B/E move
9.7%

70Δ

Calls
Pseudo strike
2.41
IV
237.8%
B/E move
21.7%
Puts
Pseudo strike
4.29
IV
201.7%
B/E move
7.8%

75Δ

Calls
Pseudo strike
2.16
IV
229.6%
B/E move
15.4%
Puts
Pseudo strike
4.67
IV
201.2%
B/E move
6.0%

80Δ

Calls
Pseudo strike
1.87
IV
243.4%
B/E move
10.7%
Puts
Pseudo strike
5.42
IV
215.8%
B/E move
4.5%

Options history

No recorded observations