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

i

Market dataready · fetched 2026-11-13T17:10:23.619Z

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 · 2026-11-13T17:10:09.50682814Z

FundamentalsLeverage Shares · ready · as of 2026-11-13 · fetched 2026-11-13T17:10:22.381846+00:00

Share price$1.14
1D-17.1%
$1.07$1.15$1.23$1.32$1.405:30 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$0.18$0.58$0.98$1.38$1.77$0.50$0.87$1.23$1.59$1.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IREG spot · $1.14IREG PRICE$0.23$0.23$0.23$0.24$0.26$0.27$0.29$0.30$0.32$0.33$0.35$0.26$0.35$0.45$0.54$0.63$0.72$0.82$0.91$1.20$1.66
Puts——
Calls——
Skew——
Implied moveBearish±$0.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.32800.0%474.7%
25Δ4.99800.0%358.0%
30Δ3.91790.0%263.1%
35Δ3.55750.5%232.6%1.11413.7%25.4%
40Δ3.18711.0%202.1%1.23417.9%23.0%
45Δ2.82671.6%171.6%1.35422.0%20.7%
50Δ2.46632.1%141.2%1.47426.2%18.3%
55Δ2.10592.6%110.7%1.59430.3%16.0%
60Δ1.73553.1%80.2%1.71434.4%13.6%
65Δ1.37513.6%49.7%1.83438.6%11.3%
70Δ1.01474.1%19.3%1.95442.7%8.9%
75Δ2.26450.2%7.0%
80Δ2.74460.3%5.4%

20Δ

Calls
Pseudo strike
6.32
IV
800.0%
B/E move
474.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.99
IV
800.0%
B/E move
358.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
3.91
IV
790.0%
B/E move
263.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.55
IV
750.5%
B/E move
232.6%
Puts
Pseudo strike
1.11
IV
413.7%
B/E move
25.4%

40Δ

Calls
Pseudo strike
3.18
IV
711.0%
B/E move
202.1%
Puts
Pseudo strike
1.23
IV
417.9%
B/E move
23.0%

45Δ

Calls
Pseudo strike
2.82
IV
671.6%
B/E move
171.6%
Puts
Pseudo strike
1.35
IV
422.0%
B/E move
20.7%

50Δ

Calls
Pseudo strike
2.46
IV
632.1%
B/E move
141.2%
Puts
Pseudo strike
1.47
IV
426.2%
B/E move
18.3%

55Δ

Calls
Pseudo strike
2.10
IV
592.6%
B/E move
110.7%
Puts
Pseudo strike
1.59
IV
430.3%
B/E move
16.0%

60Δ

Calls
Pseudo strike
1.73
IV
553.1%
B/E move
80.2%
Puts
Pseudo strike
1.71
IV
434.4%
B/E move
13.6%

65Δ

Calls
Pseudo strike
1.37
IV
513.6%
B/E move
49.7%
Puts
Pseudo strike
1.83
IV
438.6%
B/E move
11.3%

70Δ

Calls
Pseudo strike
1.01
IV
474.1%
B/E move
19.3%
Puts
Pseudo strike
1.95
IV
442.7%
B/E move
8.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.26
IV
450.2%
B/E move
7.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.74
IV
460.3%
B/E move
5.4%

Options history

IV · four-Friday blend237.56%
Daily close
IREG140.5%192.6%244.7%2026-08-17: 190.92%2026-08-18: 191.18%2026-08-19: 201.20%2026-08-20: 202.99%2026-08-21: 201.20%2026-08-24: 199.81%2026-08-25: 195.80%2026-08-26: 189.33%2026-08-27: 187.32%2026-08-28: 161.92%2026-08-31: 162.14%2026-09-01: 161.06%2026-09-02: 165.37%2026-09-03: 166.83%2026-09-04: 176.05%2026-09-08: 182.33%2026-09-09: 172.72%2026-09-10: 173.53%2026-09-11: 167.41%2026-09-14: 180.25%2026-09-15: 175.09%2026-09-16: 177.37%2026-09-28: 160.47%2026-09-29: 155.44%2026-09-30: 152.73%2026-10-01: 151.96%2026-10-02: 153.36%2026-10-05: 151.36%2026-10-06: 148.62%2026-10-07: 153.83%2026-10-08: 148.18%2026-10-09: 147.71%2026-10-12: 154.78%2026-10-13: 168.68%2026-10-14: 212.26%2026-10-15: 210.58%2026-10-16: 178.78%2026-10-19: 202.27%2026-10-20: 191.20%2026-10-21: 191.94%2026-10-22: 213.28%2026-10-23: 213.38%2026-10-26: 214.89%2026-10-27: 216.79%2026-10-28: 212.73%2026-10-29: 200.18%2026-10-30: 237.56%Aug 17Sep 29Oct 30
47 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
190.92%
191.18%
201.20%
202.99%
201.20%
199.81%
195.80%
189.33%
187.32%
161.92%
162.14%
161.06%
165.37%
166.83%
176.05%
182.33%
172.72%
173.53%
167.41%
180.25%
175.09%
177.37%
160.47%
155.44%
152.73%
151.96%
153.36%
151.36%
148.62%
153.83%
148.18%
147.71%
154.78%
168.68%
212.26%
210.58%
178.78%
202.27%
191.20%
191.94%
213.28%
213.38%
214.89%
216.79%
212.73%
200.18%
237.56%