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

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Market dataready · fetched 2026-10-24T04:22:32.201Z

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 · 2026-10-23T23:59:34.251288637Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:22:32.154706+00:00

Share price$2.61
1D-4.7%
AH$2.57$2.67$2.76$2.85$2.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIREG
Sold putSold callAH

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$0.13$0.97$1.80$2.63$3.47$-0.05$2.36$4.77$7.18$9.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IREG spot · $2.61IREG PRICE$0.23$0.25$0.25$0.28$0.35$0.41$0.48$0.55$0.63$0.71$0.79$0.86$1.02$0.34$0.41$0.52$0.63$0.73$0.84$1.01$1.22$1.43$1.64$2.37$3.14$3.23
PutsExpensive1.27×
CallsExpensive1.60×
SkewBullish-19.27 pp
Implied moveBearish±$1.49
TiltBearish44.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.61456.2%545.1%1.79298.6%44.5%
25Δ8.70353.7%242.8%2.08255.7%36.2%
30Δ4.89256.5%97.1%2.29248.3%32.2%
35Δ3.99221.2%63.5%2.50240.9%28.2%
40Δ3.74226.7%56.6%2.71233.4%24.1%
45Δ3.49232.2%49.7%2.92226.0%20.1%
50Δ3.25237.7%42.8%3.17222.8%17.1%
55Δ3.00243.2%36.0%3.44222.0%14.8%
60Δ2.77237.9%30.4%3.71221.2%12.4%
65Δ2.55232.5%24.8%3.98220.4%10.1%
70Δ2.33227.2%19.3%4.76238.0%8.5%
75Δ2.10221.9%13.7%5.57256.9%7.0%
80Δ1.85229.0%9.8%5.71241.1%5.0%

20Δ

Calls
Pseudo strike
16.61
IV
456.2%
B/E move
545.1%
Puts
Pseudo strike
1.79
IV
298.6%
B/E move
44.5%

25Δ

Calls
Pseudo strike
8.70
IV
353.7%
B/E move
242.8%
Puts
Pseudo strike
2.08
IV
255.7%
B/E move
36.2%

30Δ

Calls
Pseudo strike
4.89
IV
256.5%
B/E move
97.1%
Puts
Pseudo strike
2.29
IV
248.3%
B/E move
32.2%

35Δ

Calls
Pseudo strike
3.99
IV
221.2%
B/E move
63.5%
Puts
Pseudo strike
2.50
IV
240.9%
B/E move
28.2%

40Δ

Calls
Pseudo strike
3.74
IV
226.7%
B/E move
56.6%
Puts
Pseudo strike
2.71
IV
233.4%
B/E move
24.1%

45Δ

Calls
Pseudo strike
3.49
IV
232.2%
B/E move
49.7%
Puts
Pseudo strike
2.92
IV
226.0%
B/E move
20.1%

50Δ

Calls
Pseudo strike
3.25
IV
237.7%
B/E move
42.8%
Puts
Pseudo strike
3.17
IV
222.8%
B/E move
17.1%

55Δ

Calls
Pseudo strike
3.00
IV
243.2%
B/E move
36.0%
Puts
Pseudo strike
3.44
IV
222.0%
B/E move
14.8%

60Δ

Calls
Pseudo strike
2.77
IV
237.9%
B/E move
30.4%
Puts
Pseudo strike
3.71
IV
221.2%
B/E move
12.4%

65Δ

Calls
Pseudo strike
2.55
IV
232.5%
B/E move
24.8%
Puts
Pseudo strike
3.98
IV
220.4%
B/E move
10.1%

70Δ

Calls
Pseudo strike
2.33
IV
227.2%
B/E move
19.3%
Puts
Pseudo strike
4.76
IV
238.0%
B/E move
8.5%

75Δ

Calls
Pseudo strike
2.10
IV
221.9%
B/E move
13.7%
Puts
Pseudo strike
5.57
IV
256.9%
B/E move
7.0%

80Δ

Calls
Pseudo strike
1.85
IV
229.0%
B/E move
9.8%
Puts
Pseudo strike
5.71
IV
241.1%
B/E move
5.0%

Options history

No recorded observations