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Themes ETF Trust Leverage Shares 2x Long KLAC Daily ETF KLAG

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Market dataready · fetched 2026-11-13T02:29:28.939Z

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 · 2026-11-13T00:12:14.713928719Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:29:28.580323+00:00

Share price$16.91
1D+0.6%
AH$15.92$16.22$16.53$16.84$17.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKLAG
Sold putSold callAH

Themes ETF Trust Leverage Shares 2x Long KLAC Daily ETF options

Live interpolated KLAG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2x Long KLAC Daily ETF$0.04$2.94$5.84$8.73$11.63$9.70$13.19$16.69$20.18$23.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KLAG spot · $16.91KLAG PRICE$0.35$0.43$0.50$0.56$0.69$0.84$1.00$1.16$1.31$1.46$1.59$1.70$1.82$0.50$0.65$0.84$1.04$1.29$1.54$1.89$2.26$3.14$3.91$4.79$6.65$10.80
PutsExpensive1.08×
CallsCheap0.49×
SkewBearish+77.38 pp
Implied moveBearish±$2.89
TiltBearish49.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.61141.6%24.0%14.24161.9%18.8%
25Δ19.59128.7%18.4%14.89154.4%15.8%
30Δ18.79115.3%14.0%15.41153.5%13.8%
35Δ18.19103.1%10.8%15.91153.9%12.1%
40Δ17.78102.0%9.2%16.40155.0%10.6%
45Δ17.46105.7%8.2%16.89156.2%9.3%
50Δ17.14109.4%7.3%17.43159.7%8.1%
55Δ16.82109.5%6.3%17.97163.8%7.1%
60Δ16.48106.6%5.2%18.91189.3%6.8%
65Δ16.15103.7%4.1%19.83202.2%5.9%
70Δ15.8798.3%3.2%20.87211.1%4.9%
75Δ15.6490.8%2.6%22.83240.7%4.3%
80Δ15.4183.3%1.9%27.05302.3%3.9%

20Δ

Calls
Pseudo strike
20.61
IV
141.6%
B/E move
24.0%
Puts
Pseudo strike
14.24
IV
161.9%
B/E move
18.8%

25Δ

Calls
Pseudo strike
19.59
IV
128.7%
B/E move
18.4%
Puts
Pseudo strike
14.89
IV
154.4%
B/E move
15.8%

30Δ

Calls
Pseudo strike
18.79
IV
115.3%
B/E move
14.0%
Puts
Pseudo strike
15.41
IV
153.5%
B/E move
13.8%

35Δ

Calls
Pseudo strike
18.19
IV
103.1%
B/E move
10.8%
Puts
Pseudo strike
15.91
IV
153.9%
B/E move
12.1%

40Δ

Calls
Pseudo strike
17.78
IV
102.0%
B/E move
9.2%
Puts
Pseudo strike
16.40
IV
155.0%
B/E move
10.6%

45Δ

Calls
Pseudo strike
17.46
IV
105.7%
B/E move
8.2%
Puts
Pseudo strike
16.89
IV
156.2%
B/E move
9.3%

50Δ

Calls
Pseudo strike
17.14
IV
109.4%
B/E move
7.3%
Puts
Pseudo strike
17.43
IV
159.7%
B/E move
8.1%

55Δ

Calls
Pseudo strike
16.82
IV
109.5%
B/E move
6.3%
Puts
Pseudo strike
17.97
IV
163.8%
B/E move
7.1%

60Δ

Calls
Pseudo strike
16.48
IV
106.6%
B/E move
5.2%
Puts
Pseudo strike
18.91
IV
189.3%
B/E move
6.8%

65Δ

Calls
Pseudo strike
16.15
IV
103.7%
B/E move
4.1%
Puts
Pseudo strike
19.83
IV
202.2%
B/E move
5.9%

70Δ

Calls
Pseudo strike
15.87
IV
98.3%
B/E move
3.2%
Puts
Pseudo strike
20.87
IV
211.1%
B/E move
4.9%

75Δ

Calls
Pseudo strike
15.64
IV
90.8%
B/E move
2.6%
Puts
Pseudo strike
22.83
IV
240.7%
B/E move
4.3%

80Δ

Calls
Pseudo strike
15.41
IV
83.3%
B/E move
1.9%
Puts
Pseudo strike
27.05
IV
302.3%
B/E move
3.9%

Options history

IV · four-Friday blend114.67%
Daily EOD
KLAG106.9%111.1%115.2%2026-10-19: 109.94%2026-10-20: 111.94%2026-10-21: 111.64%2026-10-22: 110.65%2026-10-23: 113.67%2026-10-26: 114.44%2026-10-27: 113.91%2026-10-28: 111.77%2026-10-29: 107.47%2026-10-30: 114.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
109.94%
111.94%
111.64%
110.65%
113.67%
114.44%
113.91%
111.77%
107.47%
114.67%