IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-23T19:44:54.849Z

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 · 2026-10-23T19:29:10.643595541Z

FundamentalsAlpha Vantage · unavailable

Share price$14.73
1D-1.8%
$14.62$14.84$15.06$15.28$15.505:30 AM6:30 AM9:00 AM1:00 PMKLAG
Sold putSold call

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$0.89$1.79$2.68$3.58$4.48$6.73$13.46$20.19$26.91$33.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KLAG spot · $14.73KLAG PRICE$1.02$1.26$1.49$1.69$1.90$2.36$2.83$3.29$3.76$4.22$0.98$1.34$1.69$2.04$2.40$2.75$3.10$3.46$3.81$4.16
PutsFair1.05×
CallsExpensive1.23×
SkewBearish+0.42 pp
Implied moveBearish±$4.80
TiltBearish3.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.23139.5%30.4%
25Δ11.97137.9%27.8%
30Δ12.72136.3%25.1%
35Δ18.02127.5%29.3%13.46134.7%22.5%
40Δ17.32131.5%26.1%14.21133.0%19.8%
45Δ16.57131.2%22.6%14.95131.4%17.2%
50Δ15.79127.2%18.7%15.69129.8%14.5%
55Δ15.00123.2%14.7%16.44128.1%11.9%
60Δ14.27127.3%12.9%17.18126.5%9.2%
65Δ13.54131.4%11.2%17.93124.9%6.6%
70Δ12.82135.5%9.4%
75Δ12.09139.6%7.6%
80Δ11.36143.7%5.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.23
IV
139.5%
B/E move
30.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.97
IV
137.9%
B/E move
27.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.72
IV
136.3%
B/E move
25.1%

35Δ

Calls
Pseudo strike
18.02
IV
127.5%
B/E move
29.3%
Puts
Pseudo strike
13.46
IV
134.7%
B/E move
22.5%

40Δ

Calls
Pseudo strike
17.32
IV
131.5%
B/E move
26.1%
Puts
Pseudo strike
14.21
IV
133.0%
B/E move
19.8%

45Δ

Calls
Pseudo strike
16.57
IV
131.2%
B/E move
22.6%
Puts
Pseudo strike
14.95
IV
131.4%
B/E move
17.2%

50Δ

Calls
Pseudo strike
15.79
IV
127.2%
B/E move
18.7%
Puts
Pseudo strike
15.69
IV
129.8%
B/E move
14.5%

55Δ

Calls
Pseudo strike
15.00
IV
123.2%
B/E move
14.7%
Puts
Pseudo strike
16.44
IV
128.1%
B/E move
11.9%

60Δ

Calls
Pseudo strike
14.27
IV
127.3%
B/E move
12.9%
Puts
Pseudo strike
17.18
IV
126.5%
B/E move
9.2%

65Δ

Calls
Pseudo strike
13.54
IV
131.4%
B/E move
11.2%
Puts
Pseudo strike
17.93
IV
124.9%
B/E move
6.6%

70Δ

Calls
Pseudo strike
12.82
IV
135.5%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.09
IV
139.6%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
11.36
IV
143.7%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations