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Themes ETF Trust Leverage Shares 2X Long LULU Daily ETF LULG

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Market datapartial · fetched 2026-10-22T14:54:35.631Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T14:53:49.421606409Z

FundamentalsAlpha Vantage · unavailable

Share price$4.01
1D+7.8%
$3.68$3.77$3.86$3.94$4.035:30 AM6:30 AM9:00 AM1:00 PMLULG
Sold putSold call

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

Live interpolated LULG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long LULU Daily ETF$0.22$0.82$1.41$2.01$2.60$0.96$2.56$4.16$5.77$7.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LULG spot · $4.01LULG PRICE$0.29$0.31$0.33$0.36$0.38$0.42$0.45$0.48$0.62$0.84$1.06$1.28$1.50$0.29$0.50$0.71$0.93$1.20$1.51$1.82$2.12$2.43
PutsFair1.00×
CallsExpensive1.42×
SkewBearish+23.67 pp
Implied moveBearish±$2.27
TiltBearish16.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.73266.7%424.1%3.08115.7%30.4%
25Δ16.55224.6%320.5%3.35130.2%28.8%
30Δ12.37182.5%216.9%3.63144.8%27.3%
35Δ8.20140.5%113.3%3.90159.3%25.7%
40Δ4.94106.2%32.6%4.27164.7%23.4%
45Δ4.6797.6%26.7%4.69165.1%20.7%
50Δ4.3989.0%20.8%5.11165.5%17.9%
55Δ4.1280.4%14.9%5.52166.0%15.2%
60Δ3.8581.3%11.5%5.94166.4%12.5%
65Δ3.5890.1%10.1%
70Δ3.3098.9%8.7%
75Δ3.03107.7%7.4%
80Δ2.76116.5%6.0%

20Δ

Calls
Pseudo strike
20.73
IV
266.7%
B/E move
424.1%
Puts
Pseudo strike
3.08
IV
115.7%
B/E move
30.4%

25Δ

Calls
Pseudo strike
16.55
IV
224.6%
B/E move
320.5%
Puts
Pseudo strike
3.35
IV
130.2%
B/E move
28.8%

30Δ

Calls
Pseudo strike
12.37
IV
182.5%
B/E move
216.9%
Puts
Pseudo strike
3.63
IV
144.8%
B/E move
27.3%

35Δ

Calls
Pseudo strike
8.20
IV
140.5%
B/E move
113.3%
Puts
Pseudo strike
3.90
IV
159.3%
B/E move
25.7%

40Δ

Calls
Pseudo strike
4.94
IV
106.2%
B/E move
32.6%
Puts
Pseudo strike
4.27
IV
164.7%
B/E move
23.4%

45Δ

Calls
Pseudo strike
4.67
IV
97.6%
B/E move
26.7%
Puts
Pseudo strike
4.69
IV
165.1%
B/E move
20.7%

50Δ

Calls
Pseudo strike
4.39
IV
89.0%
B/E move
20.8%
Puts
Pseudo strike
5.11
IV
165.5%
B/E move
17.9%

55Δ

Calls
Pseudo strike
4.12
IV
80.4%
B/E move
14.9%
Puts
Pseudo strike
5.52
IV
166.0%
B/E move
15.2%

60Δ

Calls
Pseudo strike
3.85
IV
81.3%
B/E move
11.5%
Puts
Pseudo strike
5.94
IV
166.4%
B/E move
12.5%

65Δ

Calls
Pseudo strike
3.58
IV
90.1%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.30
IV
98.9%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.03
IV
107.7%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.76
IV
116.5%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations