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

i

Market dataready · fetched 2026-11-11T16:00:53.920Z

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: 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 · 2026-11-11T15:56:39.819346368Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T16:00:52.602736+00:00

Share price$4.45
1D-5.3%
$4.43$4.50$4.57$4.65$4.725:30 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$0.14$1.03$1.92$2.81$3.70$1.97$3.01$4.04$5.08$6.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LULG spot · $4.45LULG PRICE$0.24$0.28$0.33$0.38$0.42$0.47$0.51$0.56$0.60$0.64$0.69$0.29$0.30$0.32$0.50$0.69$0.89$1.08$1.44$1.84$2.24$2.64$3.04$3.44
PutsExpensive1.73×
Calls——
Skew——
Implied moveBearish±$1.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.73201.2%124.0%2.81247.4%43.3%
25Δ8.81185.2%104.4%3.37176.7%31.0%
30Δ7.89169.2%84.8%3.94106.1%18.7%
35Δ6.98153.2%65.2%4.22107.7%16.4%
40Δ6.06137.2%45.7%4.46117.8%15.3%
45Δ5.14121.2%26.1%4.70128.0%14.3%
50Δ4.83112.3%20.2%4.95138.2%13.2%
55Δ4.64104.7%16.7%5.37141.9%11.7%
60Δ4.4497.1%13.3%5.84143.9%10.1%
65Δ4.2589.6%9.9%6.31145.8%8.5%
70Δ4.0582.0%6.5%6.78147.7%6.9%
75Δ7.25149.6%5.3%
80Δ7.73151.6%3.7%

20Δ

Calls
Pseudo strike
9.73
IV
201.2%
B/E move
124.0%
Puts
Pseudo strike
2.81
IV
247.4%
B/E move
43.3%

25Δ

Calls
Pseudo strike
8.81
IV
185.2%
B/E move
104.4%
Puts
Pseudo strike
3.37
IV
176.7%
B/E move
31.0%

30Δ

Calls
Pseudo strike
7.89
IV
169.2%
B/E move
84.8%
Puts
Pseudo strike
3.94
IV
106.1%
B/E move
18.7%

35Δ

Calls
Pseudo strike
6.98
IV
153.2%
B/E move
65.2%
Puts
Pseudo strike
4.22
IV
107.7%
B/E move
16.4%

40Δ

Calls
Pseudo strike
6.06
IV
137.2%
B/E move
45.7%
Puts
Pseudo strike
4.46
IV
117.8%
B/E move
15.3%

45Δ

Calls
Pseudo strike
5.14
IV
121.2%
B/E move
26.1%
Puts
Pseudo strike
4.70
IV
128.0%
B/E move
14.3%

50Δ

Calls
Pseudo strike
4.83
IV
112.3%
B/E move
20.2%
Puts
Pseudo strike
4.95
IV
138.2%
B/E move
13.2%

55Δ

Calls
Pseudo strike
4.64
IV
104.7%
B/E move
16.7%
Puts
Pseudo strike
5.37
IV
141.9%
B/E move
11.7%

60Δ

Calls
Pseudo strike
4.44
IV
97.1%
B/E move
13.3%
Puts
Pseudo strike
5.84
IV
143.9%
B/E move
10.1%

65Δ

Calls
Pseudo strike
4.25
IV
89.6%
B/E move
9.9%
Puts
Pseudo strike
6.31
IV
145.8%
B/E move
8.5%

70Δ

Calls
Pseudo strike
4.05
IV
82.0%
B/E move
6.5%
Puts
Pseudo strike
6.78
IV
147.7%
B/E move
6.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.25
IV
149.6%
B/E move
5.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.73
IV
151.6%
B/E move
3.7%

Options history

IV · four-Friday blend110.00%
Daily EOD
LULG109.4%114.0%118.6%2026-10-19: 117.97%2026-10-20: 113.99%2026-10-21: 116.64%2026-10-23: 117.71%2026-10-30: 110.00%Oct 19Oct 21Oct 30
5 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
117.97%
113.99%
116.64%
117.71%
110.00%