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

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Market dataready · fetched 2026-10-22T18:44:28.721Z

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 · 2026-10-22T18:44:15.049127035Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T18:44:27.860860+00:00

Share price$4.13
1D+10.8%
$3.66$3.80$3.94$4.08$4.225:30 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$0.28$0.40$0.53$0.65$0.77$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELULG PRICE$0.37$0.46$0.56$0.65$0.74$0.29$0.43$0.56$0.70
PutsCheap0.81×
CallsExpensive1.11×
SkewBearish+22.37 pp
Implied move——
TiltBullish16.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.13118.6%31.3%
25Δ3.39122.1%28.3%
30Δ3.64125.7%25.4%
35Δ3.90129.2%22.5%
40Δ4.9094.7%27.6%
45Δ4.6998.1%24.8%
50Δ4.49101.5%22.1%
55Δ4.28104.9%19.4%
60Δ4.08108.3%16.7%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.13
IV
118.6%
B/E move
31.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.39
IV
122.1%
B/E move
28.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.64
IV
125.7%
B/E move
25.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.90
IV
129.2%
B/E move
22.5%

40Δ

Calls
Pseudo strike
4.90
IV
94.7%
B/E move
27.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.69
IV
98.1%
B/E move
24.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.49
IV
101.5%
B/E move
22.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.28
IV
104.9%
B/E move
19.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.08
IV
108.3%
B/E move
16.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations