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Themes ETF Trust Leverage Shares 2X Long MP Daily ETF MPG

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Market datapartial · fetched 2026-10-22T23:23:27.289Z

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 · 2026-10-22T22:33:29.144467008Z

FundamentalsAlpha Vantage · unavailable

Share price$2.36
1D+0.0%
AH$2.24$2.29$2.34$2.38$2.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMPG
Sold putSold callAH

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

Live interpolated MPG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long MP Daily ETF$0.21$0.36$0.51$0.66$0.81$0.87$1.77$2.67$3.58$4.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MPG spot · $2.36MPG PRICE$0.23$0.23$0.25$0.27$0.30$0.35$0.39$0.43$0.48$0.52$0.60$0.77$0.27$0.29$0.32$0.37$0.43$0.48$0.53$0.58$0.63$0.69$0.74
PutsExpensive1.50×
CallsExpensive1.77×
SkewBullish-15.82 pp
Implied moveBearish±$0.88
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.57290.1%44.7%
25Δ7.20341.8%214.7%1.84228.1%34.2%
30Δ4.72261.7%109.7%2.05187.9%26.9%
35Δ3.97226.1%78.9%2.16179.2%24.2%
40Δ3.23190.5%48.0%2.28170.6%21.5%
45Δ2.89175.1%35.4%2.40161.9%18.8%
50Δ2.73168.6%30.6%2.51153.2%16.1%
55Δ2.58162.1%25.8%2.63144.6%13.4%
60Δ2.42155.6%21.0%2.74135.9%10.7%
65Δ2.27149.1%16.2%2.86127.2%7.9%
70Δ2.11142.6%11.4%2.98118.6%5.2%
75Δ1.94139.9%7.6%
80Δ1.73146.7%6.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.57
IV
290.1%
B/E move
44.7%

25Δ

Calls
Pseudo strike
7.20
IV
341.8%
B/E move
214.7%
Puts
Pseudo strike
1.84
IV
228.1%
B/E move
34.2%

30Δ

Calls
Pseudo strike
4.72
IV
261.7%
B/E move
109.7%
Puts
Pseudo strike
2.05
IV
187.9%
B/E move
26.9%

35Δ

Calls
Pseudo strike
3.97
IV
226.1%
B/E move
78.9%
Puts
Pseudo strike
2.16
IV
179.2%
B/E move
24.2%

40Δ

Calls
Pseudo strike
3.23
IV
190.5%
B/E move
48.0%
Puts
Pseudo strike
2.28
IV
170.6%
B/E move
21.5%

45Δ

Calls
Pseudo strike
2.89
IV
175.1%
B/E move
35.4%
Puts
Pseudo strike
2.40
IV
161.9%
B/E move
18.8%

50Δ

Calls
Pseudo strike
2.73
IV
168.6%
B/E move
30.6%
Puts
Pseudo strike
2.51
IV
153.2%
B/E move
16.1%

55Δ

Calls
Pseudo strike
2.58
IV
162.1%
B/E move
25.8%
Puts
Pseudo strike
2.63
IV
144.6%
B/E move
13.4%

60Δ

Calls
Pseudo strike
2.42
IV
155.6%
B/E move
21.0%
Puts
Pseudo strike
2.74
IV
135.9%
B/E move
10.7%

65Δ

Calls
Pseudo strike
2.27
IV
149.1%
B/E move
16.2%
Puts
Pseudo strike
2.86
IV
127.2%
B/E move
7.9%

70Δ

Calls
Pseudo strike
2.11
IV
142.6%
B/E move
11.4%
Puts
Pseudo strike
2.98
IV
118.6%
B/E move
5.2%

75Δ

Calls
Pseudo strike
1.94
IV
139.9%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.73
IV
146.7%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations