Share price$2.40
1D+3.4%
Sold putSold call
Themes ETF Trust Leverage Shares 2X Long MP Daily ETF MPG
i
Market datapartial · fetched 2026-10-23T19:15:03.653Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T19:03:47.642708099Z
FundamentalsAlpha Vantage · unavailable
Themes ETF Trust Leverage Shares 2X Long MP Daily ETF options
PutsExpensive1.39×
CallsExpensive3.14×
SkewBullish-177.33 pp
Implied move——
TiltBearish92.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 7.03 | 337.8% | 202.2% | |||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | 3.03 | 169.3% | 10.1% | |||
| 65Δ | 3.23 | 164.9% | 8.5% | |||
| 70Δ | 3.42 | 160.5% | 6.9% | |||
| 75Δ | 3.61 | 156.1% | 5.3% | |||
| 80Δ | 3.80 | 151.6% | 3.7% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 7.03
- IV
- 337.8%
- B/E move
- 202.2%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.03
- IV
- 169.3%
- B/E move
- 10.1%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.23
- IV
- 164.9%
- B/E move
- 8.5%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.42
- IV
- 160.5%
- B/E move
- 6.9%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.61
- IV
- 156.1%
- B/E move
- 5.3%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.80
- IV
- 151.6%
- B/E move
- 3.7%
Options history
No recorded observations