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Themes ETF Trust Leverage Shares 2X Long NET Daily ETF NETG

i

Market dataready · fetched 2026-11-11T13:44:23.673Z

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: 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 · 2026-11-11T13:06:44.995329486Z

FundamentalsLeverage Shares · ready · as of 2026-11-11 · fetched 2026-11-11T13:44:23.252966+00:00

Share price$17.95
1D
Price history unavailable.

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

Live interpolated NETG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long NET Daily ETF$0.00$4.35$8.69$13.04$17.39$8.21$13.63$19.06$24.48$29.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NETG spot · $17.95NETG PRICE$0.34$0.42$0.50$0.61$0.72$0.84$0.95$1.10$1.29$1.48$1.67$1.86$2.04$0.75$0.97$1.17$1.48$1.86$2.30$2.88$3.42$4.16$5.16$7.17$9.99$16.13
PutsCheap0.92×
CallsCheap0.28×
SkewBearish+125.47 pp
Implied moveBearish±$3.82
TiltBearish61.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.43117.0%21.3%14.45200.2%23.7%
25Δ20.47106.8%16.3%15.29195.5%20.2%
30Δ19.79100.9%13.1%16.09184.8%16.9%
35Δ19.3599.8%11.2%16.75187.0%14.9%
40Δ18.9298.2%9.4%17.43190.8%13.3%
45Δ18.5595.0%8.0%18.13196.3%11.8%
50Δ18.1791.8%6.5%18.93205.4%10.6%
55Δ17.8290.9%5.4%19.74207.1%9.1%
60Δ17.4991.9%4.6%20.70213.1%7.9%
65Δ17.1692.8%3.9%21.89220.5%6.8%
70Δ16.8491.3%3.1%24.02250.8%6.1%
75Δ16.5387.4%2.4%26.99282.9%5.3%
80Δ16.2283.5%1.7%33.25344.1%4.6%

20Δ

Calls
Pseudo strike
21.43
IV
117.0%
B/E move
21.3%
Puts
Pseudo strike
14.45
IV
200.2%
B/E move
23.7%

25Δ

Calls
Pseudo strike
20.47
IV
106.8%
B/E move
16.3%
Puts
Pseudo strike
15.29
IV
195.5%
B/E move
20.2%

30Δ

Calls
Pseudo strike
19.79
IV
100.9%
B/E move
13.1%
Puts
Pseudo strike
16.09
IV
184.8%
B/E move
16.9%

35Δ

Calls
Pseudo strike
19.35
IV
99.8%
B/E move
11.2%
Puts
Pseudo strike
16.75
IV
187.0%
B/E move
14.9%

40Δ

Calls
Pseudo strike
18.92
IV
98.2%
B/E move
9.4%
Puts
Pseudo strike
17.43
IV
190.8%
B/E move
13.3%

45Δ

Calls
Pseudo strike
18.55
IV
95.0%
B/E move
8.0%
Puts
Pseudo strike
18.13
IV
196.3%
B/E move
11.8%

50Δ

Calls
Pseudo strike
18.17
IV
91.8%
B/E move
6.5%
Puts
Pseudo strike
18.93
IV
205.4%
B/E move
10.6%

55Δ

Calls
Pseudo strike
17.82
IV
90.9%
B/E move
5.4%
Puts
Pseudo strike
19.74
IV
207.1%
B/E move
9.1%

60Δ

Calls
Pseudo strike
17.49
IV
91.9%
B/E move
4.6%
Puts
Pseudo strike
20.70
IV
213.1%
B/E move
7.9%

65Δ

Calls
Pseudo strike
17.16
IV
92.8%
B/E move
3.9%
Puts
Pseudo strike
21.89
IV
220.5%
B/E move
6.8%

70Δ

Calls
Pseudo strike
16.84
IV
91.3%
B/E move
3.1%
Puts
Pseudo strike
24.02
IV
250.8%
B/E move
6.1%

75Δ

Calls
Pseudo strike
16.53
IV
87.4%
B/E move
2.4%
Puts
Pseudo strike
26.99
IV
282.9%
B/E move
5.3%

80Δ

Calls
Pseudo strike
16.22
IV
83.5%
B/E move
1.7%
Puts
Pseudo strike
33.25
IV
344.1%
B/E move
4.6%

Options history

IV · four-Friday blend156.97%
Daily EOD
NETG129.0%144.0%159.0%2026-10-19: 131.09%2026-10-20: 133.41%2026-10-21: 134.35%2026-10-22: 139.65%2026-10-23: 145.10%2026-10-27: 141.94%2026-10-28: 144.00%2026-10-29: 144.64%2026-10-30: 156.97%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
131.09%
133.41%
134.35%
139.65%
145.10%
141.94%
144.00%
144.64%
156.97%