Themes ETF Trust Leverage Shares 2X Long OKTA Daily ETF OKTG
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Market dataready · fetched 2026-11-12T03:12:19.246Z
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: 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 dataPriceAlpaca · sip · 2026-11-11T23:15:27.560913108Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:12:18.810266+00:00
Themes ETF Trust Leverage Shares 2X Long OKTA Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.04 | 156.9% | 29.5% | 33.20 | 130.7% | 16.5% |
| 25Δ | 47.30 | 158.4% | 25.9% | 34.38 | 129.7% | 14.3% |
| 30Δ | 45.56 | 159.9% | 22.3% | 35.45 | 127.0% | 12.5% |
| 35Δ | 44.10 | 163.0% | 19.6% | 36.40 | 124.5% | 11.1% |
| 40Δ | 42.78 | 166.8% | 17.5% | 37.35 | 121.9% | 9.6% |
| 45Δ | 41.45 | 170.7% | 15.4% | 38.29 | 119.4% | 8.2% |
| 50Δ | 40.13 | 174.5% | 13.3% | 39.24 | 116.9% | 6.7% |
| 55Δ | 38.75 | 178.4% | 11.6% | 40.19 | 114.4% | 5.4% |
| 60Δ | 37.36 | 182.3% | 10.0% | 41.12 | 112.0% | 4.7% |
| 65Δ | 35.98 | 186.2% | 8.4% | 42.05 | 109.5% | 3.9% |
| 70Δ | 34.53 | 191.4% | 6.9% | 42.98 | 107.1% | 3.1% |
| 75Δ | 32.80 | 202.4% | 5.7% | 43.91 | 104.6% | 2.4% |
| 80Δ | 30.67 | 223.2% | 4.7% | 44.84 | 102.2% | 1.6% |
20Δ
- Pseudo strike
- 49.04
- IV
- 156.9%
- B/E move
- 29.5%
- Pseudo strike
- 33.20
- IV
- 130.7%
- B/E move
- 16.5%
25Δ
- Pseudo strike
- 47.30
- IV
- 158.4%
- B/E move
- 25.9%
- Pseudo strike
- 34.38
- IV
- 129.7%
- B/E move
- 14.3%
30Δ
- Pseudo strike
- 45.56
- IV
- 159.9%
- B/E move
- 22.3%
- Pseudo strike
- 35.45
- IV
- 127.0%
- B/E move
- 12.5%
35Δ
- Pseudo strike
- 44.10
- IV
- 163.0%
- B/E move
- 19.6%
- Pseudo strike
- 36.40
- IV
- 124.5%
- B/E move
- 11.1%
40Δ
- Pseudo strike
- 42.78
- IV
- 166.8%
- B/E move
- 17.5%
- Pseudo strike
- 37.35
- IV
- 121.9%
- B/E move
- 9.6%
45Δ
- Pseudo strike
- 41.45
- IV
- 170.7%
- B/E move
- 15.4%
- Pseudo strike
- 38.29
- IV
- 119.4%
- B/E move
- 8.2%
50Δ
- Pseudo strike
- 40.13
- IV
- 174.5%
- B/E move
- 13.3%
- Pseudo strike
- 39.24
- IV
- 116.9%
- B/E move
- 6.7%
55Δ
- Pseudo strike
- 38.75
- IV
- 178.4%
- B/E move
- 11.6%
- Pseudo strike
- 40.19
- IV
- 114.4%
- B/E move
- 5.4%
60Δ
- Pseudo strike
- 37.36
- IV
- 182.3%
- B/E move
- 10.0%
- Pseudo strike
- 41.12
- IV
- 112.0%
- B/E move
- 4.7%
65Δ
- Pseudo strike
- 35.98
- IV
- 186.2%
- B/E move
- 8.4%
- Pseudo strike
- 42.05
- IV
- 109.5%
- B/E move
- 3.9%
70Δ
- Pseudo strike
- 34.53
- IV
- 191.4%
- B/E move
- 6.9%
- Pseudo strike
- 42.98
- IV
- 107.1%
- B/E move
- 3.1%
75Δ
- Pseudo strike
- 32.80
- IV
- 202.4%
- B/E move
- 5.7%
- Pseudo strike
- 43.91
- IV
- 104.6%
- B/E move
- 2.4%
80Δ
- Pseudo strike
- 30.67
- IV
- 223.2%
- B/E move
- 4.7%
- Pseudo strike
- 44.84
- IV
- 102.2%
- B/E move
- 1.6%
Options history
Table
| Date | IV (%) |
|---|---|
| 130.63% | |
| 148.91% |