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Themes ETF Trust Leverage Shares 2X Long PANW Daily ETF PANG

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Market datapartial · fetched 2026-10-23T16:44:33.753Z

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 · 2026-10-23T16:31:51.804550843Z

FundamentalsAlpha Vantage · unavailable

Share price$33.48
1D+9.7%
$29$31$32$33$345:30 AM6:30 AM9:00 AM1:00 PMPANG
Sold putSold call

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

Live interpolated PANG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long PANW Daily ETF$0.59$4.67$8.75$12.83$16.91$18.59$25.89$33.19$40.49$47.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PANG spot · $33.48PANG PRICE$1.03$1.39$1.80$2.21$2.64$3.18$3.71$4.38$5.07$5.85$6.68$7.65$8.94$1.76$2.31$2.94$3.64$4.37$5.18$6.13$7.68$9.29$10.90$12.51$14.12$15.73
PutsExpensive1.12×
CallsExpensive1.08×
SkewBearish+6.60 pp
Implied moveBearish±$9.84
TiltBearish27.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.34114.8%41.5%26.21137.3%26.9%
25Δ43.84114.4%35.1%27.95136.4%23.4%
30Δ42.07116.8%31.0%29.59134.8%20.4%
35Δ40.30119.2%27.0%31.18133.6%17.7%
40Δ38.57119.4%23.1%32.72131.8%15.3%
45Δ37.09122.1%20.3%34.25130.3%13.2%
50Δ35.56121.9%17.3%35.82129.8%11.3%
55Δ34.13125.2%15.0%37.84128.7%9.9%
60Δ32.67126.6%12.7%39.91127.5%8.5%
65Δ31.19128.4%10.6%41.98126.2%7.2%
70Δ29.67129.0%8.6%44.04125.0%5.8%
75Δ28.10130.1%6.8%46.11123.7%4.4%
80Δ26.29134.0%5.3%48.18122.5%3.1%

20Δ

Calls
Pseudo strike
46.34
IV
114.8%
B/E move
41.5%
Puts
Pseudo strike
26.21
IV
137.3%
B/E move
26.9%

25Δ

Calls
Pseudo strike
43.84
IV
114.4%
B/E move
35.1%
Puts
Pseudo strike
27.95
IV
136.4%
B/E move
23.4%

30Δ

Calls
Pseudo strike
42.07
IV
116.8%
B/E move
31.0%
Puts
Pseudo strike
29.59
IV
134.8%
B/E move
20.4%

35Δ

Calls
Pseudo strike
40.30
IV
119.2%
B/E move
27.0%
Puts
Pseudo strike
31.18
IV
133.6%
B/E move
17.7%

40Δ

Calls
Pseudo strike
38.57
IV
119.4%
B/E move
23.1%
Puts
Pseudo strike
32.72
IV
131.8%
B/E move
15.3%

45Δ

Calls
Pseudo strike
37.09
IV
122.1%
B/E move
20.3%
Puts
Pseudo strike
34.25
IV
130.3%
B/E move
13.2%

50Δ

Calls
Pseudo strike
35.56
IV
121.9%
B/E move
17.3%
Puts
Pseudo strike
35.82
IV
129.8%
B/E move
11.3%

55Δ

Calls
Pseudo strike
34.13
IV
125.2%
B/E move
15.0%
Puts
Pseudo strike
37.84
IV
128.7%
B/E move
9.9%

60Δ

Calls
Pseudo strike
32.67
IV
126.6%
B/E move
12.7%
Puts
Pseudo strike
39.91
IV
127.5%
B/E move
8.5%

65Δ

Calls
Pseudo strike
31.19
IV
128.4%
B/E move
10.6%
Puts
Pseudo strike
41.98
IV
126.2%
B/E move
7.2%

70Δ

Calls
Pseudo strike
29.67
IV
129.0%
B/E move
8.6%
Puts
Pseudo strike
44.04
IV
125.0%
B/E move
5.8%

75Δ

Calls
Pseudo strike
28.10
IV
130.1%
B/E move
6.8%
Puts
Pseudo strike
46.11
IV
123.7%
B/E move
4.4%

80Δ

Calls
Pseudo strike
26.29
IV
134.0%
B/E move
5.3%
Puts
Pseudo strike
48.18
IV
122.5%
B/E move
3.1%

Options history

No recorded observations