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

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Market datapartial · fetched 2026-10-22T23:24:23.544Z

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 · 2026-10-22T20:00:00.184976494Z

FundamentalsAlpha Vantage · unavailable

Share price$29.91
1D+0.2%
AH$29.25$29.87$30.49$31.11$31.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPANG
Sold putSold callAH

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$4.14$7.69$11.24$14.78$16.80$24.60$32.39$40.19$47.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PANG spot · $29.91PANG PRICE$0.97$1.27$1.65$2.00$2.41$2.87$3.34$3.90$4.35$5.01$5.76$6.60$7.62$1.44$1.94$2.40$2.84$3.40$4.11$4.83$5.83$6.85$8.27$9.75$11.22$13.76
PutsFair1.03×
CallsExpensive1.13×
SkewBullish-0.45 pp
Implied moveBearish±$8.17
TiltBearish23.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.22118.1%44.4%23.73124.0%25.5%
25Δ39.73118.3%37.1%25.12127.1%22.5%
30Δ38.09121.7%32.9%26.55123.0%19.3%
35Δ36.17119.7%27.6%27.89117.6%16.2%
40Δ34.63120.3%23.9%29.14115.7%14.0%
45Δ33.21121.3%20.6%30.38116.2%12.2%
50Δ31.80121.0%17.5%31.63115.2%10.4%
55Δ30.50122.6%15.0%33.05117.6%9.0%
60Δ29.16118.6%12.0%34.50117.8%7.6%
65Δ27.89119.7%10.0%36.28121.1%6.4%
70Δ26.59120.6%8.1%38.13122.0%5.1%
75Δ25.23122.0%6.4%39.96120.5%3.9%
80Δ23.76122.1%4.9%42.82122.5%2.8%

20Δ

Calls
Pseudo strike
42.22
IV
118.1%
B/E move
44.4%
Puts
Pseudo strike
23.73
IV
124.0%
B/E move
25.5%

25Δ

Calls
Pseudo strike
39.73
IV
118.3%
B/E move
37.1%
Puts
Pseudo strike
25.12
IV
127.1%
B/E move
22.5%

30Δ

Calls
Pseudo strike
38.09
IV
121.7%
B/E move
32.9%
Puts
Pseudo strike
26.55
IV
123.0%
B/E move
19.3%

35Δ

Calls
Pseudo strike
36.17
IV
119.7%
B/E move
27.6%
Puts
Pseudo strike
27.89
IV
117.6%
B/E move
16.2%

40Δ

Calls
Pseudo strike
34.63
IV
120.3%
B/E move
23.9%
Puts
Pseudo strike
29.14
IV
115.7%
B/E move
14.0%

45Δ

Calls
Pseudo strike
33.21
IV
121.3%
B/E move
20.6%
Puts
Pseudo strike
30.38
IV
116.2%
B/E move
12.2%

50Δ

Calls
Pseudo strike
31.80
IV
121.0%
B/E move
17.5%
Puts
Pseudo strike
31.63
IV
115.2%
B/E move
10.4%

55Δ

Calls
Pseudo strike
30.50
IV
122.6%
B/E move
15.0%
Puts
Pseudo strike
33.05
IV
117.6%
B/E move
9.0%

60Δ

Calls
Pseudo strike
29.16
IV
118.6%
B/E move
12.0%
Puts
Pseudo strike
34.50
IV
117.8%
B/E move
7.6%

65Δ

Calls
Pseudo strike
27.89
IV
119.7%
B/E move
10.0%
Puts
Pseudo strike
36.28
IV
121.1%
B/E move
6.4%

70Δ

Calls
Pseudo strike
26.59
IV
120.6%
B/E move
8.1%
Puts
Pseudo strike
38.13
IV
122.0%
B/E move
5.1%

75Δ

Calls
Pseudo strike
25.23
IV
122.0%
B/E move
6.4%
Puts
Pseudo strike
39.96
IV
120.5%
B/E move
3.9%

80Δ

Calls
Pseudo strike
23.76
IV
122.1%
B/E move
4.9%
Puts
Pseudo strike
42.82
IV
122.5%
B/E move
2.8%

Options history

No recorded observations