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Themes ETF Trust Leverage Shares 2X Long PYPL Daily ETF PYPG

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Market datapartial · fetched 2026-10-22T14:09:53.975Z

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 · 2026-10-22T14:02:04.638892152Z

FundamentalsAlpha Vantage · unavailable

Share price$8.16
1D+0.7%
$8.09$8.11$8.13$8.15$8.175:30 AM6:30 AM9:00 AM1:00 PMPYPG
Sold putSold call

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

Live interpolated PYPG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long PYPL Daily ETF$0.19$0.89$1.59$2.29$3.00$5.30$6.66$8.01$9.37$10.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PYPG spot · $8.16PYPG PRICE$0.26$0.30$0.35$0.38$0.47$0.58$0.69$0.80$0.92$1.08$1.24$1.39$1.58$0.37$0.47$0.56$0.66$0.75$0.90$1.07$1.25$1.44$1.70$1.97$2.31$2.79
PutsExpensive1.88×
CallsExpensive1.38×
SkewBearish+12.74 pp
Implied moveBearish±$1.76
TiltBearish23.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.52118.5%44.4%6.38122.3%26.3%
25Δ10.41101.9%31.3%6.76116.0%22.9%
30Δ9.7290.3%23.4%7.14109.8%19.4%
35Δ9.2180.5%17.6%7.52103.5%15.9%
40Δ8.8677.9%14.3%7.9097.2%12.4%
45Δ8.6380.1%12.8%8.2195.4%10.4%
50Δ8.4082.3%11.3%8.5095.3%9.0%
55Δ8.1684.5%9.8%8.7995.2%7.6%
60Δ7.9286.2%8.4%9.0995.0%6.3%
65Δ7.6686.5%7.1%9.4495.0%5.2%
70Δ7.4086.7%5.8%9.7995.0%4.1%
75Δ7.1487.0%4.5%10.2195.8%3.2%
80Δ6.8685.4%3.4%10.7697.9%2.3%

20Δ

Calls
Pseudo strike
11.52
IV
118.5%
B/E move
44.4%
Puts
Pseudo strike
6.38
IV
122.3%
B/E move
26.3%

25Δ

Calls
Pseudo strike
10.41
IV
101.9%
B/E move
31.3%
Puts
Pseudo strike
6.76
IV
116.0%
B/E move
22.9%

30Δ

Calls
Pseudo strike
9.72
IV
90.3%
B/E move
23.4%
Puts
Pseudo strike
7.14
IV
109.8%
B/E move
19.4%

35Δ

Calls
Pseudo strike
9.21
IV
80.5%
B/E move
17.6%
Puts
Pseudo strike
7.52
IV
103.5%
B/E move
15.9%

40Δ

Calls
Pseudo strike
8.86
IV
77.9%
B/E move
14.3%
Puts
Pseudo strike
7.90
IV
97.2%
B/E move
12.4%

45Δ

Calls
Pseudo strike
8.63
IV
80.1%
B/E move
12.8%
Puts
Pseudo strike
8.21
IV
95.4%
B/E move
10.4%

50Δ

Calls
Pseudo strike
8.40
IV
82.3%
B/E move
11.3%
Puts
Pseudo strike
8.50
IV
95.3%
B/E move
9.0%

55Δ

Calls
Pseudo strike
8.16
IV
84.5%
B/E move
9.8%
Puts
Pseudo strike
8.79
IV
95.2%
B/E move
7.6%

60Δ

Calls
Pseudo strike
7.92
IV
86.2%
B/E move
8.4%
Puts
Pseudo strike
9.09
IV
95.0%
B/E move
6.3%

65Δ

Calls
Pseudo strike
7.66
IV
86.5%
B/E move
7.1%
Puts
Pseudo strike
9.44
IV
95.0%
B/E move
5.2%

70Δ

Calls
Pseudo strike
7.40
IV
86.7%
B/E move
5.8%
Puts
Pseudo strike
9.79
IV
95.0%
B/E move
4.1%

75Δ

Calls
Pseudo strike
7.14
IV
87.0%
B/E move
4.5%
Puts
Pseudo strike
10.21
IV
95.8%
B/E move
3.2%

80Δ

Calls
Pseudo strike
6.86
IV
85.4%
B/E move
3.4%
Puts
Pseudo strike
10.76
IV
97.9%
B/E move
2.3%

Options history

No recorded observations