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Themes ETF Trust Leverage Shares 2X Long SPOT Daily ETF SPOG

i

Market dataready · fetched 2026-11-12T00:48:46.989Z

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 · 2026-11-11T23:17:15.200323786Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:48:46.671478+00:00

Share price$9.74
1D+4.0%
AH$9.47$9.60$9.73$9.86$9.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPOG
Sold putSold callAH

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

Live interpolated SPOG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long SPOT Daily ETF$0.16$0.45$0.74$1.03$1.31$7.96$8.88$9.80$10.72$11.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPOG spot · $9.74SPOG PRICE$0.19$0.22$0.26$0.29$0.32$0.37$0.47$0.56$0.66$0.76$0.85$0.95$1.23$0.23$0.27$0.32$0.36$0.40$0.44$0.49$0.53$0.61$0.73$0.85$0.97$1.09
PutsCheap0.89×
CallsCheap0.87×
SkewBullish-4.76 pp
Implied moveBalanced±$0.95
TiltBalanced1.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.72123.4%22.3%8.34129.7%16.8%
25Δ11.07106.6%15.9%8.74113.9%13.1%
30Δ10.7697.6%13.1%9.06101.4%10.2%
35Δ10.4889.5%10.6%9.2395.2%8.9%
40Δ10.2181.4%8.1%9.4088.9%7.6%
45Δ9.9675.5%6.1%9.5782.6%6.3%
50Δ9.8076.8%5.5%9.7476.3%5.0%
55Δ9.6478.0%4.8%9.9170.0%3.6%
60Δ9.4879.3%4.1%10.0866.4%2.8%
65Δ9.3280.5%3.5%10.2465.5%2.4%
70Δ9.1681.8%2.8%10.4064.7%1.9%
75Δ9.0083.1%2.2%10.5663.8%1.5%
80Δ8.6889.6%1.7%10.7363.0%1.1%

20Δ

Calls
Pseudo strike
11.72
IV
123.4%
B/E move
22.3%
Puts
Pseudo strike
8.34
IV
129.7%
B/E move
16.8%

25Δ

Calls
Pseudo strike
11.07
IV
106.6%
B/E move
15.9%
Puts
Pseudo strike
8.74
IV
113.9%
B/E move
13.1%

30Δ

Calls
Pseudo strike
10.76
IV
97.6%
B/E move
13.1%
Puts
Pseudo strike
9.06
IV
101.4%
B/E move
10.2%

35Δ

Calls
Pseudo strike
10.48
IV
89.5%
B/E move
10.6%
Puts
Pseudo strike
9.23
IV
95.2%
B/E move
8.9%

40Δ

Calls
Pseudo strike
10.21
IV
81.4%
B/E move
8.1%
Puts
Pseudo strike
9.40
IV
88.9%
B/E move
7.6%

45Δ

Calls
Pseudo strike
9.96
IV
75.5%
B/E move
6.1%
Puts
Pseudo strike
9.57
IV
82.6%
B/E move
6.3%

50Δ

Calls
Pseudo strike
9.80
IV
76.8%
B/E move
5.5%
Puts
Pseudo strike
9.74
IV
76.3%
B/E move
5.0%

55Δ

Calls
Pseudo strike
9.64
IV
78.0%
B/E move
4.8%
Puts
Pseudo strike
9.91
IV
70.0%
B/E move
3.6%

60Δ

Calls
Pseudo strike
9.48
IV
79.3%
B/E move
4.1%
Puts
Pseudo strike
10.08
IV
66.4%
B/E move
2.8%

65Δ

Calls
Pseudo strike
9.32
IV
80.5%
B/E move
3.5%
Puts
Pseudo strike
10.24
IV
65.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
9.16
IV
81.8%
B/E move
2.8%
Puts
Pseudo strike
10.40
IV
64.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
9.00
IV
83.1%
B/E move
2.2%
Puts
Pseudo strike
10.56
IV
63.8%
B/E move
1.5%

80Δ

Calls
Pseudo strike
8.68
IV
89.6%
B/E move
1.7%
Puts
Pseudo strike
10.73
IV
63.0%
B/E move
1.1%

Options history

IV · four-Friday blend81.54%
Daily EOD
SPOG76.0%84.8%93.6%2026-10-19: 89.79%2026-10-20: 91.12%2026-10-21: 92.36%2026-10-22: 78.53%2026-10-23: 77.92%2026-10-26: 78.17%2026-10-27: 77.20%2026-10-28: 77.25%2026-10-29: 79.56%2026-10-30: 81.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
89.79%
91.12%
92.36%
78.53%
77.92%
78.17%
77.20%
77.25%
79.56%
81.54%