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

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Market datapartial · fetched 2026-10-22T21:23:38.547Z

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 · 2026-10-22T20:56:10.323426539Z

FundamentalsAlpha Vantage · unavailable

Share price$9.14
1D+5.8%
AH$8.57$8.76$8.96$9.16$9.365:30 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$0.17$0.77$1.36$1.96$2.56$5.49$7.20$8.90$10.61$12.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPOG spot · $9.14SPOG PRICE$0.23$0.28$0.35$0.41$0.50$0.61$0.73$0.84$0.97$1.12$1.27$1.43$1.71$0.30$0.37$0.48$0.59$0.70$0.82$0.95$1.08$1.22$1.43$1.71$1.99$2.39
PutsCheap0.94×
CallsCheap0.81×
SkewBearish+0.78 pp
Implied moveBearish±$1.68
TiltBearish14.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.8291.9%31.9%7.5495.0%20.8%
25Δ10.9880.8%23.2%8.0483.5%16.0%
30Δ10.6078.3%19.7%8.3283.0%14.2%
35Δ10.2275.8%16.3%8.6082.5%12.4%
40Δ9.8975.0%13.7%8.8882.0%10.6%
45Δ9.6476.4%12.2%9.1480.7%9.0%
50Δ9.3977.8%10.7%9.3978.8%7.7%
55Δ9.1479.2%9.1%9.6476.8%6.4%
60Δ8.8879.9%7.8%9.8974.8%5.1%
65Δ8.6179.5%6.5%10.1974.7%4.1%
70Δ8.3579.1%5.3%10.5576.1%3.3%
75Δ8.0978.7%4.1%10.9077.4%2.6%
80Δ7.7281.2%3.1%11.3678.2%1.9%

20Δ

Calls
Pseudo strike
11.82
IV
91.9%
B/E move
31.9%
Puts
Pseudo strike
7.54
IV
95.0%
B/E move
20.8%

25Δ

Calls
Pseudo strike
10.98
IV
80.8%
B/E move
23.2%
Puts
Pseudo strike
8.04
IV
83.5%
B/E move
16.0%

30Δ

Calls
Pseudo strike
10.60
IV
78.3%
B/E move
19.7%
Puts
Pseudo strike
8.32
IV
83.0%
B/E move
14.2%

35Δ

Calls
Pseudo strike
10.22
IV
75.8%
B/E move
16.3%
Puts
Pseudo strike
8.60
IV
82.5%
B/E move
12.4%

40Δ

Calls
Pseudo strike
9.89
IV
75.0%
B/E move
13.7%
Puts
Pseudo strike
8.88
IV
82.0%
B/E move
10.6%

45Δ

Calls
Pseudo strike
9.64
IV
76.4%
B/E move
12.2%
Puts
Pseudo strike
9.14
IV
80.7%
B/E move
9.0%

50Δ

Calls
Pseudo strike
9.39
IV
77.8%
B/E move
10.7%
Puts
Pseudo strike
9.39
IV
78.8%
B/E move
7.7%

55Δ

Calls
Pseudo strike
9.14
IV
79.2%
B/E move
9.1%
Puts
Pseudo strike
9.64
IV
76.8%
B/E move
6.4%

60Δ

Calls
Pseudo strike
8.88
IV
79.9%
B/E move
7.8%
Puts
Pseudo strike
9.89
IV
74.8%
B/E move
5.1%

65Δ

Calls
Pseudo strike
8.61
IV
79.5%
B/E move
6.5%
Puts
Pseudo strike
10.19
IV
74.7%
B/E move
4.1%

70Δ

Calls
Pseudo strike
8.35
IV
79.1%
B/E move
5.3%
Puts
Pseudo strike
10.55
IV
76.1%
B/E move
3.3%

75Δ

Calls
Pseudo strike
8.09
IV
78.7%
B/E move
4.1%
Puts
Pseudo strike
10.90
IV
77.4%
B/E move
2.6%

80Δ

Calls
Pseudo strike
7.72
IV
81.2%
B/E move
3.1%
Puts
Pseudo strike
11.36
IV
78.2%
B/E move
1.9%

Options history

No recorded observations