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Themes ETF Trust Leverage Shares 2X Long TER Daily ETF TERG

i

Market dataready · fetched 2026-11-12T02:52:01.973Z

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 · 2026-11-11T23:26:14.660648351Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:52:01.585007+00:00

Share price$16.30
1D+3.5%
AH$15.40$16.02$16.65$17.27$17.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTERG
Sold putSold callAH

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

Live interpolated TERG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long TER Daily ETF$0.44$1.71$2.99$4.27$5.54$8.48$12.26$16.04$19.81$23.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TERG spot · $16.30TERG PRICE$0.57$0.65$0.80$0.95$1.21$1.48$1.79$2.13$2.52$2.99$3.29$3.91$5.17$0.68$0.77$0.97$1.16$1.33$1.47$1.58$1.70$1.90$2.10$2.37$2.74$3.15
PutsCheap0.57×
CallsFair0.97×
SkewBullish-80.41 pp
Implied moveBullish±$3.37
TiltBullish11.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.95240.9%50.5%13.11206.9%23.8%
25Δ21.08199.2%33.3%14.07177.3%18.4%
30Δ19.98193.8%27.5%14.68171.8%15.9%
35Δ19.00183.2%22.4%15.25165.2%13.5%
40Δ18.45193.8%20.6%15.79157.1%11.3%
45Δ17.88203.9%18.8%16.24147.0%9.4%
50Δ17.24211.6%16.7%16.65135.5%7.6%
55Δ16.57220.1%14.8%17.04124.8%5.9%
60Δ15.89229.2%12.9%17.41119.9%4.9%
65Δ15.14240.3%11.2%17.77115.1%3.8%
70Δ14.43230.8%8.7%18.18111.8%3.0%
75Δ13.54245.9%7.1%18.66111.0%2.3%
80Δ12.24306.1%6.8%19.17110.0%1.7%

20Δ

Calls
Pseudo strike
23.95
IV
240.9%
B/E move
50.5%
Puts
Pseudo strike
13.11
IV
206.9%
B/E move
23.8%

25Δ

Calls
Pseudo strike
21.08
IV
199.2%
B/E move
33.3%
Puts
Pseudo strike
14.07
IV
177.3%
B/E move
18.4%

30Δ

Calls
Pseudo strike
19.98
IV
193.8%
B/E move
27.5%
Puts
Pseudo strike
14.68
IV
171.8%
B/E move
15.9%

35Δ

Calls
Pseudo strike
19.00
IV
183.2%
B/E move
22.4%
Puts
Pseudo strike
15.25
IV
165.2%
B/E move
13.5%

40Δ

Calls
Pseudo strike
18.45
IV
193.8%
B/E move
20.6%
Puts
Pseudo strike
15.79
IV
157.1%
B/E move
11.3%

45Δ

Calls
Pseudo strike
17.88
IV
203.9%
B/E move
18.8%
Puts
Pseudo strike
16.24
IV
147.0%
B/E move
9.4%

50Δ

Calls
Pseudo strike
17.24
IV
211.6%
B/E move
16.7%
Puts
Pseudo strike
16.65
IV
135.5%
B/E move
7.6%

55Δ

Calls
Pseudo strike
16.57
IV
220.1%
B/E move
14.8%
Puts
Pseudo strike
17.04
IV
124.8%
B/E move
5.9%

60Δ

Calls
Pseudo strike
15.89
IV
229.2%
B/E move
12.9%
Puts
Pseudo strike
17.41
IV
119.9%
B/E move
4.9%

65Δ

Calls
Pseudo strike
15.14
IV
240.3%
B/E move
11.2%
Puts
Pseudo strike
17.77
IV
115.1%
B/E move
3.8%

70Δ

Calls
Pseudo strike
14.43
IV
230.8%
B/E move
8.7%
Puts
Pseudo strike
18.18
IV
111.8%
B/E move
3.0%

75Δ

Calls
Pseudo strike
13.54
IV
245.9%
B/E move
7.1%
Puts
Pseudo strike
18.66
IV
111.0%
B/E move
2.3%

80Δ

Calls
Pseudo strike
12.24
IV
306.1%
B/E move
6.8%
Puts
Pseudo strike
19.17
IV
110.0%
B/E move
1.7%

Options history

IV · four-Friday blend132.86%
Daily EOD
TERG125.1%133.8%142.5%2026-10-19: 134.11%2026-10-20: 136.01%2026-10-22: 139.17%2026-10-23: 141.26%2026-10-26: 138.70%2026-10-27: 138.51%2026-10-28: 126.58%2026-10-29: 126.31%2026-10-30: 132.86%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
134.11%
136.01%
139.17%
141.26%
138.70%
138.51%
126.58%
126.31%
132.86%