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

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Market dataready · fetched 2026-10-22T23:07:55.010Z

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 · 2026-10-22T20:00:00.195584521Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:59:17.565004+00:00

Share price$24.70
1D-11.8%
AH$24$25$26$27$285:30 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$0.78$4.53$8.29$12.04$15.79$9.36$21.99$34.62$47.26$59.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TERG spot · $24.70TERG PRICE$1.19$1.45$1.82$2.16$2.54$3.02$3.54$4.11$4.60$5.35$6.04$6.86$2.06$2.57$3.24$3.99$4.67$5.38$6.40$7.55$9.19$10.94$12.45$14.71
PutsFair1.03×
CallsExpensive1.37×
SkewBullish-19.04 pp
Implied moveBearish±$8.92
TiltBearish32.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.50193.7%89.0%
25Δ39.03175.1%63.9%20.28156.0%26.2%
30Δ36.06173.4%53.4%21.69151.9%22.6%
35Δ33.19167.0%43.1%23.03152.5%19.9%
40Δ30.94163.0%35.5%24.37153.2%17.5%
45Δ29.26164.8%30.7%25.68149.5%14.9%
50Δ27.66166.4%26.3%26.96145.9%12.6%
55Δ26.11167.8%22.4%28.43146.6%10.8%
60Δ24.50162.8%17.8%30.00147.2%9.1%
65Δ23.09167.8%15.1%31.99151.4%7.7%
70Δ21.63166.3%12.0%34.12153.3%6.2%
75Δ20.15166.9%9.4%36.00149.8%4.7%
80Δ38.58149.2%3.3%

20Δ

Calls
Pseudo strike
45.50
IV
193.7%
B/E move
89.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
39.03
IV
175.1%
B/E move
63.9%
Puts
Pseudo strike
20.28
IV
156.0%
B/E move
26.2%

30Δ

Calls
Pseudo strike
36.06
IV
173.4%
B/E move
53.4%
Puts
Pseudo strike
21.69
IV
151.9%
B/E move
22.6%

35Δ

Calls
Pseudo strike
33.19
IV
167.0%
B/E move
43.1%
Puts
Pseudo strike
23.03
IV
152.5%
B/E move
19.9%

40Δ

Calls
Pseudo strike
30.94
IV
163.0%
B/E move
35.5%
Puts
Pseudo strike
24.37
IV
153.2%
B/E move
17.5%

45Δ

Calls
Pseudo strike
29.26
IV
164.8%
B/E move
30.7%
Puts
Pseudo strike
25.68
IV
149.5%
B/E move
14.9%

50Δ

Calls
Pseudo strike
27.66
IV
166.4%
B/E move
26.3%
Puts
Pseudo strike
26.96
IV
145.9%
B/E move
12.6%

55Δ

Calls
Pseudo strike
26.11
IV
167.8%
B/E move
22.4%
Puts
Pseudo strike
28.43
IV
146.6%
B/E move
10.8%

60Δ

Calls
Pseudo strike
24.50
IV
162.8%
B/E move
17.8%
Puts
Pseudo strike
30.00
IV
147.2%
B/E move
9.1%

65Δ

Calls
Pseudo strike
23.09
IV
167.8%
B/E move
15.1%
Puts
Pseudo strike
31.99
IV
151.4%
B/E move
7.7%

70Δ

Calls
Pseudo strike
21.63
IV
166.3%
B/E move
12.0%
Puts
Pseudo strike
34.12
IV
153.3%
B/E move
6.2%

75Δ

Calls
Pseudo strike
20.15
IV
166.9%
B/E move
9.4%
Puts
Pseudo strike
36.00
IV
149.8%
B/E move
4.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.58
IV
149.2%
B/E move
3.3%

Options history

No recorded observations