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Themes ETF Trust Leverage Shares 2X Long TSLA Daily ETF TSLG

i

Market dataready · fetched 2026-11-12T02:46:04.528Z

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 · 2026-11-12T00:56:43.777485912Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:38:09.413858+00:00

Share price$5.12
1D+2.4%
AH$5.04$5.11$5.19$5.27$5.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSLG
Sold putSold callAH

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

Live interpolated TSLG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long TSLA Daily ETF$0.07$0.31$0.56$0.80$1.05$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETSLG PRICE$0.14$0.17$0.21$0.25$0.29$0.33$0.37$0.43$0.57$0.70$0.84$0.98$0.09$0.11$0.14$0.16
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.35110.8%16.8%
25Δ5.96124.3%19.1%4.52101.1%13.9%
30Δ5.82121.6%17.1%4.6991.3%11.1%
35Δ5.68119.0%15.1%4.8581.6%8.2%
40Δ5.54116.3%13.1%
45Δ5.40113.6%11.1%
50Δ5.25110.9%9.1%
55Δ5.11108.2%7.1%
60Δ4.97107.6%5.4%
65Δ4.79115.4%4.7%
70Δ4.62123.2%4.0%
75Δ4.45131.0%3.4%
80Δ4.28138.7%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.35
IV
110.8%
B/E move
16.8%

25Δ

Calls
Pseudo strike
5.96
IV
124.3%
B/E move
19.1%
Puts
Pseudo strike
4.52
IV
101.1%
B/E move
13.9%

30Δ

Calls
Pseudo strike
5.82
IV
121.6%
B/E move
17.1%
Puts
Pseudo strike
4.69
IV
91.3%
B/E move
11.1%

35Δ

Calls
Pseudo strike
5.68
IV
119.0%
B/E move
15.1%
Puts
Pseudo strike
4.85
IV
81.6%
B/E move
8.2%

40Δ

Calls
Pseudo strike
5.54
IV
116.3%
B/E move
13.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
5.40
IV
113.6%
B/E move
11.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
5.25
IV
110.9%
B/E move
9.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.11
IV
108.2%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.97
IV
107.6%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.79
IV
115.4%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.62
IV
123.2%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.45
IV
131.0%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.28
IV
138.7%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend86.17%
Daily EOD
TSLG80.3%87.2%94.2%2026-10-19: 90.24%2026-10-20: 93.22%2026-10-21: 91.02%2026-10-22: 82.40%2026-10-23: 89.71%2026-10-26: 85.22%2026-10-27: 87.20%2026-10-28: 81.27%2026-10-29: 85.88%2026-10-30: 86.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
90.24%
93.22%
91.02%
82.40%
89.71%
85.22%
87.20%
81.27%
85.88%
86.17%