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

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Market datapartial · fetched 2026-10-22T21:05:24.191Z

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 · 2026-10-22T20:53:25.472732759Z

FundamentalsAlpha Vantage · unavailable

Share price$4.91
1D+0.8%
AH$4.80$4.94$5.08$5.21$5.355:30 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$0.13$0.39$0.64$0.90$1.16$3.51$4.23$4.95$5.67$6.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLG spot · $4.91TSLG PRICE$0.17$0.16$0.20$0.24$0.28$0.32$0.36$0.45$0.55$0.64$0.74$0.84$0.94$0.20$0.23$0.26$0.29$0.32$0.35$0.37$0.49$0.61$0.73$0.85$0.96$1.08
PutsCheap0.93×
CallsFair0.95×
SkewBullish-7.28 pp
Implied moveBalanced±$0.74
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.20130.1%50.1%3.97110.8%23.1%
25Δ5.9784.9%24.8%4.16101.4%19.9%
30Δ5.7882.8%21.9%4.3393.3%17.1%
35Δ5.6080.8%18.9%4.4985.1%14.3%
40Δ5.4278.7%16.0%4.6677.0%11.5%
45Δ5.2376.6%13.1%4.8368.9%8.7%
50Δ5.0574.6%10.2%5.0060.7%5.9%
55Δ4.8974.9%8.7%5.1561.6%5.1%
60Δ4.7476.2%7.6%5.3062.6%4.4%
65Δ4.5977.4%6.5%5.4663.6%3.7%
70Δ4.4478.6%5.5%5.6164.6%3.0%
75Δ4.2979.8%4.4%5.7665.6%2.3%
80Δ4.1481.0%3.3%5.9166.6%1.6%

20Δ

Calls
Pseudo strike
7.20
IV
130.1%
B/E move
50.1%
Puts
Pseudo strike
3.97
IV
110.8%
B/E move
23.1%

25Δ

Calls
Pseudo strike
5.97
IV
84.9%
B/E move
24.8%
Puts
Pseudo strike
4.16
IV
101.4%
B/E move
19.9%

30Δ

Calls
Pseudo strike
5.78
IV
82.8%
B/E move
21.9%
Puts
Pseudo strike
4.33
IV
93.3%
B/E move
17.1%

35Δ

Calls
Pseudo strike
5.60
IV
80.8%
B/E move
18.9%
Puts
Pseudo strike
4.49
IV
85.1%
B/E move
14.3%

40Δ

Calls
Pseudo strike
5.42
IV
78.7%
B/E move
16.0%
Puts
Pseudo strike
4.66
IV
77.0%
B/E move
11.5%

45Δ

Calls
Pseudo strike
5.23
IV
76.6%
B/E move
13.1%
Puts
Pseudo strike
4.83
IV
68.9%
B/E move
8.7%

50Δ

Calls
Pseudo strike
5.05
IV
74.6%
B/E move
10.2%
Puts
Pseudo strike
5.00
IV
60.7%
B/E move
5.9%

55Δ

Calls
Pseudo strike
4.89
IV
74.9%
B/E move
8.7%
Puts
Pseudo strike
5.15
IV
61.6%
B/E move
5.1%

60Δ

Calls
Pseudo strike
4.74
IV
76.2%
B/E move
7.6%
Puts
Pseudo strike
5.30
IV
62.6%
B/E move
4.4%

65Δ

Calls
Pseudo strike
4.59
IV
77.4%
B/E move
6.5%
Puts
Pseudo strike
5.46
IV
63.6%
B/E move
3.7%

70Δ

Calls
Pseudo strike
4.44
IV
78.6%
B/E move
5.5%
Puts
Pseudo strike
5.61
IV
64.6%
B/E move
3.0%

75Δ

Calls
Pseudo strike
4.29
IV
79.8%
B/E move
4.4%
Puts
Pseudo strike
5.76
IV
65.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
4.14
IV
81.0%
B/E move
3.3%
Puts
Pseudo strike
5.91
IV
66.6%
B/E move
1.6%

Options history

No recorded observations