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Themes ETF Trust Leverage Shares 2X Long TSM Daily ETF TSMG

i

Market dataready · fetched 2026-11-13T01:26:15.998Z

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 · 2026-11-13T00:57:46.534035093Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:26:15.461820+00:00

Share price$33.32
1D+4.6%
AH$30.51$31.34$32.18$33.02$33.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSMG
Sold putSold callAH

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

Live interpolated TSMG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long TSM Daily ETF$0.21$2.47$4.73$6.99$9.25$23.14$27.92$32.70$37.49$42.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSMG spot · $33.32TSMG PRICE$0.46$0.58$0.73$0.89$1.07$1.26$1.50$1.76$2.01$2.26$2.47$2.68$2.93$0.63$0.84$1.07$1.31$1.61$1.93$2.29$2.81$3.43$4.07$4.89$6.12$8.60
PutsFair0.95×
CallsCheap0.55×
SkewBearish+33.14 pp
Implied moveBearish±$3.80
TiltBearish31.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.5889.4%14.1%29.58106.1%13.1%
25Δ36.5583.9%11.4%30.38104.9%11.3%
30Δ35.8182.0%9.7%31.12104.3%9.8%
35Δ35.2181.7%8.3%31.81103.0%8.5%
40Δ34.6481.3%7.2%32.46103.5%7.4%
45Δ34.1080.9%6.1%33.10104.6%6.4%
50Δ33.5981.6%5.3%33.76104.9%5.6%
55Δ33.0982.6%4.6%34.50109.1%4.9%
60Δ32.5981.5%3.8%35.32114.1%4.3%
65Δ32.0979.8%3.1%36.18116.4%3.6%
70Δ31.6675.9%2.4%37.21120.3%3.0%
75Δ31.2471.4%1.8%38.61128.3%2.5%
80Δ30.8267.0%1.3%41.21150.4%2.1%

20Δ

Calls
Pseudo strike
37.58
IV
89.4%
B/E move
14.1%
Puts
Pseudo strike
29.58
IV
106.1%
B/E move
13.1%

25Δ

Calls
Pseudo strike
36.55
IV
83.9%
B/E move
11.4%
Puts
Pseudo strike
30.38
IV
104.9%
B/E move
11.3%

30Δ

Calls
Pseudo strike
35.81
IV
82.0%
B/E move
9.7%
Puts
Pseudo strike
31.12
IV
104.3%
B/E move
9.8%

35Δ

Calls
Pseudo strike
35.21
IV
81.7%
B/E move
8.3%
Puts
Pseudo strike
31.81
IV
103.0%
B/E move
8.5%

40Δ

Calls
Pseudo strike
34.64
IV
81.3%
B/E move
7.2%
Puts
Pseudo strike
32.46
IV
103.5%
B/E move
7.4%

45Δ

Calls
Pseudo strike
34.10
IV
80.9%
B/E move
6.1%
Puts
Pseudo strike
33.10
IV
104.6%
B/E move
6.4%

50Δ

Calls
Pseudo strike
33.59
IV
81.6%
B/E move
5.3%
Puts
Pseudo strike
33.76
IV
104.9%
B/E move
5.6%

55Δ

Calls
Pseudo strike
33.09
IV
82.6%
B/E move
4.6%
Puts
Pseudo strike
34.50
IV
109.1%
B/E move
4.9%

60Δ

Calls
Pseudo strike
32.59
IV
81.5%
B/E move
3.8%
Puts
Pseudo strike
35.32
IV
114.1%
B/E move
4.3%

65Δ

Calls
Pseudo strike
32.09
IV
79.8%
B/E move
3.1%
Puts
Pseudo strike
36.18
IV
116.4%
B/E move
3.6%

70Δ

Calls
Pseudo strike
31.66
IV
75.9%
B/E move
2.4%
Puts
Pseudo strike
37.21
IV
120.3%
B/E move
3.0%

75Δ

Calls
Pseudo strike
31.24
IV
71.4%
B/E move
1.8%
Puts
Pseudo strike
38.61
IV
128.3%
B/E move
2.5%

80Δ

Calls
Pseudo strike
30.82
IV
67.0%
B/E move
1.3%
Puts
Pseudo strike
41.21
IV
150.4%
B/E move
2.1%

Options history

IV · four-Friday blend74.99%
Daily EOD
TSMG63.4%69.6%75.8%2026-10-19: 64.28%2026-10-20: 65.83%2026-10-21: 65.19%2026-10-22: 68.47%2026-10-23: 69.57%2026-10-26: 69.68%2026-10-27: 69.60%2026-10-28: 69.54%2026-10-29: 69.70%2026-10-30: 74.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
64.28%
65.83%
65.19%
68.47%
69.57%
69.68%
69.60%
69.54%
69.70%
74.99%