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

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Market datapartial · fetched 2026-10-23T15:50:41.330Z

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 · 2026-10-23T15:50:27.430253807Z

FundamentalsAlpha Vantage · unavailable

Share price$36.26
1D+2.9%
$34.83$35.27$35.72$36.17$36.615:30 AM6:30 AM9:00 AM1:00 PMTSMG
Sold putSold call

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$0.46$2.47$4.48$6.49$8.50$26.15$32.66$39.17$45.69$52.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSMG spot · $36.26TSMG PRICE$0.68$0.91$1.19$1.41$1.73$2.08$2.42$2.81$3.23$3.78$4.32$4.88$5.78$0.93$1.24$1.56$1.89$2.26$2.64$3.18$3.73$4.27$4.94$5.88$6.78$7.92
PutsCheap0.94×
CallsFair1.00×
SkewBearish+3.00 pp
Implied moveBearish±$5.60
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.1666.1%20.9%31.1874.3%16.6%
25Δ41.8866.4%18.0%32.3473.9%14.2%
30Δ40.8968.3%16.1%33.3773.0%12.3%
35Δ39.6365.2%13.2%34.3671.3%10.5%
40Δ38.7666.6%11.7%35.2770.2%8.9%
45Δ37.9168.2%10.3%36.1668.8%7.6%
50Δ37.0167.7%8.8%37.0569.9%6.6%
55Δ36.1567.6%7.5%37.9770.0%5.6%
60Δ35.2967.3%6.3%38.8768.8%4.6%
65Δ34.3968.9%5.3%39.8568.7%3.7%
70Δ33.5168.9%4.3%41.0470.3%3.0%
75Δ32.5967.9%3.4%42.2169.7%2.3%
80Δ31.4470.3%2.7%43.5969.7%1.6%

20Δ

Calls
Pseudo strike
43.16
IV
66.1%
B/E move
20.9%
Puts
Pseudo strike
31.18
IV
74.3%
B/E move
16.6%

25Δ

Calls
Pseudo strike
41.88
IV
66.4%
B/E move
18.0%
Puts
Pseudo strike
32.34
IV
73.9%
B/E move
14.2%

30Δ

Calls
Pseudo strike
40.89
IV
68.3%
B/E move
16.1%
Puts
Pseudo strike
33.37
IV
73.0%
B/E move
12.3%

35Δ

Calls
Pseudo strike
39.63
IV
65.2%
B/E move
13.2%
Puts
Pseudo strike
34.36
IV
71.3%
B/E move
10.5%

40Δ

Calls
Pseudo strike
38.76
IV
66.6%
B/E move
11.7%
Puts
Pseudo strike
35.27
IV
70.2%
B/E move
8.9%

45Δ

Calls
Pseudo strike
37.91
IV
68.2%
B/E move
10.3%
Puts
Pseudo strike
36.16
IV
68.8%
B/E move
7.6%

50Δ

Calls
Pseudo strike
37.01
IV
67.7%
B/E move
8.8%
Puts
Pseudo strike
37.05
IV
69.9%
B/E move
6.6%

55Δ

Calls
Pseudo strike
36.15
IV
67.6%
B/E move
7.5%
Puts
Pseudo strike
37.97
IV
70.0%
B/E move
5.6%

60Δ

Calls
Pseudo strike
35.29
IV
67.3%
B/E move
6.3%
Puts
Pseudo strike
38.87
IV
68.8%
B/E move
4.6%

65Δ

Calls
Pseudo strike
34.39
IV
68.9%
B/E move
5.3%
Puts
Pseudo strike
39.85
IV
68.7%
B/E move
3.7%

70Δ

Calls
Pseudo strike
33.51
IV
68.9%
B/E move
4.3%
Puts
Pseudo strike
41.04
IV
70.3%
B/E move
3.0%

75Δ

Calls
Pseudo strike
32.59
IV
67.9%
B/E move
3.4%
Puts
Pseudo strike
42.21
IV
69.7%
B/E move
2.3%

80Δ

Calls
Pseudo strike
31.44
IV
70.3%
B/E move
2.7%
Puts
Pseudo strike
43.59
IV
69.7%
B/E move
1.6%

Options history

No recorded observations