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Themes ETF Trust Leverage Shares 2X Long UNH Daily ETF UNHG

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Market datapartial · fetched 2026-10-23T19:37:57.592Z

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 · 2026-10-23T19:35:12.398386057Z

FundamentalsAlpha Vantage · unavailable

Share price$21.74
1D-3.0%
$21.64$21.88$22.12$22.36$22.605:30 AM6:30 AM9:00 AM1:00 PMUNHG
Sold putSold call

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

Live interpolated UNHG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long UNH Daily ETF$0.34$1.10$1.86$2.61$3.37$15.56$18.55$21.54$24.53$27.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UNHG spot · $21.74UNHG PRICE$0.42$0.50$0.66$0.80$0.92$1.13$1.34$1.57$1.81$2.12$2.47$2.82$3.15$0.44$0.58$0.70$0.81$0.93$1.06$1.19$1.40$1.61$1.83$2.10$2.36
PutsCheap0.63×
CallsCheap0.81×
SkewBullish-12.99 pp
Implied moveBullish±$2.53
TiltBullish13.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.0768.8%21.9%19.1960.4%13.8%
25Δ24.6959.2%15.9%19.7858.8%11.7%
30Δ24.2161.8%14.4%20.3256.0%9.8%
35Δ23.6561.4%12.4%20.8252.6%8.0%
40Δ23.0358.7%10.1%21.2350.0%6.6%
45Δ22.5760.0%9.0%21.6147.9%5.5%
50Δ22.1261.6%7.9%21.9845.7%4.4%
55Δ21.6662.1%6.8%22.3445.3%3.7%
60Δ21.1962.1%5.8%22.6945.0%3.1%
65Δ20.6863.3%4.9%23.0544.7%2.4%
70Δ20.1565.1%4.1%23.4343.8%1.9%
75Δ19.6364.5%3.2%23.8042.9%1.4%
80Δ19.1163.0%2.4%

20Δ

Calls
Pseudo strike
26.07
IV
68.8%
B/E move
21.9%
Puts
Pseudo strike
19.19
IV
60.4%
B/E move
13.8%

25Δ

Calls
Pseudo strike
24.69
IV
59.2%
B/E move
15.9%
Puts
Pseudo strike
19.78
IV
58.8%
B/E move
11.7%

30Δ

Calls
Pseudo strike
24.21
IV
61.8%
B/E move
14.4%
Puts
Pseudo strike
20.32
IV
56.0%
B/E move
9.8%

35Δ

Calls
Pseudo strike
23.65
IV
61.4%
B/E move
12.4%
Puts
Pseudo strike
20.82
IV
52.6%
B/E move
8.0%

40Δ

Calls
Pseudo strike
23.03
IV
58.7%
B/E move
10.1%
Puts
Pseudo strike
21.23
IV
50.0%
B/E move
6.6%

45Δ

Calls
Pseudo strike
22.57
IV
60.0%
B/E move
9.0%
Puts
Pseudo strike
21.61
IV
47.9%
B/E move
5.5%

50Δ

Calls
Pseudo strike
22.12
IV
61.6%
B/E move
7.9%
Puts
Pseudo strike
21.98
IV
45.7%
B/E move
4.4%

55Δ

Calls
Pseudo strike
21.66
IV
62.1%
B/E move
6.8%
Puts
Pseudo strike
22.34
IV
45.3%
B/E move
3.7%

60Δ

Calls
Pseudo strike
21.19
IV
62.1%
B/E move
5.8%
Puts
Pseudo strike
22.69
IV
45.0%
B/E move
3.1%

65Δ

Calls
Pseudo strike
20.68
IV
63.3%
B/E move
4.9%
Puts
Pseudo strike
23.05
IV
44.7%
B/E move
2.4%

70Δ

Calls
Pseudo strike
20.15
IV
65.1%
B/E move
4.1%
Puts
Pseudo strike
23.43
IV
43.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
19.63
IV
64.5%
B/E move
3.2%
Puts
Pseudo strike
23.80
IV
42.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
19.11
IV
63.0%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations