IntraAlpha
Create free account Start free

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

i

Market dataready · fetched 2026-10-23T03:02:56.838Z

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 · 2026-10-22T23:58:03.402137622Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:02:55.665521+00:00

Share price$22.60
1D+1.4%
AH$21.78$22.02$22.27$22.52$22.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUNHG
Sold putSold callAH

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$0.20$1.42$2.65$3.88$5.10$15.42$18.76$22.10$25.43$28.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UNHG spot · $22.60UNHG PRICE$0.33$0.39$0.49$0.62$0.83$1.04$1.24$1.36$1.49$1.66$1.85$2.05$2.83$0.54$0.65$0.77$0.99$1.21$1.41$1.61$2.03$2.45$2.72$3.03$4.13$4.75
PutsCheap0.79×
CallsCheap0.61×
SkewBearish+14.38 pp
Implied moveBearish±$2.85
TiltBearish23.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.7949.8%15.6%19.5669.9%15.9%
25Δ24.8243.3%11.6%20.4062.9%12.6%
30Δ24.3643.0%10.0%21.0957.7%10.1%
35Δ23.9343.5%8.6%21.5659.1%9.0%
40Δ23.6047.2%8.1%22.0360.3%7.9%
45Δ23.2850.9%7.6%22.4958.6%6.7%
50Δ22.9453.6%7.0%22.9657.0%5.5%
55Δ22.5350.5%5.8%23.5360.2%4.9%
60Δ22.1347.4%4.5%24.0862.8%4.3%
65Δ21.7645.5%3.6%24.5560.3%3.4%
70Δ21.4144.1%2.9%25.0558.4%2.5%
75Δ21.0542.7%2.2%26.2367.1%2.2%
80Δ20.2252.2%2.0%27.0066.3%1.5%

20Δ

Calls
Pseudo strike
25.79
IV
49.8%
B/E move
15.6%
Puts
Pseudo strike
19.56
IV
69.9%
B/E move
15.9%

25Δ

Calls
Pseudo strike
24.82
IV
43.3%
B/E move
11.6%
Puts
Pseudo strike
20.40
IV
62.9%
B/E move
12.6%

30Δ

Calls
Pseudo strike
24.36
IV
43.0%
B/E move
10.0%
Puts
Pseudo strike
21.09
IV
57.7%
B/E move
10.1%

35Δ

Calls
Pseudo strike
23.93
IV
43.5%
B/E move
8.6%
Puts
Pseudo strike
21.56
IV
59.1%
B/E move
9.0%

40Δ

Calls
Pseudo strike
23.60
IV
47.2%
B/E move
8.1%
Puts
Pseudo strike
22.03
IV
60.3%
B/E move
7.9%

45Δ

Calls
Pseudo strike
23.28
IV
50.9%
B/E move
7.6%
Puts
Pseudo strike
22.49
IV
58.6%
B/E move
6.7%

50Δ

Calls
Pseudo strike
22.94
IV
53.6%
B/E move
7.0%
Puts
Pseudo strike
22.96
IV
57.0%
B/E move
5.5%

55Δ

Calls
Pseudo strike
22.53
IV
50.5%
B/E move
5.8%
Puts
Pseudo strike
23.53
IV
60.2%
B/E move
4.9%

60Δ

Calls
Pseudo strike
22.13
IV
47.4%
B/E move
4.5%
Puts
Pseudo strike
24.08
IV
62.8%
B/E move
4.3%

65Δ

Calls
Pseudo strike
21.76
IV
45.5%
B/E move
3.6%
Puts
Pseudo strike
24.55
IV
60.3%
B/E move
3.4%

70Δ

Calls
Pseudo strike
21.41
IV
44.1%
B/E move
2.9%
Puts
Pseudo strike
25.05
IV
58.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
21.05
IV
42.7%
B/E move
2.2%
Puts
Pseudo strike
26.23
IV
67.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
20.22
IV
52.2%
B/E move
2.0%
Puts
Pseudo strike
27.00
IV
66.3%
B/E move
1.5%

Options history

No recorded observations