IntraAlpha
Create free account Start free

Themes ETF Trust Leverage Shares 2X Long USAR Daily ETF USGG

i

Market dataready · fetched 2026-11-12T01:42:34.935Z

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 · 2026-11-12T00:51:48.10902387Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:42:34.513535+00:00

Share price$1.18
1D+0.8%
AH$1.19$1.23$1.28$1.32$1.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSGG
Sold putSold callAH

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

Live interpolated USGG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long USAR Daily ETF$0.00$1.77$3.53$5.30$7.06$0.53$0.84$1.15$1.46$1.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive USGG spot · $1.18USGG PRICE$0.17$0.17$0.17$0.17$0.19$0.21$0.22$0.24$0.26$0.27$0.29$0.36$0.77$1.17$1.57$1.98$2.38$2.78$3.19$3.59$4.20$6.55
Puts——
Calls——
Skew——
Implied moveBearish±$2.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.28800.0%531.8%
25Δ5.91800.0%415.6%
30Δ4.79782.4%320.3%1.17439.5%31.3%
35Δ2.96632.7%165.9%1.60474.4%29.0%
40Δ2.35563.6%114.6%2.03509.3%26.7%
45Δ2.14521.9%98.5%2.46544.2%24.5%
50Δ1.93480.2%82.3%2.89579.1%22.2%
55Δ1.72438.5%66.2%3.32614.1%19.9%
60Δ1.51396.8%50.1%3.75649.0%17.6%
65Δ1.31355.1%33.9%4.19683.9%15.4%
70Δ1.10313.4%17.8%4.62718.8%13.1%
75Δ5.25751.8%11.0%
80Δ7.60768.6%11.0%

20Δ

Calls
Pseudo strike
7.28
IV
800.0%
B/E move
531.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
5.91
IV
800.0%
B/E move
415.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.79
IV
782.4%
B/E move
320.3%
Puts
Pseudo strike
1.17
IV
439.5%
B/E move
31.3%

35Δ

Calls
Pseudo strike
2.96
IV
632.7%
B/E move
165.9%
Puts
Pseudo strike
1.60
IV
474.4%
B/E move
29.0%

40Δ

Calls
Pseudo strike
2.35
IV
563.6%
B/E move
114.6%
Puts
Pseudo strike
2.03
IV
509.3%
B/E move
26.7%

45Δ

Calls
Pseudo strike
2.14
IV
521.9%
B/E move
98.5%
Puts
Pseudo strike
2.46
IV
544.2%
B/E move
24.5%

50Δ

Calls
Pseudo strike
1.93
IV
480.2%
B/E move
82.3%
Puts
Pseudo strike
2.89
IV
579.1%
B/E move
22.2%

55Δ

Calls
Pseudo strike
1.72
IV
438.5%
B/E move
66.2%
Puts
Pseudo strike
3.32
IV
614.1%
B/E move
19.9%

60Δ

Calls
Pseudo strike
1.51
IV
396.8%
B/E move
50.1%
Puts
Pseudo strike
3.75
IV
649.0%
B/E move
17.6%

65Δ

Calls
Pseudo strike
1.31
IV
355.1%
B/E move
33.9%
Puts
Pseudo strike
4.19
IV
683.9%
B/E move
15.4%

70Δ

Calls
Pseudo strike
1.10
IV
313.4%
B/E move
17.8%
Puts
Pseudo strike
4.62
IV
718.8%
B/E move
13.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.25
IV
751.8%
B/E move
11.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.60
IV
768.6%
B/E move
11.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations