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

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Market datapartial · fetched 2026-10-22T21:04:15.525Z

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 · 2026-10-22T20:54:16.088993435Z

FundamentalsAlpha Vantage · unavailable

Share price$1.79
1D-5.3%
AH$1.70$1.77$1.83$1.90$1.965:30 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$2.15$4.29$6.44$8.58$-0.06$1.40$2.87$4.33$5.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USGG spot · $1.79USGG PRICE$0.17$0.17$0.18$0.20$0.22$0.28$0.34$0.39$0.45$0.51$0.56$0.62$0.68$0.26$0.32$0.38$0.45$0.51$0.57$0.63$0.70$0.76$0.82$1.71$3.16$7.96
PutsExpensive1.79×
CallsExpensive2.01×
SkewBearish+9.91 pp
Implied moveBearish±$0.97
TiltBearish58.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.78555.7%1182.2%1.18300.4%48.3%
25Δ5.83354.8%235.7%1.32286.7%44.0%
30Δ3.75274.8%119.7%1.46273.0%39.7%
35Δ3.13243.7%86.0%1.60259.4%35.4%
40Δ2.50212.5%52.4%1.74245.7%31.1%
45Δ2.36208.1%47.5%1.88232.0%26.8%
50Δ2.22203.8%42.8%2.02218.4%22.5%
55Δ2.08199.5%38.0%2.16204.7%18.2%
60Δ1.94195.2%33.3%2.30191.1%13.9%
65Δ1.79190.9%28.6%2.44177.4%9.6%
70Δ1.65186.6%23.8%3.36221.9%7.8%
75Δ1.51182.3%19.1%4.81307.0%7.8%
80Δ1.37178.0%14.3%9.64397.2%6.0%

20Δ

Calls
Pseudo strike
22.78
IV
555.7%
B/E move
1182.2%
Puts
Pseudo strike
1.18
IV
300.4%
B/E move
48.3%

25Δ

Calls
Pseudo strike
5.83
IV
354.8%
B/E move
235.7%
Puts
Pseudo strike
1.32
IV
286.7%
B/E move
44.0%

30Δ

Calls
Pseudo strike
3.75
IV
274.8%
B/E move
119.7%
Puts
Pseudo strike
1.46
IV
273.0%
B/E move
39.7%

35Δ

Calls
Pseudo strike
3.13
IV
243.7%
B/E move
86.0%
Puts
Pseudo strike
1.60
IV
259.4%
B/E move
35.4%

40Δ

Calls
Pseudo strike
2.50
IV
212.5%
B/E move
52.4%
Puts
Pseudo strike
1.74
IV
245.7%
B/E move
31.1%

45Δ

Calls
Pseudo strike
2.36
IV
208.1%
B/E move
47.5%
Puts
Pseudo strike
1.88
IV
232.0%
B/E move
26.8%

50Δ

Calls
Pseudo strike
2.22
IV
203.8%
B/E move
42.8%
Puts
Pseudo strike
2.02
IV
218.4%
B/E move
22.5%

55Δ

Calls
Pseudo strike
2.08
IV
199.5%
B/E move
38.0%
Puts
Pseudo strike
2.16
IV
204.7%
B/E move
18.2%

60Δ

Calls
Pseudo strike
1.94
IV
195.2%
B/E move
33.3%
Puts
Pseudo strike
2.30
IV
191.1%
B/E move
13.9%

65Δ

Calls
Pseudo strike
1.79
IV
190.9%
B/E move
28.6%
Puts
Pseudo strike
2.44
IV
177.4%
B/E move
9.6%

70Δ

Calls
Pseudo strike
1.65
IV
186.6%
B/E move
23.8%
Puts
Pseudo strike
3.36
IV
221.9%
B/E move
7.8%

75Δ

Calls
Pseudo strike
1.51
IV
182.3%
B/E move
19.1%
Puts
Pseudo strike
4.81
IV
307.0%
B/E move
7.8%

80Δ

Calls
Pseudo strike
1.37
IV
178.0%
B/E move
14.3%
Puts
Pseudo strike
9.64
IV
397.2%
B/E move
6.0%

Options history

No recorded observations