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Themes ETF Trust Leverage Shares 2X Long UUUU Daily ETF UUUG

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Market dataready · fetched 2026-11-12T01:58:30.836Z

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 · 2026-11-12T00:42:36.49959822Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:58:30.405328+00:00

Share price$0.93
1D-3.1%
AH$0.90$0.93$0.95$0.97$1.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUUUG
Sold putSold callAH

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

Live interpolated UUUG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long UUUU Daily ETF$0.30$0.52$0.73$0.94$1.16$0.51$0.72$0.92$1.13$1.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive UUUG spot · $0.93UUUG PRICE$0.33$0.33$0.33$0.33$0.33$0.33$0.34$0.34$0.34$0.35$0.43$0.54$0.65$0.76$0.87$0.99$1.10
Puts——
Calls——
Skew——
Implied moveBearish±$1.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.76800.0%552.0%
25Δ4.70800.0%437.8%
30Δ3.89800.0%351.3%
35Δ3.29800.0%287.5%1.04632.6%34.7%
40Δ2.83788.8%238.2%1.18619.3%31.3%
45Δ2.50766.7%202.9%1.33605.9%27.9%
50Δ2.16744.7%167.6%1.47592.5%24.4%
55Δ1.83722.7%132.3%1.61579.1%21.0%
60Δ1.50700.6%97.0%1.76565.7%17.5%
65Δ1.16678.6%61.7%1.90552.3%14.1%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
5.76
IV
800.0%
B/E move
552.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.70
IV
800.0%
B/E move
437.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
3.89
IV
800.0%
B/E move
351.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.29
IV
800.0%
B/E move
287.5%
Puts
Pseudo strike
1.04
IV
632.6%
B/E move
34.7%

40Δ

Calls
Pseudo strike
2.83
IV
788.8%
B/E move
238.2%
Puts
Pseudo strike
1.18
IV
619.3%
B/E move
31.3%

45Δ

Calls
Pseudo strike
2.50
IV
766.7%
B/E move
202.9%
Puts
Pseudo strike
1.33
IV
605.9%
B/E move
27.9%

50Δ

Calls
Pseudo strike
2.16
IV
744.7%
B/E move
167.6%
Puts
Pseudo strike
1.47
IV
592.5%
B/E move
24.4%

55Δ

Calls
Pseudo strike
1.83
IV
722.7%
B/E move
132.3%
Puts
Pseudo strike
1.61
IV
579.1%
B/E move
21.0%

60Δ

Calls
Pseudo strike
1.50
IV
700.6%
B/E move
97.0%
Puts
Pseudo strike
1.76
IV
565.7%
B/E move
17.5%

65Δ

Calls
Pseudo strike
1.16
IV
678.6%
B/E move
61.7%
Puts
Pseudo strike
1.90
IV
552.3%
B/E move
14.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations