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

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Market datapartial · fetched 2026-10-22T23:52:48.697Z

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 · 2026-10-22T23:47:22.238743956Z

FundamentalsAlpha Vantage · unavailable

Share price$1.22
1D-6.2%
AH$1.18$1.22$1.26$1.29$1.335:30 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$0.14$0.30$0.47$0.63$0.79$-0.01$0.79$1.59$2.39$3.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UUUG spot · $1.22UUUG PRICE$0.16$0.24$0.33$0.33$0.37$0.40$0.43$0.47$0.36$0.40$0.43$0.46$0.50$0.53$0.57$0.60$0.64$0.67$0.71$0.74
PutsExpensive1.91×
CallsExpensive3.45×
SkewBullish-148.26 pp
Implied moveBearish±$0.87
TiltBearish41.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ1.02376.4%45.5%
30Δ1.10356.8%42.0%
35Δ2.69292.0%134.2%1.18337.2%38.5%
40Δ4.38444.4%280.2%1.25317.6%35.0%
45Δ5.77584.0%401.9%1.33298.0%31.5%
50Δ2.91460.1%166.9%1.41278.4%28.0%
55Δ2.53431.5%138.0%1.49258.8%24.5%
60Δ2.14403.0%109.1%1.56239.3%21.0%
65Δ1.76374.4%80.2%1.64219.7%17.5%
70Δ1.37345.8%51.4%1.72200.1%14.0%
75Δ1.80180.5%10.5%
80Δ1.87160.9%7.0%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.02
IV
376.4%
B/E move
45.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.10
IV
356.8%
B/E move
42.0%

35Δ

Calls
Pseudo strike
2.69
IV
292.0%
B/E move
134.2%
Puts
Pseudo strike
1.18
IV
337.2%
B/E move
38.5%

40Δ

Calls
Pseudo strike
4.38
IV
444.4%
B/E move
280.2%
Puts
Pseudo strike
1.25
IV
317.6%
B/E move
35.0%

45Δ

Calls
Pseudo strike
5.77
IV
584.0%
B/E move
401.9%
Puts
Pseudo strike
1.33
IV
298.0%
B/E move
31.5%

50Δ

Calls
Pseudo strike
2.91
IV
460.1%
B/E move
166.9%
Puts
Pseudo strike
1.41
IV
278.4%
B/E move
28.0%

55Δ

Calls
Pseudo strike
2.53
IV
431.5%
B/E move
138.0%
Puts
Pseudo strike
1.49
IV
258.8%
B/E move
24.5%

60Δ

Calls
Pseudo strike
2.14
IV
403.0%
B/E move
109.1%
Puts
Pseudo strike
1.56
IV
239.3%
B/E move
21.0%

65Δ

Calls
Pseudo strike
1.76
IV
374.4%
B/E move
80.2%
Puts
Pseudo strike
1.64
IV
219.7%
B/E move
17.5%

70Δ

Calls
Pseudo strike
1.37
IV
345.8%
B/E move
51.4%
Puts
Pseudo strike
1.72
IV
200.1%
B/E move
14.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.80
IV
180.5%
B/E move
10.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.87
IV
160.9%
B/E move
7.0%

Options history

No recorded observations