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Themes ETF Trust Leverage Shares 2X Long XPEV Daily ETF XPEG

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Market dataready · fetched 2026-11-13T01:27:42.981Z

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 · 2026-11-13T00:40:50.269202112Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:27:42.623341+00:00

Share price$2.36
1D-0.9%
AH$2.30$2.32$2.34$2.36$2.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXPEG
Sold putSold callAH

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

Live interpolated XPEG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long XPEV Daily ETF$0.41$0.51$0.61$0.71$0.81$1.81$2.08$2.35$2.61$2.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive XPEG spot · $2.36XPEG PRICE$0.42$0.42$0.43$0.48$0.52$0.56$0.61$0.44$0.45$0.47$0.52$0.56$0.60$0.65$0.69$0.74$0.78
Puts——
Calls——
Skew——
Implied moveBearish±$1.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.58622.7%51.7%
25Δ1.85539.4%40.4%
30Δ2.06480.7%32.7%
35Δ2.19450.9%29.2%
40Δ5.25705.5%140.3%2.31421.1%25.7%
45Δ3.70553.6%74.7%2.44391.2%22.1%
50Δ2.96451.8%43.7%2.57361.4%18.6%
55Δ2.74425.0%36.4%2.70331.6%15.1%
60Δ2.52398.3%29.0%2.83301.7%11.6%
65Δ2.31371.6%21.7%2.95271.9%8.0%
70Δ2.09344.9%14.3%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.58
IV
622.7%
B/E move
51.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.85
IV
539.4%
B/E move
40.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.06
IV
480.7%
B/E move
32.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.19
IV
450.9%
B/E move
29.2%

40Δ

Calls
Pseudo strike
5.25
IV
705.5%
B/E move
140.3%
Puts
Pseudo strike
2.31
IV
421.1%
B/E move
25.7%

45Δ

Calls
Pseudo strike
3.70
IV
553.6%
B/E move
74.7%
Puts
Pseudo strike
2.44
IV
391.2%
B/E move
22.1%

50Δ

Calls
Pseudo strike
2.96
IV
451.8%
B/E move
43.7%
Puts
Pseudo strike
2.57
IV
361.4%
B/E move
18.6%

55Δ

Calls
Pseudo strike
2.74
IV
425.0%
B/E move
36.4%
Puts
Pseudo strike
2.70
IV
331.6%
B/E move
15.1%

60Δ

Calls
Pseudo strike
2.52
IV
398.3%
B/E move
29.0%
Puts
Pseudo strike
2.83
IV
301.7%
B/E move
11.6%

65Δ

Calls
Pseudo strike
2.31
IV
371.6%
B/E move
21.7%
Puts
Pseudo strike
2.95
IV
271.9%
B/E move
8.0%

70Δ

Calls
Pseudo strike
2.09
IV
344.9%
B/E move
14.3%
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 blend247.83%
Daily EOD
XPEG200.0%226.7%253.5%2026-10-19: 232.82%2026-10-20: 203.67%2026-10-21: 228.23%2026-10-22: 244.37%2026-10-23: 240.17%2026-10-26: 249.81%2026-10-27: 237.61%2026-10-28: 233.98%2026-10-29: 247.83%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
232.82%
203.67%
228.23%
244.37%
240.17%
249.81%
237.61%
233.98%
247.83%