IntraAlpha
Create free account Start free

Themes ETF Trust Leverage Shares 2X Long XYZ Daily ETF XYZG

i

Market datapartial · fetched 2026-10-22T18:23:09.965Z

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 · 2026-10-22T18:17:16.455908468Z

FundamentalsAlpha Vantage · unavailable

Share price$15.98
1D-2.9%
$15.93$16.11$16.28$16.45$16.635:30 AM6:30 AM9:00 AM1:00 PMXYZG
Sold putSold call

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

Live interpolated XYZG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long XYZ Daily ETF$0.28$1.86$3.44$5.02$6.60$10.26$13.18$16.10$19.02$21.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XYZG spot · $15.98XYZG PRICE$0.46$0.61$0.78$0.97$1.14$1.35$1.59$1.86$2.15$2.48$2.95$3.36$3.75$1.93$2.27$2.67$3.11$3.57$4.07$4.68$6.15
PutsExpensive1.49×
CallsExpensive1.53×
SkewBullish-5.31 pp
Implied moveBearish±$3.86
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.36102.8%36.5%
25Δ20.38103.5%31.4%
30Δ19.57105.0%27.4%
35Δ18.82106.1%23.8%
40Δ18.03104.3%20.0%
45Δ17.38104.2%17.2%16.13104.1%11.1%
50Δ16.75104.8%14.7%16.73103.4%9.5%
55Δ16.15106.4%12.7%17.36103.2%8.1%
60Δ15.54107.3%10.7%18.01103.4%6.7%
65Δ14.93108.4%8.9%18.67102.0%5.5%
70Δ14.24114.3%7.6%19.36100.2%4.3%
75Δ13.58114.4%6.1%20.1498.4%3.2%
80Δ12.93111.3%4.4%21.7499.9%2.4%

20Δ

Calls
Pseudo strike
21.36
IV
102.8%
B/E move
36.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
20.38
IV
103.5%
B/E move
31.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
19.57
IV
105.0%
B/E move
27.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
18.82
IV
106.1%
B/E move
23.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
18.03
IV
104.3%
B/E move
20.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
17.38
IV
104.2%
B/E move
17.2%
Puts
Pseudo strike
16.13
IV
104.1%
B/E move
11.1%

50Δ

Calls
Pseudo strike
16.75
IV
104.8%
B/E move
14.7%
Puts
Pseudo strike
16.73
IV
103.4%
B/E move
9.5%

55Δ

Calls
Pseudo strike
16.15
IV
106.4%
B/E move
12.7%
Puts
Pseudo strike
17.36
IV
103.2%
B/E move
8.1%

60Δ

Calls
Pseudo strike
15.54
IV
107.3%
B/E move
10.7%
Puts
Pseudo strike
18.01
IV
103.4%
B/E move
6.7%

65Δ

Calls
Pseudo strike
14.93
IV
108.4%
B/E move
8.9%
Puts
Pseudo strike
18.67
IV
102.0%
B/E move
5.5%

70Δ

Calls
Pseudo strike
14.24
IV
114.3%
B/E move
7.6%
Puts
Pseudo strike
19.36
IV
100.2%
B/E move
4.3%

75Δ

Calls
Pseudo strike
13.58
IV
114.4%
B/E move
6.1%
Puts
Pseudo strike
20.14
IV
98.4%
B/E move
3.2%

80Δ

Calls
Pseudo strike
12.93
IV
111.3%
B/E move
4.4%
Puts
Pseudo strike
21.74
IV
99.9%
B/E move
2.4%

Options history

No recorded observations