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

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Market dataready · fetched 2026-11-12T03:23:07.848Z

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 · 2026-11-11T21:00:00.582884728Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:23:06.906680+00:00

Share price$18.50
1D-1.1%
AH$18.44$18.62$18.79$18.96$19.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXYZG
Sold putSold callAH

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$0.22$0.88$1.54$2.20$2.86$12.61$16.19$19.76$23.34$26.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XYZG spot · $18.50XYZG PRICE$0.29$0.35$0.41$0.50$0.59$0.69$0.82$0.94$1.07$1.24$1.42$1.61$1.82$0.31$0.38$0.46$0.55$0.67$0.85$1.04$1.22$1.42$1.63$1.84$2.23$2.67
PutsCheap0.51×
CallsCheap0.31×
SkewBearish+3.76 pp
Implied moveBearish±$1.85
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.3398.6%16.9%16.5393.5%12.4%
25Δ20.5387.5%12.8%17.1182.7%9.6%
30Δ19.9480.8%10.0%17.4579.0%8.2%
35Δ19.6078.3%8.6%17.8075.3%6.8%
40Δ19.2575.8%7.2%18.1274.2%5.7%
45Δ18.9273.9%6.0%18.4176.9%5.1%
50Δ18.6573.8%5.2%18.7079.6%4.6%
55Δ18.3873.6%4.4%18.9982.3%4.0%
60Δ18.1173.5%3.7%19.3081.7%3.4%
65Δ17.8373.1%3.0%19.6280.9%2.8%
70Δ17.5472.5%2.5%19.9480.0%2.2%
75Δ17.2572.0%1.9%20.4282.3%1.7%
80Δ16.9471.7%1.4%20.9385.2%1.3%

20Δ

Calls
Pseudo strike
21.33
IV
98.6%
B/E move
16.9%
Puts
Pseudo strike
16.53
IV
93.5%
B/E move
12.4%

25Δ

Calls
Pseudo strike
20.53
IV
87.5%
B/E move
12.8%
Puts
Pseudo strike
17.11
IV
82.7%
B/E move
9.6%

30Δ

Calls
Pseudo strike
19.94
IV
80.8%
B/E move
10.0%
Puts
Pseudo strike
17.45
IV
79.0%
B/E move
8.2%

35Δ

Calls
Pseudo strike
19.60
IV
78.3%
B/E move
8.6%
Puts
Pseudo strike
17.80
IV
75.3%
B/E move
6.8%

40Δ

Calls
Pseudo strike
19.25
IV
75.8%
B/E move
7.2%
Puts
Pseudo strike
18.12
IV
74.2%
B/E move
5.7%

45Δ

Calls
Pseudo strike
18.92
IV
73.9%
B/E move
6.0%
Puts
Pseudo strike
18.41
IV
76.9%
B/E move
5.1%

50Δ

Calls
Pseudo strike
18.65
IV
73.8%
B/E move
5.2%
Puts
Pseudo strike
18.70
IV
79.6%
B/E move
4.6%

55Δ

Calls
Pseudo strike
18.38
IV
73.6%
B/E move
4.4%
Puts
Pseudo strike
18.99
IV
82.3%
B/E move
4.0%

60Δ

Calls
Pseudo strike
18.11
IV
73.5%
B/E move
3.7%
Puts
Pseudo strike
19.30
IV
81.7%
B/E move
3.4%

65Δ

Calls
Pseudo strike
17.83
IV
73.1%
B/E move
3.0%
Puts
Pseudo strike
19.62
IV
80.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
17.54
IV
72.5%
B/E move
2.5%
Puts
Pseudo strike
19.94
IV
80.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
17.25
IV
72.0%
B/E move
1.9%
Puts
Pseudo strike
20.42
IV
82.3%
B/E move
1.7%

80Δ

Calls
Pseudo strike
16.94
IV
71.7%
B/E move
1.4%
Puts
Pseudo strike
20.93
IV
85.2%
B/E move
1.3%

Options history

IV · four-Friday blend101.75%
Daily EOD
XYZG91.3%96.9%102.5%2026-10-19: 94.00%2026-10-20: 93.01%2026-10-21: 92.08%2026-10-22: 92.89%2026-10-23: 95.67%2026-10-26: 97.11%2026-10-27: 97.32%2026-10-28: 97.86%2026-10-29: 98.05%2026-10-30: 101.75%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
94.00%
93.01%
92.08%
92.89%
95.67%
97.11%
97.32%
97.86%
98.05%
101.75%