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

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Market datapartial · fetched 2026-10-22T21:57:58.545Z

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 · 2026-10-22T20:00:00.232631689Z

FundamentalsAlpha Vantage · unavailable

Share price$16.24
1D-1.5%
AH$15.93$16.11$16.28$16.45$16.635:30 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$0.28$1.83$3.39$4.95$6.51$10.15$13.15$16.14$19.13$22.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XYZG spot · $16.24XYZG PRICE$0.45$0.59$0.76$0.94$1.11$1.33$1.58$1.88$2.18$2.51$2.88$3.27$3.71$0.69$0.92$1.18$1.45$1.76$2.05$2.34$2.71$3.17$3.78$4.35$5.02$6.06
PutsExpensive1.59×
CallsExpensive1.47×
SkewBearish+4.58 pp
Implied moveBearish±$3.92
TiltBearish21.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.4398.7%34.7%13.07115.2%23.8%
25Δ20.4698.9%29.6%13.82113.3%20.6%
30Δ19.6699.8%25.7%14.50112.3%18.0%
35Δ18.94100.9%22.4%15.16111.6%15.6%
40Δ18.1998.7%18.8%15.81110.8%13.5%
45Δ17.57100.0%16.4%16.42108.3%11.5%
50Δ16.99102.5%14.3%17.02105.0%9.6%
55Δ16.40105.0%12.5%17.64103.3%8.1%
60Δ15.80107.0%10.7%18.32103.4%6.8%
65Δ15.18107.7%8.9%19.11105.6%5.6%
70Δ14.54108.2%7.2%19.87104.5%4.5%
75Δ13.89108.4%5.6%20.71103.4%3.4%
80Δ13.22107.0%4.2%21.90105.7%2.5%

20Δ

Calls
Pseudo strike
21.43
IV
98.7%
B/E move
34.7%
Puts
Pseudo strike
13.07
IV
115.2%
B/E move
23.8%

25Δ

Calls
Pseudo strike
20.46
IV
98.9%
B/E move
29.6%
Puts
Pseudo strike
13.82
IV
113.3%
B/E move
20.6%

30Δ

Calls
Pseudo strike
19.66
IV
99.8%
B/E move
25.7%
Puts
Pseudo strike
14.50
IV
112.3%
B/E move
18.0%

35Δ

Calls
Pseudo strike
18.94
IV
100.9%
B/E move
22.4%
Puts
Pseudo strike
15.16
IV
111.6%
B/E move
15.6%

40Δ

Calls
Pseudo strike
18.19
IV
98.7%
B/E move
18.8%
Puts
Pseudo strike
15.81
IV
110.8%
B/E move
13.5%

45Δ

Calls
Pseudo strike
17.57
IV
100.0%
B/E move
16.4%
Puts
Pseudo strike
16.42
IV
108.3%
B/E move
11.5%

50Δ

Calls
Pseudo strike
16.99
IV
102.5%
B/E move
14.3%
Puts
Pseudo strike
17.02
IV
105.0%
B/E move
9.6%

55Δ

Calls
Pseudo strike
16.40
IV
105.0%
B/E move
12.5%
Puts
Pseudo strike
17.64
IV
103.3%
B/E move
8.1%

60Δ

Calls
Pseudo strike
15.80
IV
107.0%
B/E move
10.7%
Puts
Pseudo strike
18.32
IV
103.4%
B/E move
6.8%

65Δ

Calls
Pseudo strike
15.18
IV
107.7%
B/E move
8.9%
Puts
Pseudo strike
19.11
IV
105.6%
B/E move
5.6%

70Δ

Calls
Pseudo strike
14.54
IV
108.2%
B/E move
7.2%
Puts
Pseudo strike
19.87
IV
104.5%
B/E move
4.5%

75Δ

Calls
Pseudo strike
13.89
IV
108.4%
B/E move
5.6%
Puts
Pseudo strike
20.71
IV
103.4%
B/E move
3.4%

80Δ

Calls
Pseudo strike
13.22
IV
107.0%
B/E move
4.2%
Puts
Pseudo strike
21.90
IV
105.7%
B/E move
2.5%

Options history

No recorded observations