Share price$4.60
1D+9.5%
Sold putSold callAH
Themes ETF Trust Leverage Shares 2X Long ADBE Daily ETF ADBG
i
Market datapartial · fetched 2026-10-23T04:12:35.807Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:40:39.696911752Z
FundamentalsAlpha Vantage · unavailable
Themes ETF Trust Leverage Shares 2X Long ADBE Daily ETF options
PutsExpensive1.09×
CallsExpensive1.29×
SkewBullish-16.95 pp
Implied moveBearish±$0.96
TiltBearish8.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.73 | 161.7% | 71.9% | 3.65 | 113.8% | 24.7% |
| 25Δ | 7.03 | 140.6% | 57.2% | 3.96 | 100.8% | 18.6% |
| 30Δ | 6.34 | 119.4% | 42.6% | 4.13 | 97.0% | 16.3% |
| 35Δ | 5.65 | 98.3% | 27.9% | 4.28 | 94.4% | 14.5% |
| 40Δ | 4.99 | 78.7% | 14.1% | 4.42 | 91.7% | 12.6% |
| 45Δ | 4.85 | 82.2% | 12.8% | 4.57 | 89.1% | 10.8% |
| 50Δ | 4.70 | 85.6% | 11.5% | 4.72 | 86.5% | 9.0% |
| 55Δ | 4.55 | 89.1% | 10.3% | 4.86 | 83.9% | 7.1% |
| 60Δ | 4.41 | 92.6% | 9.0% | 5.02 | 81.6% | 5.4% |
| 65Δ | 4.26 | 96.1% | 7.7% | 5.23 | 83.1% | 4.6% |
| 70Δ | 4.12 | 99.6% | 6.5% | 5.45 | 84.7% | 3.7% |
| 75Δ | 3.90 | 109.6% | 5.3% | 5.66 | 86.2% | 2.9% |
| 80Δ | 3.40 | 147.3% | 4.6% | 5.88 | 87.7% | 2.1% |
20Δ
- Pseudo strike
- 7.73
- IV
- 161.7%
- B/E move
- 71.9%
- Pseudo strike
- 3.65
- IV
- 113.8%
- B/E move
- 24.7%
25Δ
- Pseudo strike
- 7.03
- IV
- 140.6%
- B/E move
- 57.2%
- Pseudo strike
- 3.96
- IV
- 100.8%
- B/E move
- 18.6%
30Δ
- Pseudo strike
- 6.34
- IV
- 119.4%
- B/E move
- 42.6%
- Pseudo strike
- 4.13
- IV
- 97.0%
- B/E move
- 16.3%
35Δ
- Pseudo strike
- 5.65
- IV
- 98.3%
- B/E move
- 27.9%
- Pseudo strike
- 4.28
- IV
- 94.4%
- B/E move
- 14.5%
40Δ
- Pseudo strike
- 4.99
- IV
- 78.7%
- B/E move
- 14.1%
- Pseudo strike
- 4.42
- IV
- 91.7%
- B/E move
- 12.6%
45Δ
- Pseudo strike
- 4.85
- IV
- 82.2%
- B/E move
- 12.8%
- Pseudo strike
- 4.57
- IV
- 89.1%
- B/E move
- 10.8%
50Δ
- Pseudo strike
- 4.70
- IV
- 85.6%
- B/E move
- 11.5%
- Pseudo strike
- 4.72
- IV
- 86.5%
- B/E move
- 9.0%
55Δ
- Pseudo strike
- 4.55
- IV
- 89.1%
- B/E move
- 10.3%
- Pseudo strike
- 4.86
- IV
- 83.9%
- B/E move
- 7.1%
60Δ
- Pseudo strike
- 4.41
- IV
- 92.6%
- B/E move
- 9.0%
- Pseudo strike
- 5.02
- IV
- 81.6%
- B/E move
- 5.4%
65Δ
- Pseudo strike
- 4.26
- IV
- 96.1%
- B/E move
- 7.7%
- Pseudo strike
- 5.23
- IV
- 83.1%
- B/E move
- 4.6%
70Δ
- Pseudo strike
- 4.12
- IV
- 99.6%
- B/E move
- 6.5%
- Pseudo strike
- 5.45
- IV
- 84.7%
- B/E move
- 3.7%
75Δ
- Pseudo strike
- 3.90
- IV
- 109.6%
- B/E move
- 5.3%
- Pseudo strike
- 5.66
- IV
- 86.2%
- B/E move
- 2.9%
80Δ
- Pseudo strike
- 3.40
- IV
- 147.3%
- B/E move
- 4.6%
- Pseudo strike
- 5.88
- IV
- 87.7%
- B/E move
- 2.1%
Options history
Table
| Date | IV |
|---|---|
| 96.77% |