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Themes ETF Trust Leverage Shares 2X Long AMD Daily ETF AMDG

i

Market dataready · fetched 2026-11-12T01:46:48.849Z

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 · 2026-11-12T00:35:47.740015053Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:46:48.020379+00:00

Share price$102.92
1D+6.9%
AH$84$88$92$96$1005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMDG
Sold putSold callAH

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

Live interpolated AMDG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long AMD Daily ETF$0.00$33.58$67.16$100.74$134.33$39.85$69.41$98.98$128.54$158.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AMDG spot · $102.92AMDG PRICE$1.76$2.30$2.85$3.36$3.88$4.43$4.98$5.52$6.06$6.62$7.01$7.61$7.89$3.96$5.38$7.09$9.10$11.55$14.54$18.36$23.29$30.56$42.52$66.51$124.51
Puts——
CallsCheap0.30×
Skew——
Implied moveBearish±$23.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.97105.0%18.3%83.87191.1%22.4%
25Δ116.47103.3%15.4%88.06190.3%19.7%
30Δ113.32100.5%12.9%91.98194.3%17.5%
35Δ110.4095.6%10.5%95.90198.9%15.7%
40Δ107.9391.2%8.6%100.01205.6%14.1%
45Δ105.8187.6%7.1%104.48213.4%12.6%
50Δ103.9283.6%5.8%109.61224.1%11.3%
55Δ102.2279.6%4.7%115.74237.5%10.2%
60Δ100.6975.3%3.7%124.01261.5%9.2%
65Δ99.3071.3%2.9%136.74296.2%8.4%
70Δ98.1465.4%2.2%161.22358.9%8.0%
75Δ96.9761.6%1.6%219.55469.1%7.7%
80Δ96.1755.0%1.1%

20Δ

Calls
Pseudo strike
119.97
IV
105.0%
B/E move
18.3%
Puts
Pseudo strike
83.87
IV
191.1%
B/E move
22.4%

25Δ

Calls
Pseudo strike
116.47
IV
103.3%
B/E move
15.4%
Puts
Pseudo strike
88.06
IV
190.3%
B/E move
19.7%

30Δ

Calls
Pseudo strike
113.32
IV
100.5%
B/E move
12.9%
Puts
Pseudo strike
91.98
IV
194.3%
B/E move
17.5%

35Δ

Calls
Pseudo strike
110.40
IV
95.6%
B/E move
10.5%
Puts
Pseudo strike
95.90
IV
198.9%
B/E move
15.7%

40Δ

Calls
Pseudo strike
107.93
IV
91.2%
B/E move
8.6%
Puts
Pseudo strike
100.01
IV
205.6%
B/E move
14.1%

45Δ

Calls
Pseudo strike
105.81
IV
87.6%
B/E move
7.1%
Puts
Pseudo strike
104.48
IV
213.4%
B/E move
12.6%

50Δ

Calls
Pseudo strike
103.92
IV
83.6%
B/E move
5.8%
Puts
Pseudo strike
109.61
IV
224.1%
B/E move
11.3%

55Δ

Calls
Pseudo strike
102.22
IV
79.6%
B/E move
4.7%
Puts
Pseudo strike
115.74
IV
237.5%
B/E move
10.2%

60Δ

Calls
Pseudo strike
100.69
IV
75.3%
B/E move
3.7%
Puts
Pseudo strike
124.01
IV
261.5%
B/E move
9.2%

65Δ

Calls
Pseudo strike
99.30
IV
71.3%
B/E move
2.9%
Puts
Pseudo strike
136.74
IV
296.2%
B/E move
8.4%

70Δ

Calls
Pseudo strike
98.14
IV
65.4%
B/E move
2.2%
Puts
Pseudo strike
161.22
IV
358.9%
B/E move
8.0%

75Δ

Calls
Pseudo strike
96.97
IV
61.6%
B/E move
1.6%
Puts
Pseudo strike
219.55
IV
469.1%
B/E move
7.7%

80Δ

Calls
Pseudo strike
96.17
IV
55.0%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend116.91%
Daily close
AMDG94.9%106.7%118.5%2026-08-13: 115.32%2026-08-17: 115.63%2026-08-18: 115.51%2026-08-19: 114.67%2026-08-20: 110.53%2026-08-21: 110.55%2026-08-24: 110.62%2026-08-25: 110.62%2026-08-26: 111.44%2026-08-27: 107.47%2026-08-28: 102.75%2026-08-31: 101.30%2026-09-01: 100.47%2026-09-02: 99.00%2026-09-03: 97.51%2026-09-04: 102.16%2026-09-08: 109.98%2026-09-09: 107.53%2026-09-10: 106.32%2026-09-11: 102.02%2026-09-14: 107.07%2026-09-15: 108.63%2026-09-16: 111.06%2026-09-23: 110.65%2026-09-24: 110.98%2026-09-25: 109.42%2026-09-28: 108.07%2026-09-29: 105.86%2026-09-30: 105.37%2026-10-01: 103.74%2026-10-02: 99.79%2026-10-05: 98.47%2026-10-06: 99.67%2026-10-07: 100.99%2026-10-08: 100.40%2026-10-09: 96.56%2026-10-12: 98.83%2026-10-13: 105.18%2026-10-14: 112.43%2026-10-15: 112.98%2026-10-20: 108.57%2026-10-22: 111.52%2026-10-23: 109.67%2026-10-26: 110.55%2026-10-30: 116.91%Aug 13Sep 16Oct 30
45 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
115.32%
115.63%
115.51%
114.67%
110.53%
110.55%
110.62%
110.62%
111.44%
107.47%
102.75%
101.30%
100.47%
99.00%
97.51%
102.16%
109.98%
107.53%
106.32%
102.02%
107.07%
108.63%
111.06%
110.65%
110.98%
109.42%
108.07%
105.86%
105.37%
103.74%
99.79%
98.47%
99.67%
100.99%
100.40%
96.56%
98.83%
105.18%
112.43%
112.98%
108.57%
111.52%
109.67%
110.55%
116.91%