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

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Market datapartial · fetched 2026-10-22T23:42:57.140Z

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 · 2026-10-22T21:07:47.462346323Z

FundamentalsAlpha Vantage · unavailable

Share price$89.45
1D-6.8%
AH$88$91$93$96$985:30 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$1.78$12.41$23.04$33.66$44.29$46.49$76.23$105.97$135.71$165.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMDG spot · $89.45AMDG PRICE$2.93$3.91$4.93$6.08$7.36$8.70$10.17$11.71$13.59$15.56$17.88$20.38$23.37$4.38$5.84$7.43$9.20$11.28$13.43$15.99$18.67$21.54$25.37$29.70$34.52$41.23
PutsFair1.04×
CallsExpensive1.16×
SkewBearish+0.88 pp
Implied moveBearish±$26.16
TiltBearish23.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ126.91121.5%45.2%70.56129.0%26.0%
25Δ120.20122.4%38.8%75.09127.8%22.6%
30Δ113.87121.5%32.8%79.29126.4%19.7%
35Δ108.73122.2%28.4%83.34125.7%17.1%
40Δ104.11123.4%24.6%87.35125.8%15.0%
45Δ99.61123.6%21.1%91.33125.0%12.9%
50Δ95.37123.9%18.0%95.49125.1%11.1%
55Δ91.25123.4%15.1%99.69124.2%9.4%
60Δ87.32125.1%12.8%103.99122.7%7.8%
65Δ83.35125.6%10.6%109.02123.5%6.5%
70Δ79.28126.9%8.6%114.51123.8%5.2%
75Δ75.12127.4%6.8%120.41123.1%4.0%
80Δ70.65128.1%5.1%128.14124.4%2.8%

20Δ

Calls
Pseudo strike
126.91
IV
121.5%
B/E move
45.2%
Puts
Pseudo strike
70.56
IV
129.0%
B/E move
26.0%

25Δ

Calls
Pseudo strike
120.20
IV
122.4%
B/E move
38.8%
Puts
Pseudo strike
75.09
IV
127.8%
B/E move
22.6%

30Δ

Calls
Pseudo strike
113.87
IV
121.5%
B/E move
32.8%
Puts
Pseudo strike
79.29
IV
126.4%
B/E move
19.7%

35Δ

Calls
Pseudo strike
108.73
IV
122.2%
B/E move
28.4%
Puts
Pseudo strike
83.34
IV
125.7%
B/E move
17.1%

40Δ

Calls
Pseudo strike
104.11
IV
123.4%
B/E move
24.6%
Puts
Pseudo strike
87.35
IV
125.8%
B/E move
15.0%

45Δ

Calls
Pseudo strike
99.61
IV
123.6%
B/E move
21.1%
Puts
Pseudo strike
91.33
IV
125.0%
B/E move
12.9%

50Δ

Calls
Pseudo strike
95.37
IV
123.9%
B/E move
18.0%
Puts
Pseudo strike
95.49
IV
125.1%
B/E move
11.1%

55Δ

Calls
Pseudo strike
91.25
IV
123.4%
B/E move
15.1%
Puts
Pseudo strike
99.69
IV
124.2%
B/E move
9.4%

60Δ

Calls
Pseudo strike
87.32
IV
125.1%
B/E move
12.8%
Puts
Pseudo strike
103.99
IV
122.7%
B/E move
7.8%

65Δ

Calls
Pseudo strike
83.35
IV
125.6%
B/E move
10.6%
Puts
Pseudo strike
109.02
IV
123.5%
B/E move
6.5%

70Δ

Calls
Pseudo strike
79.28
IV
126.9%
B/E move
8.6%
Puts
Pseudo strike
114.51
IV
123.8%
B/E move
5.2%

75Δ

Calls
Pseudo strike
75.12
IV
127.4%
B/E move
6.8%
Puts
Pseudo strike
120.41
IV
123.1%
B/E move
4.0%

80Δ

Calls
Pseudo strike
70.65
IV
128.1%
B/E move
5.1%
Puts
Pseudo strike
128.14
IV
124.4%
B/E move
2.8%

Options history

No recorded observations