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Themes ETF Trust Leverage Shares 2X Long AVGO Daily ETF AVGG

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Market dataready · fetched 2026-10-23T06:40:36.598Z

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 · 2026-10-22T23:49:50.689221655Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:40:36.188346+00:00

Share price$18.16
1D-2.5%
AH$18.00$18.30$18.59$18.89$19.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVGG
Sold putSold callAH

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

Live interpolated AVGG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long AVGO Daily ETF$0.34$1.57$2.80$4.03$5.26$12.45$16.09$19.72$23.35$26.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVGG spot · $18.16AVGG PRICE$0.48$0.57$0.76$0.92$1.07$1.30$1.55$1.82$2.09$2.37$2.75$3.19$3.74$0.56$0.69$0.92$1.14$1.37$1.65$2.06$2.44$2.81$3.21$3.64$4.18$4.91
PutsExpensive1.16×
CallsExpensive1.28×
SkewBullish-5.08 pp
Implied moveBearish±$3.62
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.6396.1%32.7%15.2488.8%19.2%
25Δ21.8883.7%23.6%16.0481.7%15.5%
30Δ21.3388.3%21.7%16.5783.3%13.8%
35Δ20.6588.3%18.8%17.1084.2%12.1%
40Δ19.8584.1%15.2%17.6482.8%10.4%
45Δ19.3287.0%13.6%18.1883.1%9.0%
50Δ18.7889.3%12.0%18.7786.9%8.0%
55Δ18.2190.7%10.3%19.3587.9%6.9%
60Δ17.6490.6%8.7%19.9387.0%5.7%
65Δ17.0789.5%7.0%20.5385.4%4.6%
70Δ16.4690.7%5.8%21.1483.8%3.6%
75Δ15.8292.7%4.7%21.8583.0%2.7%
80Δ15.0895.9%3.6%22.7183.0%1.9%

20Δ

Calls
Pseudo strike
23.63
IV
96.1%
B/E move
32.7%
Puts
Pseudo strike
15.24
IV
88.8%
B/E move
19.2%

25Δ

Calls
Pseudo strike
21.88
IV
83.7%
B/E move
23.6%
Puts
Pseudo strike
16.04
IV
81.7%
B/E move
15.5%

30Δ

Calls
Pseudo strike
21.33
IV
88.3%
B/E move
21.7%
Puts
Pseudo strike
16.57
IV
83.3%
B/E move
13.8%

35Δ

Calls
Pseudo strike
20.65
IV
88.3%
B/E move
18.8%
Puts
Pseudo strike
17.10
IV
84.2%
B/E move
12.1%

40Δ

Calls
Pseudo strike
19.85
IV
84.1%
B/E move
15.2%
Puts
Pseudo strike
17.64
IV
82.8%
B/E move
10.4%

45Δ

Calls
Pseudo strike
19.32
IV
87.0%
B/E move
13.6%
Puts
Pseudo strike
18.18
IV
83.1%
B/E move
9.0%

50Δ

Calls
Pseudo strike
18.78
IV
89.3%
B/E move
12.0%
Puts
Pseudo strike
18.77
IV
86.9%
B/E move
8.0%

55Δ

Calls
Pseudo strike
18.21
IV
90.7%
B/E move
10.3%
Puts
Pseudo strike
19.35
IV
87.9%
B/E move
6.9%

60Δ

Calls
Pseudo strike
17.64
IV
90.6%
B/E move
8.7%
Puts
Pseudo strike
19.93
IV
87.0%
B/E move
5.7%

65Δ

Calls
Pseudo strike
17.07
IV
89.5%
B/E move
7.0%
Puts
Pseudo strike
20.53
IV
85.4%
B/E move
4.6%

70Δ

Calls
Pseudo strike
16.46
IV
90.7%
B/E move
5.8%
Puts
Pseudo strike
21.14
IV
83.8%
B/E move
3.6%

75Δ

Calls
Pseudo strike
15.82
IV
92.7%
B/E move
4.7%
Puts
Pseudo strike
21.85
IV
83.0%
B/E move
2.7%

80Δ

Calls
Pseudo strike
15.08
IV
95.9%
B/E move
3.6%
Puts
Pseudo strike
22.71
IV
83.0%
B/E move
1.9%

Options history

AVGG85.6085.8586.102026-10-20: 85.68%2026-10-21: 86.02%Oct 20Oct 21
Table
DateIV
85.68%
86.02%