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Themes ETF Trust Leverage Shares 2X Long BBAI Daily ETF BAIG

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Market dataready · fetched 2026-11-11T14:01:21.328Z

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 · 2026-11-11T12:53:19.547471777Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:01:20.692670+00:00

Share price$8.50
1D
Price history unavailable.

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

Live interpolated BAIG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long BBAI Daily ETF$0.05$2.16$4.28$6.39$8.50$4.18$6.34$8.51$10.67$12.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BAIG spot · $8.50BAIG PRICE$0.28$0.33$0.37$0.42$0.47$0.53$0.63$0.72$0.81$0.91$0.39$0.51$0.67$0.83$1.04$1.27$1.52$1.91$2.33$3.06$3.92$5.36$7.89
PutsFair0.95×
Calls——
Skew——
Implied moveBearish±$2.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.98212.1%44.2%6.71218.6%25.6%
25Δ10.91188.1%32.3%7.19207.3%21.4%
30Δ10.11163.5%23.3%7.55211.2%19.1%
35Δ9.66150.3%18.5%7.91215.1%16.8%
40Δ9.26139.0%14.5%8.28217.9%14.8%
45Δ8.93131.0%11.3%8.66220.4%13.1%
50Δ8.71129.3%9.8%9.06223.4%11.3%
55Δ8.49127.7%8.3%9.56230.3%10.0%
60Δ8.27126.0%6.8%10.09238.8%8.7%
65Δ8.05124.3%5.3%10.90260.2%7.8%
70Δ11.85277.5%6.6%
75Δ13.38307.4%5.7%
80Δ15.99352.3%4.7%

20Δ

Calls
Pseudo strike
11.98
IV
212.1%
B/E move
44.2%
Puts
Pseudo strike
6.71
IV
218.6%
B/E move
25.6%

25Δ

Calls
Pseudo strike
10.91
IV
188.1%
B/E move
32.3%
Puts
Pseudo strike
7.19
IV
207.3%
B/E move
21.4%

30Δ

Calls
Pseudo strike
10.11
IV
163.5%
B/E move
23.3%
Puts
Pseudo strike
7.55
IV
211.2%
B/E move
19.1%

35Δ

Calls
Pseudo strike
9.66
IV
150.3%
B/E move
18.5%
Puts
Pseudo strike
7.91
IV
215.1%
B/E move
16.8%

40Δ

Calls
Pseudo strike
9.26
IV
139.0%
B/E move
14.5%
Puts
Pseudo strike
8.28
IV
217.9%
B/E move
14.8%

45Δ

Calls
Pseudo strike
8.93
IV
131.0%
B/E move
11.3%
Puts
Pseudo strike
8.66
IV
220.4%
B/E move
13.1%

50Δ

Calls
Pseudo strike
8.71
IV
129.3%
B/E move
9.8%
Puts
Pseudo strike
9.06
IV
223.4%
B/E move
11.3%

55Δ

Calls
Pseudo strike
8.49
IV
127.7%
B/E move
8.3%
Puts
Pseudo strike
9.56
IV
230.3%
B/E move
10.0%

60Δ

Calls
Pseudo strike
8.27
IV
126.0%
B/E move
6.8%
Puts
Pseudo strike
10.09
IV
238.8%
B/E move
8.7%

65Δ

Calls
Pseudo strike
8.05
IV
124.3%
B/E move
5.3%
Puts
Pseudo strike
10.90
IV
260.2%
B/E move
7.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.85
IV
277.5%
B/E move
6.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.38
IV
307.4%
B/E move
5.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.99
IV
352.3%
B/E move
4.7%

Options history

IV · four-Friday blend167.76%
Daily close
BAIG139.0%163.8%188.5%2026-08-20: 160.98%2026-09-09: 156.57%2026-09-15: 157.66%2026-09-16: 164.58%2026-09-17: 154.68%2026-09-18: 156.99%2026-09-21: 147.74%2026-09-22: 142.45%2026-09-23: 144.15%2026-09-24: 145.04%2026-09-25: 144.88%2026-09-28: 146.26%2026-09-29: 148.21%2026-09-30: 145.26%2026-10-01: 143.95%2026-10-02: 150.91%2026-10-05: 154.12%2026-10-06: 153.89%2026-10-07: 154.35%2026-10-08: 150.40%2026-10-09: 155.12%2026-10-12: 162.60%2026-10-13: 168.35%2026-10-14: 176.95%2026-10-15: 185.05%2026-10-16: 163.79%2026-10-19: 163.87%2026-10-20: 162.39%2026-10-21: 158.83%2026-10-22: 166.18%2026-10-26: 167.76%Aug 20Oct 2Oct 26
31 observations2026-08-20 — 2026-10-26
Table
DateIV (%)
160.98%
156.57%
157.66%
164.58%
154.68%
156.99%
147.74%
142.45%
144.15%
145.04%
144.88%
146.26%
148.21%
145.26%
143.95%
150.91%
154.12%
153.89%
154.35%
150.40%
155.12%
162.60%
168.35%
176.95%
185.05%
163.79%
163.87%
162.39%
158.83%
166.18%
167.76%