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

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Market datapartial · fetched 2026-10-22T04:21:23.945Z

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 · 2026-10-21T20:00:00.665841682Z

FundamentalsAlpha Vantage · unavailable

Share price$7.69
1D-0.8%
AH$7.47$7.58$7.69$7.80$7.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBAIG
Sold putSold callAH

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$0.19$1.89$3.59$5.29$6.98$2.45$5.69$8.93$12.17$15.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BAIG spot · $7.69BAIG PRICE$0.38$0.48$0.60$0.72$0.87$0.98$1.12$1.28$1.48$1.69$1.93$2.21$2.57$0.59$0.78$1.00$1.24$1.51$1.83$2.21$2.65$3.11$3.94$4.71$5.75$6.50
PutsExpensive1.40×
CallsExpensive1.46×
SkewBearish+4.76 pp
Implied moveBearish±$3.34
TiltBearish37.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.39194.6%91.9%5.67185.5%34.0%
25Δ12.76186.6%72.1%6.23179.8%29.1%
30Δ11.73185.3%60.3%6.72178.8%25.6%
35Δ10.76180.9%49.3%7.21177.7%22.4%
40Δ10.05182.8%41.9%7.70176.3%19.5%
45Δ9.29174.4%33.5%8.21176.3%16.9%
50Δ8.67169.8%27.3%8.77178.3%14.8%
55Δ8.14168.0%22.5%9.36179.4%12.7%
60Δ7.66168.3%18.8%9.98179.9%10.7%
65Δ7.20169.5%15.5%10.94187.0%9.1%
70Δ6.72171.3%12.5%11.84188.5%7.4%
75Δ6.25173.4%9.9%13.00192.4%5.8%
80Δ5.71178.7%7.6%13.88185.6%4.1%

20Δ

Calls
Pseudo strike
14.39
IV
194.6%
B/E move
91.9%
Puts
Pseudo strike
5.67
IV
185.5%
B/E move
34.0%

25Δ

Calls
Pseudo strike
12.76
IV
186.6%
B/E move
72.1%
Puts
Pseudo strike
6.23
IV
179.8%
B/E move
29.1%

30Δ

Calls
Pseudo strike
11.73
IV
185.3%
B/E move
60.3%
Puts
Pseudo strike
6.72
IV
178.8%
B/E move
25.6%

35Δ

Calls
Pseudo strike
10.76
IV
180.9%
B/E move
49.3%
Puts
Pseudo strike
7.21
IV
177.7%
B/E move
22.4%

40Δ

Calls
Pseudo strike
10.05
IV
182.8%
B/E move
41.9%
Puts
Pseudo strike
7.70
IV
176.3%
B/E move
19.5%

45Δ

Calls
Pseudo strike
9.29
IV
174.4%
B/E move
33.5%
Puts
Pseudo strike
8.21
IV
176.3%
B/E move
16.9%

50Δ

Calls
Pseudo strike
8.67
IV
169.8%
B/E move
27.3%
Puts
Pseudo strike
8.77
IV
178.3%
B/E move
14.8%

55Δ

Calls
Pseudo strike
8.14
IV
168.0%
B/E move
22.5%
Puts
Pseudo strike
9.36
IV
179.4%
B/E move
12.7%

60Δ

Calls
Pseudo strike
7.66
IV
168.3%
B/E move
18.8%
Puts
Pseudo strike
9.98
IV
179.9%
B/E move
10.7%

65Δ

Calls
Pseudo strike
7.20
IV
169.5%
B/E move
15.5%
Puts
Pseudo strike
10.94
IV
187.0%
B/E move
9.1%

70Δ

Calls
Pseudo strike
6.72
IV
171.3%
B/E move
12.5%
Puts
Pseudo strike
11.84
IV
188.5%
B/E move
7.4%

75Δ

Calls
Pseudo strike
6.25
IV
173.4%
B/E move
9.9%
Puts
Pseudo strike
13.00
IV
192.4%
B/E move
5.8%

80Δ

Calls
Pseudo strike
5.71
IV
178.7%
B/E move
7.6%
Puts
Pseudo strike
13.88
IV
185.6%
B/E move
4.1%

Options history

No recorded observations