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

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Market datapartial · fetched 2026-10-22T15:13:06.010Z

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 · 2026-10-22T15:09:14.55396237Z

FundamentalsAlpha Vantage · unavailable

Share price$7.27
1D+3.1%
$7.01$7.15$7.30$7.45$7.595:30 AM6:30 AM9:00 AM1:00 PMBAIG
Sold putSold call

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$0.21$1.70$3.19$4.68$6.17$2.60$5.77$8.95$12.12$15.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BAIG spot · $7.27BAIG PRICE$0.37$0.47$0.59$0.71$0.85$0.99$1.15$1.31$1.50$1.69$1.89$2.13$2.50$0.51$0.65$0.85$1.05$1.29$1.57$1.87$2.24$2.66$3.22$3.79$4.51$5.74
PutsExpensive1.21×
CallsExpensive1.50×
SkewBullish-22.32 pp
Implied moveBearish±$3.01
TiltBearish29.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.20207.2%100.5%5.44170.4%32.2%
25Δ12.51198.8%78.6%5.93165.4%27.4%
30Δ11.37195.0%64.5%6.36163.9%24.1%
35Δ10.43191.9%53.3%6.79163.0%21.1%
40Δ9.68191.0%44.8%7.22162.9%18.4%
45Δ9.02191.2%37.8%7.67163.7%16.1%
50Δ8.42188.3%31.5%8.13164.5%13.9%
55Δ7.84186.3%25.9%8.64165.4%12.0%
60Δ7.34186.2%21.5%9.20167.2%10.1%
65Δ6.84184.8%17.4%9.87170.8%8.5%
70Δ6.37180.8%13.6%10.57170.5%6.8%
75Δ5.88179.4%10.2%11.40171.1%5.2%
80Δ5.35187.0%8.1%12.72178.9%3.9%

20Δ

Calls
Pseudo strike
14.20
IV
207.2%
B/E move
100.5%
Puts
Pseudo strike
5.44
IV
170.4%
B/E move
32.2%

25Δ

Calls
Pseudo strike
12.51
IV
198.8%
B/E move
78.6%
Puts
Pseudo strike
5.93
IV
165.4%
B/E move
27.4%

30Δ

Calls
Pseudo strike
11.37
IV
195.0%
B/E move
64.5%
Puts
Pseudo strike
6.36
IV
163.9%
B/E move
24.1%

35Δ

Calls
Pseudo strike
10.43
IV
191.9%
B/E move
53.3%
Puts
Pseudo strike
6.79
IV
163.0%
B/E move
21.1%

40Δ

Calls
Pseudo strike
9.68
IV
191.0%
B/E move
44.8%
Puts
Pseudo strike
7.22
IV
162.9%
B/E move
18.4%

45Δ

Calls
Pseudo strike
9.02
IV
191.2%
B/E move
37.8%
Puts
Pseudo strike
7.67
IV
163.7%
B/E move
16.1%

50Δ

Calls
Pseudo strike
8.42
IV
188.3%
B/E move
31.5%
Puts
Pseudo strike
8.13
IV
164.5%
B/E move
13.9%

55Δ

Calls
Pseudo strike
7.84
IV
186.3%
B/E move
25.9%
Puts
Pseudo strike
8.64
IV
165.4%
B/E move
12.0%

60Δ

Calls
Pseudo strike
7.34
IV
186.2%
B/E move
21.5%
Puts
Pseudo strike
9.20
IV
167.2%
B/E move
10.1%

65Δ

Calls
Pseudo strike
6.84
IV
184.8%
B/E move
17.4%
Puts
Pseudo strike
9.87
IV
170.8%
B/E move
8.5%

70Δ

Calls
Pseudo strike
6.37
IV
180.8%
B/E move
13.6%
Puts
Pseudo strike
10.57
IV
170.5%
B/E move
6.8%

75Δ

Calls
Pseudo strike
5.88
IV
179.4%
B/E move
10.2%
Puts
Pseudo strike
11.40
IV
171.1%
B/E move
5.2%

80Δ

Calls
Pseudo strike
5.35
IV
187.0%
B/E move
8.1%
Puts
Pseudo strike
12.72
IV
178.9%
B/E move
3.9%

Options history

BAIG158.55160.64162.732026-10-20: 162.45%2026-10-21: 158.84%Oct 20Oct 21
Table
DateIV
162.45%
158.84%