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Themes ETF Trust Leverage Shares 2x Long BE Daily ETF BEG

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Market datapartial · fetched 2026-10-22T22:26:08.528Z

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 · 2026-10-22T22:25:28.888554823Z

FundamentalsAlpha Vantage · unavailable

Share price$26.60
1D-19.8%
AH$24$27$29$31$335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBEG
Sold putSold callAH

Themes ETF Trust Leverage Shares 2x Long BE Daily ETF options

Live interpolated BEG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2x Long BE Daily ETF$0.93$3.88$6.83$9.78$12.73$6.48$21.07$35.67$50.26$64.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BEG spot · $26.60BEG PRICE$1.25$1.72$2.16$2.67$3.23$3.87$4.55$5.29$6.14$7.10$8.37$9.70$1.78$2.40$3.02$3.70$4.33$5.08$5.84$6.71$7.65$8.55$9.51$10.73$11.88
PutsCheap0.76×
CallsExpensive1.20×
SkewBullish-67.23 pp
Implied moveBearish±$10.38
TiltBearish18.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.99188.2%85.1%20.07166.2%31.2%
25Δ45.39197.8%77.1%21.71165.9%27.4%
30Δ41.58196.5%64.4%23.30162.7%23.8%
35Δ38.87200.1%56.2%24.83159.3%20.6%
40Δ36.34203.0%48.8%26.26154.0%17.5%
45Δ34.14208.5%42.9%27.68150.7%15.0%
50Δ31.87211.5%36.9%29.07146.7%12.7%
55Δ29.73215.4%31.7%30.49143.7%10.6%
60Δ27.65220.5%27.0%31.91140.6%8.8%
65Δ25.59227.2%22.9%33.27135.9%7.1%
70Δ23.54242.4%20.0%34.66130.8%5.5%
75Δ21.27254.0%16.4%36.24127.1%4.1%
80Δ37.72121.2%2.8%

20Δ

Calls
Pseudo strike
47.99
IV
188.2%
B/E move
85.1%
Puts
Pseudo strike
20.07
IV
166.2%
B/E move
31.2%

25Δ

Calls
Pseudo strike
45.39
IV
197.8%
B/E move
77.1%
Puts
Pseudo strike
21.71
IV
165.9%
B/E move
27.4%

30Δ

Calls
Pseudo strike
41.58
IV
196.5%
B/E move
64.4%
Puts
Pseudo strike
23.30
IV
162.7%
B/E move
23.8%

35Δ

Calls
Pseudo strike
38.87
IV
200.1%
B/E move
56.2%
Puts
Pseudo strike
24.83
IV
159.3%
B/E move
20.6%

40Δ

Calls
Pseudo strike
36.34
IV
203.0%
B/E move
48.8%
Puts
Pseudo strike
26.26
IV
154.0%
B/E move
17.5%

45Δ

Calls
Pseudo strike
34.14
IV
208.5%
B/E move
42.9%
Puts
Pseudo strike
27.68
IV
150.7%
B/E move
15.0%

50Δ

Calls
Pseudo strike
31.87
IV
211.5%
B/E move
36.9%
Puts
Pseudo strike
29.07
IV
146.7%
B/E move
12.7%

55Δ

Calls
Pseudo strike
29.73
IV
215.4%
B/E move
31.7%
Puts
Pseudo strike
30.49
IV
143.7%
B/E move
10.6%

60Δ

Calls
Pseudo strike
27.65
IV
220.5%
B/E move
27.0%
Puts
Pseudo strike
31.91
IV
140.6%
B/E move
8.8%

65Δ

Calls
Pseudo strike
25.59
IV
227.2%
B/E move
22.9%
Puts
Pseudo strike
33.27
IV
135.9%
B/E move
7.1%

70Δ

Calls
Pseudo strike
23.54
IV
242.4%
B/E move
20.0%
Puts
Pseudo strike
34.66
IV
130.8%
B/E move
5.5%

75Δ

Calls
Pseudo strike
21.27
IV
254.0%
B/E move
16.4%
Puts
Pseudo strike
36.24
IV
127.1%
B/E move
4.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.72
IV
121.2%
B/E move
2.8%

Options history

No recorded observations