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

i

Market dataready · fetched 2026-11-12T02:50:41.964Z

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 · 2026-11-12T00:59:23.254054981Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:50:41.547740+00:00

Share price$22.95
1D+13.0%
AH$21$22$24$25$265:30 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$0.58$2.30$4.01$5.72$7.43$8.84$15.82$22.80$29.79$36.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BEG spot · $22.95BEG PRICE$0.77$0.97$1.24$1.58$1.90$2.22$2.63$3.09$3.57$4.16$4.87$5.87$6.94$0.77$1.04$1.37$1.67$1.99$2.40$2.76$3.14$3.51$3.85$4.27$4.81$5.66
PutsCheap0.49×
CallsCheap0.75×
SkewBullish-77.89 pp
Implied moveBearish±$5.39
TiltBullish3.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.84226.7%46.5%19.06169.6%20.3%
25Δ30.36213.9%36.5%19.90168.6%17.8%
30Δ28.96216.0%31.6%20.69170.8%15.8%
35Δ27.97226.3%28.8%21.47168.2%13.7%
40Δ26.69222.5%24.5%22.25164.7%11.7%
45Δ25.47220.1%20.7%23.00166.3%10.2%
50Δ24.43223.9%17.9%23.72162.0%8.7%
55Δ23.42228.5%15.5%24.43157.4%7.2%
60Δ22.38231.0%13.1%25.11152.1%5.9%
65Δ21.32236.8%11.0%25.72144.7%4.7%
70Δ20.21246.0%9.2%26.39138.9%3.6%
75Δ18.91270.4%7.9%27.13135.3%2.7%
80Δ17.45285.4%6.3%28.14136.1%2.1%

20Δ

Calls
Pseudo strike
32.84
IV
226.7%
B/E move
46.5%
Puts
Pseudo strike
19.06
IV
169.6%
B/E move
20.3%

25Δ

Calls
Pseudo strike
30.36
IV
213.9%
B/E move
36.5%
Puts
Pseudo strike
19.90
IV
168.6%
B/E move
17.8%

30Δ

Calls
Pseudo strike
28.96
IV
216.0%
B/E move
31.6%
Puts
Pseudo strike
20.69
IV
170.8%
B/E move
15.8%

35Δ

Calls
Pseudo strike
27.97
IV
226.3%
B/E move
28.8%
Puts
Pseudo strike
21.47
IV
168.2%
B/E move
13.7%

40Δ

Calls
Pseudo strike
26.69
IV
222.5%
B/E move
24.5%
Puts
Pseudo strike
22.25
IV
164.7%
B/E move
11.7%

45Δ

Calls
Pseudo strike
25.47
IV
220.1%
B/E move
20.7%
Puts
Pseudo strike
23.00
IV
166.3%
B/E move
10.2%

50Δ

Calls
Pseudo strike
24.43
IV
223.9%
B/E move
17.9%
Puts
Pseudo strike
23.72
IV
162.0%
B/E move
8.7%

55Δ

Calls
Pseudo strike
23.42
IV
228.5%
B/E move
15.5%
Puts
Pseudo strike
24.43
IV
157.4%
B/E move
7.2%

60Δ

Calls
Pseudo strike
22.38
IV
231.0%
B/E move
13.1%
Puts
Pseudo strike
25.11
IV
152.1%
B/E move
5.9%

65Δ

Calls
Pseudo strike
21.32
IV
236.8%
B/E move
11.0%
Puts
Pseudo strike
25.72
IV
144.7%
B/E move
4.7%

70Δ

Calls
Pseudo strike
20.21
IV
246.0%
B/E move
9.2%
Puts
Pseudo strike
26.39
IV
138.9%
B/E move
3.6%

75Δ

Calls
Pseudo strike
18.91
IV
270.4%
B/E move
7.9%
Puts
Pseudo strike
27.13
IV
135.3%
B/E move
2.7%

80Δ

Calls
Pseudo strike
17.45
IV
285.4%
B/E move
6.3%
Puts
Pseudo strike
28.14
IV
136.1%
B/E move
2.1%

Options history

IV · four-Friday blend170.39%
Daily close
BEG143.2%158.7%174.1%2026-08-20: 171.96%2026-10-12: 145.37%2026-10-13: 152.09%2026-10-14: 166.04%2026-10-15: 170.39%Aug 20Oct 13Oct 15
5 observations2026-08-20 — 2026-10-15
Table
DateIV (%)
171.96%
145.37%
152.09%
166.04%
170.39%