IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-23T03:02:14.355Z

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 · 2026-10-22T23:56:47.160771775Z

FundamentalsAlpha Vantage · unavailable

Share price$25.55
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$0.99$3.45$5.92$8.39$10.85$5.99$20.72$35.45$50.18$64.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BEG spot · $25.55BEG PRICE$1.25$1.72$2.17$2.69$3.27$3.92$4.63$5.41$6.30$7.33$8.72$10.14$2.10$2.71$3.15$3.85$4.36$4.99$5.62$6.21$7.12$7.71$8.44$8.81
PutsCheap0.68×
CallsExpensive1.31×
SkewBullish-103.59 pp
Implied moveBearish±$9.62
TiltBearish6.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.98199.2%92.7%
25Δ45.42210.2%84.5%21.01154.4%26.0%
30Δ41.53209.9%71.1%22.43153.7%22.8%
35Δ38.74214.3%62.2%23.79145.3%19.2%
40Δ36.16218.7%54.3%25.12145.0%16.7%
45Δ33.89224.3%48.0%26.33138.3%14.0%
50Δ31.63230.0%41.9%27.52134.0%11.8%
55Δ29.40235.8%36.3%28.68129.4%9.8%
60Δ27.26243.5%31.3%29.74123.6%7.9%
65Δ25.14254.2%27.1%31.03121.9%6.4%
70Δ23.09277.9%24.5%32.02115.0%4.9%
75Δ20.66294.5%20.5%33.08109.3%3.6%
80Δ33.7599.6%2.4%

20Δ

Calls
Pseudo strike
47.98
IV
199.2%
B/E move
92.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
45.42
IV
210.2%
B/E move
84.5%
Puts
Pseudo strike
21.01
IV
154.4%
B/E move
26.0%

30Δ

Calls
Pseudo strike
41.53
IV
209.9%
B/E move
71.1%
Puts
Pseudo strike
22.43
IV
153.7%
B/E move
22.8%

35Δ

Calls
Pseudo strike
38.74
IV
214.3%
B/E move
62.2%
Puts
Pseudo strike
23.79
IV
145.3%
B/E move
19.2%

40Δ

Calls
Pseudo strike
36.16
IV
218.7%
B/E move
54.3%
Puts
Pseudo strike
25.12
IV
145.0%
B/E move
16.7%

45Δ

Calls
Pseudo strike
33.89
IV
224.3%
B/E move
48.0%
Puts
Pseudo strike
26.33
IV
138.3%
B/E move
14.0%

50Δ

Calls
Pseudo strike
31.63
IV
230.0%
B/E move
41.9%
Puts
Pseudo strike
27.52
IV
134.0%
B/E move
11.8%

55Δ

Calls
Pseudo strike
29.40
IV
235.8%
B/E move
36.3%
Puts
Pseudo strike
28.68
IV
129.4%
B/E move
9.8%

60Δ

Calls
Pseudo strike
27.26
IV
243.5%
B/E move
31.3%
Puts
Pseudo strike
29.74
IV
123.6%
B/E move
7.9%

65Δ

Calls
Pseudo strike
25.14
IV
254.2%
B/E move
27.1%
Puts
Pseudo strike
31.03
IV
121.9%
B/E move
6.4%

70Δ

Calls
Pseudo strike
23.09
IV
277.9%
B/E move
24.5%
Puts
Pseudo strike
32.02
IV
115.0%
B/E move
4.9%

75Δ

Calls
Pseudo strike
20.66
IV
294.5%
B/E move
20.5%
Puts
Pseudo strike
33.08
IV
109.3%
B/E move
3.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.75
IV
99.6%
B/E move
2.4%

Options history

No recorded observations