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Themes ETF Trust Leverage Shares 2X Long BIDU Daily ETF BIDG

i

Market dataready · fetched 2026-11-12T03:08:08.402Z

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 · 2026-11-11T22:34:53.963202626Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:08:08.061590+00:00

Share price$4.93
1D-0.4%
AH$4.94$4.98$5.01$5.04$5.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBIDG
Sold putSold callAH

Themes ETF Trust Leverage Shares 2X Long BIDU Daily ETF options

Live interpolated BIDG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long BIDU Daily ETF$0.20$0.44$0.69$0.94$1.18$3.40$4.19$4.97$5.76$6.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BIDG spot · $4.93BIDG PRICE$0.23$0.23$0.25$0.28$0.31$0.34$0.37$0.44$0.54$0.63$0.73$0.82$0.92$0.25$0.28$0.32$0.36$0.41$0.45$0.52$0.62$0.72$0.81$0.91$1.01$1.11
PutsExpensive1.55×
CallsExpensive1.76×
SkewBullish-11.28 pp
Implied moveBearish±$0.88
TiltBearish12.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.68330.8%80.7%3.82247.8%27.5%
25Δ6.84241.4%43.5%4.13211.7%21.9%
30Δ6.11199.5%28.9%4.32196.5%18.9%
35Δ5.80181.0%23.1%4.51181.4%15.9%
40Δ5.56166.5%18.9%4.70166.2%12.9%
45Δ5.32152.0%14.6%4.89151.1%9.9%
50Δ5.08137.5%10.4%5.06141.2%7.8%
55Δ4.90133.8%8.3%5.21138.4%6.8%
60Δ4.75135.1%7.3%5.36135.6%5.9%
65Δ4.60136.4%6.2%5.50132.8%4.9%
70Δ4.46137.7%5.2%5.65130.0%3.9%
75Δ4.31139.0%4.1%5.80127.2%3.0%
80Δ4.16140.3%3.1%5.94124.4%2.0%

20Δ

Calls
Pseudo strike
8.68
IV
330.8%
B/E move
80.7%
Puts
Pseudo strike
3.82
IV
247.8%
B/E move
27.5%

25Δ

Calls
Pseudo strike
6.84
IV
241.4%
B/E move
43.5%
Puts
Pseudo strike
4.13
IV
211.7%
B/E move
21.9%

30Δ

Calls
Pseudo strike
6.11
IV
199.5%
B/E move
28.9%
Puts
Pseudo strike
4.32
IV
196.5%
B/E move
18.9%

35Δ

Calls
Pseudo strike
5.80
IV
181.0%
B/E move
23.1%
Puts
Pseudo strike
4.51
IV
181.4%
B/E move
15.9%

40Δ

Calls
Pseudo strike
5.56
IV
166.5%
B/E move
18.9%
Puts
Pseudo strike
4.70
IV
166.2%
B/E move
12.9%

45Δ

Calls
Pseudo strike
5.32
IV
152.0%
B/E move
14.6%
Puts
Pseudo strike
4.89
IV
151.1%
B/E move
9.9%

50Δ

Calls
Pseudo strike
5.08
IV
137.5%
B/E move
10.4%
Puts
Pseudo strike
5.06
IV
141.2%
B/E move
7.8%

55Δ

Calls
Pseudo strike
4.90
IV
133.8%
B/E move
8.3%
Puts
Pseudo strike
5.21
IV
138.4%
B/E move
6.8%

60Δ

Calls
Pseudo strike
4.75
IV
135.1%
B/E move
7.3%
Puts
Pseudo strike
5.36
IV
135.6%
B/E move
5.9%

65Δ

Calls
Pseudo strike
4.60
IV
136.4%
B/E move
6.2%
Puts
Pseudo strike
5.50
IV
132.8%
B/E move
4.9%

70Δ

Calls
Pseudo strike
4.46
IV
137.7%
B/E move
5.2%
Puts
Pseudo strike
5.65
IV
130.0%
B/E move
3.9%

75Δ

Calls
Pseudo strike
4.31
IV
139.0%
B/E move
4.1%
Puts
Pseudo strike
5.80
IV
127.2%
B/E move
3.0%

80Δ

Calls
Pseudo strike
4.16
IV
140.3%
B/E move
3.1%
Puts
Pseudo strike
5.94
IV
124.4%
B/E move
2.0%

Options history

IV · four-Friday blend117.00%
Daily close
BIDG75.2%134.8%194.3%2026-08-13: 111.41%2026-08-14: 110.92%2026-08-17: 130.62%2026-08-18: 117.76%2026-08-19: 107.79%2026-08-20: 106.01%2026-08-21: 86.29%2026-08-24: 87.43%2026-08-25: 88.87%2026-08-26: 90.74%2026-08-27: 88.03%2026-08-28: 85.92%2026-08-31: 85.60%2026-09-01: 84.92%2026-09-02: 83.90%2026-09-03: 86.49%2026-09-04: 85.81%2026-09-08: 95.61%2026-09-09: 90.09%2026-09-10: 92.39%2026-09-11: 90.61%2026-09-18: 91.64%2026-09-21: 90.37%2026-09-22: 89.91%2026-09-23: 88.85%2026-09-24: 91.29%2026-09-25: 89.15%2026-09-28: 88.39%2026-09-29: 86.29%2026-09-30: 83.62%2026-10-01: 87.19%2026-10-02: 83.45%2026-10-05: 87.59%2026-10-06: 87.39%2026-10-07: 91.46%2026-10-08: 89.62%2026-10-09: 93.95%2026-10-15: 186.10%2026-10-16: 95.54%2026-10-19: 99.19%2026-10-20: 97.27%2026-10-21: 105.60%2026-10-22: 101.52%2026-10-23: 104.85%2026-10-26: 103.10%2026-10-27: 103.70%2026-10-28: 103.87%2026-10-29: 105.01%2026-10-30: 117.00%Aug 13Sep 23Oct 30
49 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
111.41%
110.92%
130.62%
117.76%
107.79%
106.01%
86.29%
87.43%
88.87%
90.74%
88.03%
85.92%
85.60%
84.92%
83.90%
86.49%
85.81%
95.61%
90.09%
92.39%
90.61%
91.64%
90.37%
89.91%
88.85%
91.29%
89.15%
88.39%
86.29%
83.62%
87.19%
83.45%
87.59%
87.39%
91.46%
89.62%
93.95%
186.10%
95.54%
99.19%
97.27%
105.60%
101.52%
104.85%
103.10%
103.70%
103.87%
105.01%
117.00%