Share price$4.79
1D+1.5%
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Themes ETF Trust Leverage Shares 2X Long BIDU Daily ETF BIDG
i
Market dataready · fetched 2026-10-23T00:20:59.006Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:00.125764135Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T00:20:57.546371+00:00
Themes ETF Trust Leverage Shares 2X Long BIDU Daily ETF options
PutsExpensive1.44×
CallsExpensive1.75×
SkewBearish+4.90 pp
Implied moveBearish±$0.97
TiltBearish25.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.68 | 188.7% | 85.8% | 3.61 | 154.2% | 30.2% |
| 25Δ | 6.82 | 140.7% | 47.4% | 4.02 | 126.3% | 22.4% |
| 30Δ | 6.17 | 124.1% | 34.3% | 4.20 | 118.8% | 19.7% |
| 35Δ | 5.79 | 113.5% | 27.1% | 4.39 | 111.2% | 16.9% |
| 40Δ | 5.50 | 104.9% | 21.9% | 4.57 | 103.7% | 14.1% |
| 45Δ | 5.22 | 96.2% | 16.7% | 4.75 | 96.1% | 11.3% |
| 50Δ | 4.97 | 88.5% | 12.4% | 4.94 | 88.6% | 8.6% |
| 55Δ | 4.86 | 83.7% | 11.0% | 5.14 | 87.1% | 7.0% |
| 60Δ | 4.74 | 78.8% | 9.7% | 5.34 | 88.8% | 6.0% |
| 65Δ | 4.63 | 74.0% | 8.3% | 5.55 | 90.4% | 5.0% |
| 70Δ | 4.52 | 69.1% | 6.9% | 5.75 | 92.1% | 4.1% |
| 75Δ | 4.40 | 64.3% | 5.5% | 5.96 | 93.7% | 3.1% |
| 80Δ | 4.29 | 59.5% | 4.2% | 6.38 | 98.9% | 2.3% |
20Δ
- Pseudo strike
- 8.68
- IV
- 188.7%
- B/E move
- 85.8%
- Pseudo strike
- 3.61
- IV
- 154.2%
- B/E move
- 30.2%
25Δ
- Pseudo strike
- 6.82
- IV
- 140.7%
- B/E move
- 47.4%
- Pseudo strike
- 4.02
- IV
- 126.3%
- B/E move
- 22.4%
30Δ
- Pseudo strike
- 6.17
- IV
- 124.1%
- B/E move
- 34.3%
- Pseudo strike
- 4.20
- IV
- 118.8%
- B/E move
- 19.7%
35Δ
- Pseudo strike
- 5.79
- IV
- 113.5%
- B/E move
- 27.1%
- Pseudo strike
- 4.39
- IV
- 111.2%
- B/E move
- 16.9%
40Δ
- Pseudo strike
- 5.50
- IV
- 104.9%
- B/E move
- 21.9%
- Pseudo strike
- 4.57
- IV
- 103.7%
- B/E move
- 14.1%
45Δ
- Pseudo strike
- 5.22
- IV
- 96.2%
- B/E move
- 16.7%
- Pseudo strike
- 4.75
- IV
- 96.1%
- B/E move
- 11.3%
50Δ
- Pseudo strike
- 4.97
- IV
- 88.5%
- B/E move
- 12.4%
- Pseudo strike
- 4.94
- IV
- 88.6%
- B/E move
- 8.6%
55Δ
- Pseudo strike
- 4.86
- IV
- 83.7%
- B/E move
- 11.0%
- Pseudo strike
- 5.14
- IV
- 87.1%
- B/E move
- 7.0%
60Δ
- Pseudo strike
- 4.74
- IV
- 78.8%
- B/E move
- 9.7%
- Pseudo strike
- 5.34
- IV
- 88.8%
- B/E move
- 6.0%
65Δ
- Pseudo strike
- 4.63
- IV
- 74.0%
- B/E move
- 8.3%
- Pseudo strike
- 5.55
- IV
- 90.4%
- B/E move
- 5.0%
70Δ
- Pseudo strike
- 4.52
- IV
- 69.1%
- B/E move
- 6.9%
- Pseudo strike
- 5.75
- IV
- 92.1%
- B/E move
- 4.1%
75Δ
- Pseudo strike
- 4.40
- IV
- 64.3%
- B/E move
- 5.5%
- Pseudo strike
- 5.96
- IV
- 93.7%
- B/E move
- 3.1%
80Δ
- Pseudo strike
- 4.29
- IV
- 59.5%
- B/E move
- 4.2%
- Pseudo strike
- 6.38
- IV
- 98.9%
- B/E move
- 2.3%
Options history
Table
| Date | IV |
|---|---|
| 97.27% | |
| 102.00% |