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Themes ETF Trust Leverage Shares 2X Long BMNR Daily ETF BMNG

i

Market dataready · fetched 2026-11-13T02:14:25.412Z

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 · 2026-11-13T00:48:15.976166813Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:14:24.919633+00:00

Share price$12.30
1D+4.6%
AH$11.33$11.83$12.33$12.82$13.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBMNG
Sold putSold callAH

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

Live interpolated BMNG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long BMNR Daily ETF$0.23$1.17$2.10$3.04$3.97$6.41$9.54$12.67$15.79$18.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BMNG spot · $12.30BMNG PRICE$0.33$0.43$0.55$0.67$0.82$0.97$1.13$1.28$1.44$1.66$1.88$2.21$2.59$0.39$0.50$0.63$0.79$0.94$1.14$1.35$1.57$1.92$2.26$2.69$3.13$3.70
PutsCheap0.62×
CallsFair0.96×
SkewBullish-17.46 pp
Implied moveBearish±$2.48
TiltBearish13.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.15189.1%34.0%10.27169.4%19.6%
25Δ15.33184.0%28.1%10.76161.5%16.6%
30Δ14.68180.9%23.8%11.19157.5%14.2%
35Δ14.13179.3%20.3%11.55157.3%12.4%
40Δ13.66180.5%17.7%11.92157.0%10.7%
45Δ13.22182.6%15.4%12.29157.1%9.4%
50Δ12.78181.3%13.1%12.66157.4%8.1%
55Δ12.35176.8%10.8%13.03157.8%6.8%
60Δ11.92173.1%8.7%13.49161.7%5.9%
65Δ11.52172.8%7.2%13.95165.5%5.0%
70Δ11.12172.5%5.7%14.49167.4%4.1%
75Δ10.65177.8%4.6%15.04168.9%3.2%
80Δ10.15185.4%3.6%15.71170.6%2.4%

20Δ

Calls
Pseudo strike
16.15
IV
189.1%
B/E move
34.0%
Puts
Pseudo strike
10.27
IV
169.4%
B/E move
19.6%

25Δ

Calls
Pseudo strike
15.33
IV
184.0%
B/E move
28.1%
Puts
Pseudo strike
10.76
IV
161.5%
B/E move
16.6%

30Δ

Calls
Pseudo strike
14.68
IV
180.9%
B/E move
23.8%
Puts
Pseudo strike
11.19
IV
157.5%
B/E move
14.2%

35Δ

Calls
Pseudo strike
14.13
IV
179.3%
B/E move
20.3%
Puts
Pseudo strike
11.55
IV
157.3%
B/E move
12.4%

40Δ

Calls
Pseudo strike
13.66
IV
180.5%
B/E move
17.7%
Puts
Pseudo strike
11.92
IV
157.0%
B/E move
10.7%

45Δ

Calls
Pseudo strike
13.22
IV
182.6%
B/E move
15.4%
Puts
Pseudo strike
12.29
IV
157.1%
B/E move
9.4%

50Δ

Calls
Pseudo strike
12.78
IV
181.3%
B/E move
13.1%
Puts
Pseudo strike
12.66
IV
157.4%
B/E move
8.1%

55Δ

Calls
Pseudo strike
12.35
IV
176.8%
B/E move
10.8%
Puts
Pseudo strike
13.03
IV
157.8%
B/E move
6.8%

60Δ

Calls
Pseudo strike
11.92
IV
173.1%
B/E move
8.7%
Puts
Pseudo strike
13.49
IV
161.7%
B/E move
5.9%

65Δ

Calls
Pseudo strike
11.52
IV
172.8%
B/E move
7.2%
Puts
Pseudo strike
13.95
IV
165.5%
B/E move
5.0%

70Δ

Calls
Pseudo strike
11.12
IV
172.5%
B/E move
5.7%
Puts
Pseudo strike
14.49
IV
167.4%
B/E move
4.1%

75Δ

Calls
Pseudo strike
10.65
IV
177.8%
B/E move
4.6%
Puts
Pseudo strike
15.04
IV
168.9%
B/E move
3.2%

80Δ

Calls
Pseudo strike
10.15
IV
185.4%
B/E move
3.6%
Puts
Pseudo strike
15.71
IV
170.6%
B/E move
2.4%

Options history

IV · four-Friday blend149.31%
Daily close
BMNG130.9%149.1%167.3%2026-08-14: 147.00%2026-08-17: 151.80%2026-08-18: 153.50%2026-08-19: 164.75%2026-09-17: 153.81%2026-10-07: 138.16%2026-10-09: 133.42%2026-10-12: 137.62%2026-10-13: 142.99%2026-10-14: 147.39%2026-10-15: 147.86%2026-10-16: 143.89%2026-10-19: 141.23%2026-10-20: 142.98%2026-10-21: 143.71%2026-10-22: 147.45%2026-10-23: 147.02%2026-10-26: 146.81%2026-10-27: 145.71%2026-10-28: 145.35%2026-10-29: 146.90%2026-10-30: 149.31%Aug 14Oct 15Oct 30
22 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
147.00%
151.80%
153.50%
164.75%
153.81%
138.16%
133.42%
137.62%
142.99%
147.39%
147.86%
143.89%
141.23%
142.98%
143.71%
147.45%
147.02%
146.81%
145.71%
145.35%
146.90%
149.31%