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Themes ETF Trust Leverage Shares 2X Long BULL Daily ETF BULG

i

Market dataready · fetched 2026-11-11T15:11:34.974Z

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 · 2026-11-11T15:10:35.952591315Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:11:34.590842+00:00

Share price$14.53
1D+0.0%
$14.53$14.53$14.53$14.54$14.545:30 AM6:30 AM9:00 AM1:00 PMBULG
Sold putSold call

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

Live interpolated BULG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long BULL Daily ETF$0.40$1.18$1.95$2.73$3.50$10.14$12.52$14.90$17.28$19.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BULG spot · $14.53BULG PRICE$0.48$0.59$0.70$0.82$0.98$1.15$1.34$1.56$1.78$2.05$2.32$2.71$3.13$0.63$0.77$0.92$1.14$1.37$1.64$1.93$2.31$2.75$3.28
Puts——
CallsExpensive1.58×
Skew——
Implied moveBearish±$3.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.16236.6%62.6%10.88234.4%29.5%
25Δ20.89214.3%47.8%11.99206.3%22.8%
30Δ18.62192.1%32.9%13.05180.7%16.5%
35Δ16.82175.7%21.4%13.57179.1%14.5%
40Δ16.19173.9%18.1%14.09177.6%12.5%
45Δ15.63173.0%15.5%14.60176.2%10.8%
50Δ15.10172.7%13.1%15.12175.5%9.3%
55Δ14.59172.6%11.1%15.68177.6%8.0%
60Δ14.09172.5%9.2%16.29180.6%6.8%
65Δ13.59172.2%7.6%16.98185.1%5.8%
70Δ13.09171.9%6.1%
75Δ12.53170.8%4.9%
80Δ11.95169.6%3.7%

20Δ

Calls
Pseudo strike
23.16
IV
236.6%
B/E move
62.6%
Puts
Pseudo strike
10.88
IV
234.4%
B/E move
29.5%

25Δ

Calls
Pseudo strike
20.89
IV
214.3%
B/E move
47.8%
Puts
Pseudo strike
11.99
IV
206.3%
B/E move
22.8%

30Δ

Calls
Pseudo strike
18.62
IV
192.1%
B/E move
32.9%
Puts
Pseudo strike
13.05
IV
180.7%
B/E move
16.5%

35Δ

Calls
Pseudo strike
16.82
IV
175.7%
B/E move
21.4%
Puts
Pseudo strike
13.57
IV
179.1%
B/E move
14.5%

40Δ

Calls
Pseudo strike
16.19
IV
173.9%
B/E move
18.1%
Puts
Pseudo strike
14.09
IV
177.6%
B/E move
12.5%

45Δ

Calls
Pseudo strike
15.63
IV
173.0%
B/E move
15.5%
Puts
Pseudo strike
14.60
IV
176.2%
B/E move
10.8%

50Δ

Calls
Pseudo strike
15.10
IV
172.7%
B/E move
13.1%
Puts
Pseudo strike
15.12
IV
175.5%
B/E move
9.3%

55Δ

Calls
Pseudo strike
14.59
IV
172.6%
B/E move
11.1%
Puts
Pseudo strike
15.68
IV
177.6%
B/E move
8.0%

60Δ

Calls
Pseudo strike
14.09
IV
172.5%
B/E move
9.2%
Puts
Pseudo strike
16.29
IV
180.6%
B/E move
6.8%

65Δ

Calls
Pseudo strike
13.59
IV
172.2%
B/E move
7.6%
Puts
Pseudo strike
16.98
IV
185.1%
B/E move
5.8%

70Δ

Calls
Pseudo strike
13.09
IV
171.9%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.53
IV
170.8%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
11.95
IV
169.6%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend130.26%
Daily close
BULG108.0%122.9%137.8%2026-08-21: 116.97%2026-08-24: 118.52%2026-08-25: 114.75%2026-08-26: 114.15%2026-08-27: 114.24%2026-08-28: 114.38%2026-08-31: 115.08%2026-09-01: 114.38%2026-09-02: 111.90%2026-09-04: 116.90%2026-09-08: 120.68%2026-09-09: 120.31%2026-09-10: 117.42%2026-09-11: 114.09%2026-09-14: 123.27%2026-09-15: 123.39%2026-09-16: 125.39%2026-09-17: 120.30%2026-09-18: 117.15%2026-09-21: 117.46%2026-09-22: 117.24%2026-09-23: 117.19%2026-09-24: 115.45%2026-09-25: 114.54%2026-09-28: 114.34%2026-09-29: 114.09%2026-09-30: 113.46%2026-10-01: 110.05%2026-10-02: 113.68%2026-10-05: 116.10%2026-10-06: 112.89%2026-10-08: 135.77%2026-10-09: 121.20%2026-10-12: 127.20%2026-10-13: 125.34%2026-10-14: 131.02%2026-10-15: 129.33%2026-10-26: 129.07%2026-10-29: 127.51%2026-10-30: 130.26%Aug 21Sep 21Oct 30
40 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
116.97%
118.52%
114.75%
114.15%
114.24%
114.38%
115.08%
114.38%
111.90%
116.90%
120.68%
120.31%
117.42%
114.09%
123.27%
123.39%
125.39%
120.30%
117.15%
117.46%
117.24%
117.19%
115.45%
114.54%
114.34%
114.09%
113.46%
110.05%
113.68%
116.10%
112.89%
135.77%
121.20%
127.20%
125.34%
131.02%
129.33%
129.07%
127.51%
130.26%