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Themes ETF Trust Leverage Shares 2X Long CIFR Daily ETF CIFG

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Market datapartial · fetched 2026-10-22T04:40:06.228Z

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 · 2026-10-21T23:46:29.583124821Z

FundamentalsAlpha Vantage · unavailable

Share price$1.07
1D+0.0%
AH$1.00$1.04$1.08$1.11$1.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCIFG
Sold putSold callAH

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

Live interpolated CIFG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long CIFR Daily ETF$0.05$0.27$0.50$0.72$0.94$-0.32$1.31$2.94$4.56$6.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CIFG spot · $1.07CIFG PRICE$0.08$0.14$0.21$0.23$0.25$0.28$0.31$0.34$0.37$0.40$0.33$0.38$0.44$0.49$0.55$0.60$0.66$0.71$0.77$0.82$0.88
PutsFair1.03×
CallsExpensive2.15×
SkewBullish-143.53 pp
Implied moveBearish±$0.82
TiltBearish43.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ2.10224.9%103.7%
30Δ5.70407.7%446.1%1.00316.8%36.8%
35Δ9.30590.5%788.6%1.09303.2%33.7%
40Δ3.86477.8%282.1%1.18289.5%30.6%
45Δ2.76420.2%181.2%1.27275.9%27.5%
50Δ2.41400.2%151.5%1.36262.3%24.5%
55Δ2.07380.1%121.8%1.44248.6%21.4%
60Δ1.72360.0%92.1%1.53235.0%18.3%
65Δ1.37340.0%62.3%1.62221.3%15.2%
70Δ1.02319.9%32.6%1.71207.7%12.2%
75Δ1.79194.1%9.1%
80Δ1.88180.4%6.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.10
IV
224.9%
B/E move
103.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
5.70
IV
407.7%
B/E move
446.1%
Puts
Pseudo strike
1.00
IV
316.8%
B/E move
36.8%

35Δ

Calls
Pseudo strike
9.30
IV
590.5%
B/E move
788.6%
Puts
Pseudo strike
1.09
IV
303.2%
B/E move
33.7%

40Δ

Calls
Pseudo strike
3.86
IV
477.8%
B/E move
282.1%
Puts
Pseudo strike
1.18
IV
289.5%
B/E move
30.6%

45Δ

Calls
Pseudo strike
2.76
IV
420.2%
B/E move
181.2%
Puts
Pseudo strike
1.27
IV
275.9%
B/E move
27.5%

50Δ

Calls
Pseudo strike
2.41
IV
400.2%
B/E move
151.5%
Puts
Pseudo strike
1.36
IV
262.3%
B/E move
24.5%

55Δ

Calls
Pseudo strike
2.07
IV
380.1%
B/E move
121.8%
Puts
Pseudo strike
1.44
IV
248.6%
B/E move
21.4%

60Δ

Calls
Pseudo strike
1.72
IV
360.0%
B/E move
92.1%
Puts
Pseudo strike
1.53
IV
235.0%
B/E move
18.3%

65Δ

Calls
Pseudo strike
1.37
IV
340.0%
B/E move
62.3%
Puts
Pseudo strike
1.62
IV
221.3%
B/E move
15.2%

70Δ

Calls
Pseudo strike
1.02
IV
319.9%
B/E move
32.6%
Puts
Pseudo strike
1.71
IV
207.7%
B/E move
12.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.79
IV
194.1%
B/E move
9.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.88
IV
180.4%
B/E move
6.0%

Options history

No recorded observations