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

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Market dataready · fetched 2026-10-23T02:29:48.032Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T23:47:04.548990432Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:29:47.038387+00:00

Share price$0.86
1D-12.0%
AH$0.82$0.88$0.94$0.99$1.055:30 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$0.27$0.54$0.80$1.06$1.32$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECIFG PRICE$0.30$0.33$0.36$0.39$0.65$0.73$0.82$0.91$0.99$1.08$1.16$1.25
PutsExpensive1.34×
CallsExpensive2.02×
SkewBullish-80.48 pp
Implied move——
TiltBearish69.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ1.11365.4%46.4%
35Δ1.24348.1%41.7%
40Δ1.36330.9%36.9%
45Δ1.49313.6%32.1%
50Δ1.62296.3%27.3%
55Δ2.92427.7%275.0%1.74279.0%22.5%
60Δ1.96392.8%166.0%1.87261.7%17.8%
65Δ1.54371.3%121.4%1.99244.4%13.0%
70Δ1.13349.8%76.7%
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.11
IV
365.4%
B/E move
46.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.24
IV
348.1%
B/E move
41.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.36
IV
330.9%
B/E move
36.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.49
IV
313.6%
B/E move
32.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.62
IV
296.3%
B/E move
27.3%

55Δ

Calls
Pseudo strike
2.92
IV
427.7%
B/E move
275.0%
Puts
Pseudo strike
1.74
IV
279.0%
B/E move
22.5%

60Δ

Calls
Pseudo strike
1.96
IV
392.8%
B/E move
166.0%
Puts
Pseudo strike
1.87
IV
261.7%
B/E move
17.8%

65Δ

Calls
Pseudo strike
1.54
IV
371.3%
B/E move
121.4%
Puts
Pseudo strike
1.99
IV
244.4%
B/E move
13.0%

70Δ

Calls
Pseudo strike
1.13
IV
349.8%
B/E move
76.7%
Puts
Pseudo strike
IV
B/E move

75Δ

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

80Δ

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

Options history

No recorded observations