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Themes ETF Trust Leverage Shares 2X Long COIN Daily ETF COIG

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Market dataready · fetched 2026-11-12T03:22:03.470Z

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 · 2026-11-12T00:09:36.419434081Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:22:02.808451+00:00

Share price$2.68
1D+4.5%
AH$2.61$2.68$2.75$2.82$2.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOIG
Sold putSold callAH

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

Live interpolated COIG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long COIN Daily ETF$0.16$0.32$0.48$0.65$0.81$1.76$2.33$2.91$3.48$4.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive COIG spot · $2.68COIG PRICE$0.17$0.17$0.19$0.21$0.23$0.26$0.34$0.41$0.48$0.55$0.62$0.69$0.76$0.20$0.22$0.24$0.26$0.28$0.30$0.32$0.34$0.36$0.38$0.40
Puts——
CallsExpensive1.62×
Skew——
Implied moveBullish±$0.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.54531.9%187.7%1.98333.6%33.5%
25Δ4.69369.4%81.7%2.10306.5%30.0%
30Δ3.86297.5%50.8%2.20285.3%27.0%
35Δ3.55270.8%40.3%2.30264.1%24.0%
40Δ3.24244.0%29.7%2.40242.9%21.0%
45Δ2.97223.6%20.8%2.50221.7%18.0%
50Δ2.84227.6%18.7%2.60200.5%15.1%
55Δ2.72231.5%16.5%2.70179.3%12.1%
60Δ2.59235.5%14.3%2.80158.1%9.1%
65Δ2.46239.4%12.2%2.90136.8%6.1%
70Δ2.33243.4%10.0%3.00115.6%3.1%
75Δ2.20247.3%7.8%
80Δ2.07251.3%5.7%

20Δ

Calls
Pseudo strike
7.54
IV
531.9%
B/E move
187.7%
Puts
Pseudo strike
1.98
IV
333.6%
B/E move
33.5%

25Δ

Calls
Pseudo strike
4.69
IV
369.4%
B/E move
81.7%
Puts
Pseudo strike
2.10
IV
306.5%
B/E move
30.0%

30Δ

Calls
Pseudo strike
3.86
IV
297.5%
B/E move
50.8%
Puts
Pseudo strike
2.20
IV
285.3%
B/E move
27.0%

35Δ

Calls
Pseudo strike
3.55
IV
270.8%
B/E move
40.3%
Puts
Pseudo strike
2.30
IV
264.1%
B/E move
24.0%

40Δ

Calls
Pseudo strike
3.24
IV
244.0%
B/E move
29.7%
Puts
Pseudo strike
2.40
IV
242.9%
B/E move
21.0%

45Δ

Calls
Pseudo strike
2.97
IV
223.6%
B/E move
20.8%
Puts
Pseudo strike
2.50
IV
221.7%
B/E move
18.0%

50Δ

Calls
Pseudo strike
2.84
IV
227.6%
B/E move
18.7%
Puts
Pseudo strike
2.60
IV
200.5%
B/E move
15.1%

55Δ

Calls
Pseudo strike
2.72
IV
231.5%
B/E move
16.5%
Puts
Pseudo strike
2.70
IV
179.3%
B/E move
12.1%

60Δ

Calls
Pseudo strike
2.59
IV
235.5%
B/E move
14.3%
Puts
Pseudo strike
2.80
IV
158.1%
B/E move
9.1%

65Δ

Calls
Pseudo strike
2.46
IV
239.4%
B/E move
12.2%
Puts
Pseudo strike
2.90
IV
136.8%
B/E move
6.1%

70Δ

Calls
Pseudo strike
2.33
IV
243.4%
B/E move
10.0%
Puts
Pseudo strike
3.00
IV
115.6%
B/E move
3.1%

75Δ

Calls
Pseudo strike
2.20
IV
247.3%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.07
IV
251.3%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend142.91%
Daily EOD
COIG127.8%135.9%144.0%2026-10-19: 131.92%2026-10-20: 128.93%2026-10-21: 131.93%2026-10-22: 135.73%2026-10-23: 130.43%2026-10-26: 135.27%2026-10-27: 135.54%2026-10-28: 132.98%2026-10-29: 134.19%2026-10-30: 142.91%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
131.92%
128.93%
131.93%
135.73%
130.43%
135.27%
135.54%
132.98%
134.19%
142.91%