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Themes China Generative Artificial Intelligence ETF DRGN

i

Market dataready · fetched 2026-11-11T14:55:19.811Z

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 · 2026-11-11T14:30:00.159931678Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:55:19.385702+00:00

Share price$28.43
1D+0.0%
$28.42$28.42$28.43$28.44$28.445:30 AM6:30 AM9:00 AM1:00 PMDRGN
Sold putSold call

Themes China Generative Artificial Intelligence ETF options

Live interpolated DRGN call and put midpoint premiums by absolute delta.Themes China Generative Artificial Intelligence ETF$0.29$1.18$2.08$2.97$3.86$26.32$27.62$28.92$30.22$31.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DRGN spot · $28.43DRGN PRICE$0.39$0.39$0.48$0.67$0.87$1.06$1.17$1.26$2.90$3.38$3.61$0.53$0.75$0.97$1.18$1.30$1.35$1.40$1.46
Puts——
Calls——
Skew——
Implied moveBullish±$2.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.8298.3%20.3%
25Δ31.4470.6%12.0%
30Δ29.8956.2%6.8%
35Δ29.6162.2%6.5%
40Δ29.3368.2%6.2%28.1736.0%2.8%
45Δ29.0674.2%5.9%28.4141.4%2.7%
50Δ28.6870.9%5.0%28.6646.9%2.6%
55Δ28.2865.2%3.9%28.9052.3%2.5%
60Δ29.0952.0%2.3%
65Δ29.2547.6%1.9%
70Δ26.49100.9%3.4%29.4043.3%1.5%
75Δ25.85103.8%2.8%29.5539.0%1.2%
80Δ25.3995.4%2.0%

20Δ

Calls
Pseudo strike
33.82
IV
98.3%
B/E move
20.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
31.44
IV
70.6%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
29.89
IV
56.2%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
29.61
IV
62.2%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
29.33
IV
68.2%
B/E move
6.2%
Puts
Pseudo strike
28.17
IV
36.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
29.06
IV
74.2%
B/E move
5.9%
Puts
Pseudo strike
28.41
IV
41.4%
B/E move
2.7%

50Δ

Calls
Pseudo strike
28.68
IV
70.9%
B/E move
5.0%
Puts
Pseudo strike
28.66
IV
46.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
28.28
IV
65.2%
B/E move
3.9%
Puts
Pseudo strike
28.90
IV
52.3%
B/E move
2.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.09
IV
52.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.25
IV
47.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
26.49
IV
100.9%
B/E move
3.4%
Puts
Pseudo strike
29.40
IV
43.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
25.85
IV
103.8%
B/E move
2.8%
Puts
Pseudo strike
29.55
IV
39.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
25.39
IV
95.4%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend39.23%
Daily EOD
DRGN37.3%40.4%43.6%2026-10-19: 38.17%2026-10-20: 38.50%2026-10-21: 37.73%2026-10-22: 41.92%2026-10-23: 41.16%2026-10-26: 43.16%2026-10-27: 41.34%2026-10-28: 42.07%2026-10-29: 37.93%2026-10-30: 39.23%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.17%
38.50%
37.73%
41.92%
41.16%
43.16%
41.34%
42.07%
37.93%
39.23%