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Themes China Generative Artificial Intelligence ETF DRGN

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Market datapartial · fetched 2026-10-22T13:02:55.217Z

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 · 2026-10-22T00:00:02.274911616Z

FundamentalsAlpha Vantage · unavailable

Share price$29.42
1D-0.2%
AH$29.36$29.39$29.42$29.45$29.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRGN
Sold putSold callAH

Themes China Generative Artificial Intelligence ETF options

Live interpolated DRGN call and put midpoint premiums by absolute delta.Themes China Generative Artificial Intelligence ETF$0.60$1.33$2.07$2.81$3.54$24.68$27.37$30.06$32.74$35.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRGN spot · $29.42DRGN PRICE$0.68$0.73$0.79$0.89$0.96$0.99$1.14$1.31$1.54$1.92$2.29$2.57$2.84$0.72$0.80$0.90$0.96$0.99$1.16$1.36$1.60$1.95$2.28$2.54$2.79$3.33
PutsExpensive1.40×
CallsExpensive1.91×
SkewBullish-1.69 pp
Implied moveBearish±$2.50
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.7480.5%27.2%25.4470.6%16.0%
25Δ33.9263.8%17.8%26.7159.5%11.9%
30Δ32.4254.2%12.9%27.5952.5%9.3%
35Δ31.4848.9%10.0%28.2846.2%7.2%
40Δ30.7543.8%7.8%28.8639.4%5.3%
45Δ30.1237.6%5.7%29.3037.9%4.4%
50Δ29.6936.2%4.8%29.6938.0%3.7%
55Δ29.3036.0%4.1%30.1138.4%3.1%
60Δ28.8936.5%3.4%30.5839.7%2.7%
65Δ28.4139.7%3.1%31.0540.7%2.2%
70Δ27.9342.1%2.7%31.4639.1%1.7%
75Δ27.4940.7%2.2%31.8737.4%1.2%
80Δ27.0539.3%1.6%32.5238.0%0.8%

20Δ

Calls
Pseudo strike
36.74
IV
80.5%
B/E move
27.2%
Puts
Pseudo strike
25.44
IV
70.6%
B/E move
16.0%

25Δ

Calls
Pseudo strike
33.92
IV
63.8%
B/E move
17.8%
Puts
Pseudo strike
26.71
IV
59.5%
B/E move
11.9%

30Δ

Calls
Pseudo strike
32.42
IV
54.2%
B/E move
12.9%
Puts
Pseudo strike
27.59
IV
52.5%
B/E move
9.3%

35Δ

Calls
Pseudo strike
31.48
IV
48.9%
B/E move
10.0%
Puts
Pseudo strike
28.28
IV
46.2%
B/E move
7.2%

40Δ

Calls
Pseudo strike
30.75
IV
43.8%
B/E move
7.8%
Puts
Pseudo strike
28.86
IV
39.4%
B/E move
5.3%

45Δ

Calls
Pseudo strike
30.12
IV
37.6%
B/E move
5.7%
Puts
Pseudo strike
29.30
IV
37.9%
B/E move
4.4%

50Δ

Calls
Pseudo strike
29.69
IV
36.2%
B/E move
4.8%
Puts
Pseudo strike
29.69
IV
38.0%
B/E move
3.7%

55Δ

Calls
Pseudo strike
29.30
IV
36.0%
B/E move
4.1%
Puts
Pseudo strike
30.11
IV
38.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
28.89
IV
36.5%
B/E move
3.4%
Puts
Pseudo strike
30.58
IV
39.7%
B/E move
2.7%

65Δ

Calls
Pseudo strike
28.41
IV
39.7%
B/E move
3.1%
Puts
Pseudo strike
31.05
IV
40.7%
B/E move
2.2%

70Δ

Calls
Pseudo strike
27.93
IV
42.1%
B/E move
2.7%
Puts
Pseudo strike
31.46
IV
39.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
27.49
IV
40.7%
B/E move
2.2%
Puts
Pseudo strike
31.87
IV
37.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
27.05
IV
39.3%
B/E move
1.6%
Puts
Pseudo strike
32.52
IV
38.0%
B/E move
0.8%

Options history

No recorded observations