IntraAlpha
Create free account Start free

Themes ETF Trust Leverage Shares 2x Long FIG Daily ETF FIGG

i

Market datapartial · fetched 2026-10-22T09:17:46.147Z

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 · 2026-10-22T08:01:06.474212454Z

FundamentalsAlpha Vantage · unavailable

Share price$17.61
1D
Price history unavailable.

Themes ETF Trust Leverage Shares 2x Long FIG Daily ETF options

Live interpolated FIGG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2x Long FIG Daily ETF$0.47$3.42$6.38$9.33$12.28$7.21$12.62$18.04$23.45$28.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FIGG spot · $17.61FIGG PRICE$0.79$1.06$1.32$1.64$1.99$2.32$2.68$3.16$3.62$4.08$4.63$5.32$6.14$1.24$1.67$2.17$2.69$3.21$3.79$4.54$5.37$6.33$7.31$8.59$9.86$11.43
PutsExpensive1.51×
CallsExpensive1.64×
SkewBullish-17.04 pp
Implied moveBearish±$7.21
TiltBearish27.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.47175.5%77.5%13.19172.3%32.1%
25Δ28.39179.3%67.2%14.32172.1%28.1%
30Δ26.06176.2%55.5%15.41172.5%24.8%
35Δ24.49180.0%48.4%16.48171.0%21.7%
40Δ23.05184.0%42.2%17.52167.7%18.7%
45Δ21.48181.5%35.1%18.56164.8%16.1%
50Δ20.09179.9%29.3%19.70165.2%13.9%
55Δ18.98186.1%25.7%20.88165.4%11.9%
60Δ17.76186.4%21.4%22.17165.6%10.0%
65Δ16.55184.1%17.2%23.48163.0%8.2%
70Δ15.39184.6%13.7%25.06162.5%6.5%
75Δ14.21188.6%10.9%26.60159.4%4.9%
80Δ12.95193.7%8.4%28.42156.9%3.5%

20Δ

Calls
Pseudo strike
30.47
IV
175.5%
B/E move
77.5%
Puts
Pseudo strike
13.19
IV
172.3%
B/E move
32.1%

25Δ

Calls
Pseudo strike
28.39
IV
179.3%
B/E move
67.2%
Puts
Pseudo strike
14.32
IV
172.1%
B/E move
28.1%

30Δ

Calls
Pseudo strike
26.06
IV
176.2%
B/E move
55.5%
Puts
Pseudo strike
15.41
IV
172.5%
B/E move
24.8%

35Δ

Calls
Pseudo strike
24.49
IV
180.0%
B/E move
48.4%
Puts
Pseudo strike
16.48
IV
171.0%
B/E move
21.7%

40Δ

Calls
Pseudo strike
23.05
IV
184.0%
B/E move
42.2%
Puts
Pseudo strike
17.52
IV
167.7%
B/E move
18.7%

45Δ

Calls
Pseudo strike
21.48
IV
181.5%
B/E move
35.1%
Puts
Pseudo strike
18.56
IV
164.8%
B/E move
16.1%

50Δ

Calls
Pseudo strike
20.09
IV
179.9%
B/E move
29.3%
Puts
Pseudo strike
19.70
IV
165.2%
B/E move
13.9%

55Δ

Calls
Pseudo strike
18.98
IV
186.1%
B/E move
25.7%
Puts
Pseudo strike
20.88
IV
165.4%
B/E move
11.9%

60Δ

Calls
Pseudo strike
17.76
IV
186.4%
B/E move
21.4%
Puts
Pseudo strike
22.17
IV
165.6%
B/E move
10.0%

65Δ

Calls
Pseudo strike
16.55
IV
184.1%
B/E move
17.2%
Puts
Pseudo strike
23.48
IV
163.0%
B/E move
8.2%

70Δ

Calls
Pseudo strike
15.39
IV
184.6%
B/E move
13.7%
Puts
Pseudo strike
25.06
IV
162.5%
B/E move
6.5%

75Δ

Calls
Pseudo strike
14.21
IV
188.6%
B/E move
10.9%
Puts
Pseudo strike
26.60
IV
159.4%
B/E move
4.9%

80Δ

Calls
Pseudo strike
12.95
IV
193.7%
B/E move
8.4%
Puts
Pseudo strike
28.42
IV
156.9%
B/E move
3.5%

Options history

No recorded observations