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

i

Market dataready · fetched 2026-11-11T15:57:10.617Z

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 · 2026-11-11T15:45:05.994854048Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:57:10.235082+00:00

Share price$11.31
1D+1.0%
$11.17$11.25$11.32$11.40$11.475:30 AM6:30 AM9:00 AM1:00 PMFIGG
Sold putSold call

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$1.00$1.64$2.29$2.94$3.58$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFIGG PRICE$1.18$1.51$1.84$2.16$2.49$1.07$1.25$1.44$1.66$1.88$2.10$2.72$3.40
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ11.30150.1%9.5%
50Δ11.64149.1%8.2%
55Δ11.98148.0%6.8%
60Δ10.96141.0%7.3%12.32145.2%5.7%
65Δ10.52142.9%6.4%12.66142.2%4.7%
70Δ10.08144.8%5.4%13.01139.3%3.6%
75Δ9.65146.7%4.4%13.69150.3%3.0%
80Δ9.21148.6%3.5%14.44155.8%2.4%

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
IV
B/E move

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.30
IV
150.1%
B/E move
9.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.64
IV
149.1%
B/E move
8.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.98
IV
148.0%
B/E move
6.8%

60Δ

Calls
Pseudo strike
10.96
IV
141.0%
B/E move
7.3%
Puts
Pseudo strike
12.32
IV
145.2%
B/E move
5.7%

65Δ

Calls
Pseudo strike
10.52
IV
142.9%
B/E move
6.4%
Puts
Pseudo strike
12.66
IV
142.2%
B/E move
4.7%

70Δ

Calls
Pseudo strike
10.08
IV
144.8%
B/E move
5.4%
Puts
Pseudo strike
13.01
IV
139.3%
B/E move
3.6%

75Δ

Calls
Pseudo strike
9.65
IV
146.7%
B/E move
4.4%
Puts
Pseudo strike
13.69
IV
150.3%
B/E move
3.0%

80Δ

Calls
Pseudo strike
9.21
IV
148.6%
B/E move
3.5%
Puts
Pseudo strike
14.44
IV
155.8%
B/E move
2.4%

Options history

IV · four-Friday blend150.95%
Daily close
FIGG137.8%147.9%158.0%2026-09-04: 148.69%2026-09-08: 152.64%2026-09-09: 154.39%2026-09-10: 155.01%2026-09-11: 146.74%2026-09-15: 156.58%2026-09-16: 151.98%2026-09-17: 149.41%2026-09-18: 151.98%2026-09-21: 150.50%2026-09-22: 151.33%2026-09-23: 147.76%2026-09-24: 146.76%2026-09-25: 144.92%2026-09-28: 149.44%2026-09-29: 147.97%2026-09-30: 148.84%2026-10-01: 148.90%2026-10-02: 144.89%2026-10-05: 146.60%2026-10-06: 145.66%2026-10-07: 142.06%2026-10-08: 144.44%2026-10-09: 139.15%2026-10-12: 146.17%2026-10-13: 149.51%2026-10-14: 150.90%2026-10-15: 150.95%Sep 4Sep 25Oct 15
28 observations2026-09-04 — 2026-10-15
Table
DateIV (%)
148.69%
152.64%
154.39%
155.01%
146.74%
156.58%
151.98%
149.41%
151.98%
150.50%
151.33%
147.76%
146.76%
144.92%
149.44%
147.97%
148.84%
148.90%
144.89%
146.60%
145.66%
142.06%
144.44%
139.15%
146.17%
149.51%
150.90%
150.95%