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Themes ETF Trust Leverage Shares 2X Long NBIS Daily ETF NBIG

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Market datapartial · fetched 2026-10-22T18:25:46.429Z

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 · 2026-10-22T18:25:43.511267167Z

FundamentalsAlpha Vantage · unavailable

Share price$7.51
1D-10.4%
$7.30$7.63$7.95$8.27$8.605:30 AM6:30 AM9:00 AM1:00 PMNBIG
Sold putSold call

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

Live interpolated NBIG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long NBIS Daily ETF$0.15$2.23$4.30$6.37$8.44$1.10$6.55$12.00$17.46$22.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NBIG spot · $7.51NBIG PRICE$0.38$0.47$0.60$0.75$0.91$1.07$1.23$1.40$1.61$1.85$2.08$2.30$2.67$0.68$0.89$1.14$1.42$1.80$2.17$2.55$2.96$3.47$4.50$4.99$6.04$7.84
PutsExpensive1.12×
CallsExpensive1.23×
SkewBearish+5.81 pp
Implied moveBearish±$3.78
TiltBearish40.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.55204.6%98.7%5.44208.6%36.6%
25Δ12.62192.4%74.4%6.03203.7%31.5%
30Δ11.51189.0%61.2%6.57201.3%27.8%
35Δ10.91197.0%55.2%7.11199.9%24.2%
40Δ10.25201.7%48.6%7.69203.1%21.6%
45Δ9.53201.3%41.1%8.27203.5%18.9%
50Δ8.81197.9%33.7%8.85200.9%16.2%
55Δ8.19195.3%27.7%9.45197.4%13.7%
60Δ7.64197.1%23.2%10.12196.1%11.4%
65Δ7.11200.9%19.3%11.26208.9%9.9%
70Δ6.58197.6%15.3%11.92200.9%7.7%
75Δ6.06192.6%11.3%13.10203.4%6.0%
80Δ5.49197.2%8.6%15.02212.5%4.5%

20Δ

Calls
Pseudo strike
14.55
IV
204.6%
B/E move
98.7%
Puts
Pseudo strike
5.44
IV
208.6%
B/E move
36.6%

25Δ

Calls
Pseudo strike
12.62
IV
192.4%
B/E move
74.4%
Puts
Pseudo strike
6.03
IV
203.7%
B/E move
31.5%

30Δ

Calls
Pseudo strike
11.51
IV
189.0%
B/E move
61.2%
Puts
Pseudo strike
6.57
IV
201.3%
B/E move
27.8%

35Δ

Calls
Pseudo strike
10.91
IV
197.0%
B/E move
55.2%
Puts
Pseudo strike
7.11
IV
199.9%
B/E move
24.2%

40Δ

Calls
Pseudo strike
10.25
IV
201.7%
B/E move
48.6%
Puts
Pseudo strike
7.69
IV
203.1%
B/E move
21.6%

45Δ

Calls
Pseudo strike
9.53
IV
201.3%
B/E move
41.1%
Puts
Pseudo strike
8.27
IV
203.5%
B/E move
18.9%

50Δ

Calls
Pseudo strike
8.81
IV
197.9%
B/E move
33.7%
Puts
Pseudo strike
8.85
IV
200.9%
B/E move
16.2%

55Δ

Calls
Pseudo strike
8.19
IV
195.3%
B/E move
27.7%
Puts
Pseudo strike
9.45
IV
197.4%
B/E move
13.7%

60Δ

Calls
Pseudo strike
7.64
IV
197.1%
B/E move
23.2%
Puts
Pseudo strike
10.12
IV
196.1%
B/E move
11.4%

65Δ

Calls
Pseudo strike
7.11
IV
200.9%
B/E move
19.3%
Puts
Pseudo strike
11.26
IV
208.9%
B/E move
9.9%

70Δ

Calls
Pseudo strike
6.58
IV
197.6%
B/E move
15.3%
Puts
Pseudo strike
11.92
IV
200.9%
B/E move
7.7%

75Δ

Calls
Pseudo strike
6.06
IV
192.6%
B/E move
11.3%
Puts
Pseudo strike
13.10
IV
203.4%
B/E move
6.0%

80Δ

Calls
Pseudo strike
5.49
IV
197.2%
B/E move
8.6%
Puts
Pseudo strike
15.02
IV
212.5%
B/E move
4.5%

Options history

No recorded observations