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

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Market datapartial · fetched 2026-10-23T18:44:55.650Z

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 · 2026-10-23T18:44:15.174428844Z

FundamentalsAlpha Vantage · unavailable

Share price$7.78
1D+1.2%
$7.43$7.60$7.77$7.93$8.105:30 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$0.20$1.85$3.49$5.14$6.79$1.50$6.84$12.18$17.53$22.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NBIG spot · $7.78NBIG PRICE$0.37$0.50$0.64$0.74$0.89$1.05$1.22$1.42$1.64$1.93$2.21$2.48$2.85$0.67$0.90$1.16$1.44$1.74$2.08$2.43$2.93$3.45$4.00$4.46$5.50$6.32
PutsExpensive1.08×
CallsExpensive1.19×
SkewBullish-2.87 pp
Implied moveBearish±$3.65
TiltBearish34.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.34196.3%89.2%5.66206.1%35.9%
25Δ13.20198.9%76.1%6.26201.7%31.1%
30Δ12.25201.6%65.7%6.80201.4%27.4%
35Δ10.94188.1%50.1%7.35200.1%24.1%
40Δ10.26190.2%43.3%7.90198.2%20.9%
45Δ9.60190.4%36.9%8.45195.8%18.1%
50Δ8.96189.7%30.8%9.01193.3%15.5%
55Δ8.42192.3%26.4%9.67194.5%13.3%
60Δ7.88196.4%22.4%10.36194.5%11.2%
65Δ7.35205.1%19.3%11.06192.6%9.2%
70Δ6.82210.1%16.0%11.68185.4%7.2%
75Δ6.25207.2%12.2%12.84190.7%5.6%
80Δ5.64211.1%9.2%13.78186.0%4.0%

20Δ

Calls
Pseudo strike
14.34
IV
196.3%
B/E move
89.2%
Puts
Pseudo strike
5.66
IV
206.1%
B/E move
35.9%

25Δ

Calls
Pseudo strike
13.20
IV
198.9%
B/E move
76.1%
Puts
Pseudo strike
6.26
IV
201.7%
B/E move
31.1%

30Δ

Calls
Pseudo strike
12.25
IV
201.6%
B/E move
65.7%
Puts
Pseudo strike
6.80
IV
201.4%
B/E move
27.4%

35Δ

Calls
Pseudo strike
10.94
IV
188.1%
B/E move
50.1%
Puts
Pseudo strike
7.35
IV
200.1%
B/E move
24.1%

40Δ

Calls
Pseudo strike
10.26
IV
190.2%
B/E move
43.3%
Puts
Pseudo strike
7.90
IV
198.2%
B/E move
20.9%

45Δ

Calls
Pseudo strike
9.60
IV
190.4%
B/E move
36.9%
Puts
Pseudo strike
8.45
IV
195.8%
B/E move
18.1%

50Δ

Calls
Pseudo strike
8.96
IV
189.7%
B/E move
30.8%
Puts
Pseudo strike
9.01
IV
193.3%
B/E move
15.5%

55Δ

Calls
Pseudo strike
8.42
IV
192.3%
B/E move
26.4%
Puts
Pseudo strike
9.67
IV
194.5%
B/E move
13.3%

60Δ

Calls
Pseudo strike
7.88
IV
196.4%
B/E move
22.4%
Puts
Pseudo strike
10.36
IV
194.5%
B/E move
11.2%

65Δ

Calls
Pseudo strike
7.35
IV
205.1%
B/E move
19.3%
Puts
Pseudo strike
11.06
IV
192.6%
B/E move
9.2%

70Δ

Calls
Pseudo strike
6.82
IV
210.1%
B/E move
16.0%
Puts
Pseudo strike
11.68
IV
185.4%
B/E move
7.2%

75Δ

Calls
Pseudo strike
6.25
IV
207.2%
B/E move
12.2%
Puts
Pseudo strike
12.84
IV
190.7%
B/E move
5.6%

80Δ

Calls
Pseudo strike
5.64
IV
211.1%
B/E move
9.2%
Puts
Pseudo strike
13.78
IV
186.0%
B/E move
4.0%

Options history

No recorded observations