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

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Market dataready · fetched 2026-11-13T10:49:02.613Z

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 · 2026-11-13T10:48:26.533901314Z

FundamentalsLeverage Shares · ready · as of 2026-11-13 · fetched 2026-11-13T10:49:02.073695+00:00

Share price$4.06
1D
Price history unavailable.

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$0.10$0.50$0.89$1.28$1.67$1.11$2.68$4.25$5.83$7.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NBIG spot · $4.06NBIG PRICE$0.15$0.20$0.25$0.29$0.38$0.46$0.55$0.64$0.72$0.85$0.97$1.10$1.22$0.17$0.22$0.26$0.31$0.35$0.43$0.54$0.64$0.75$0.86$0.97$1.09$1.56
PutsCheap0.48×
CallsCheap0.87×
SkewBullish-93.99 pp
Implied moveBalanced±$1.09
TiltBearish2.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.04268.4%52.5%3.19231.0%25.7%
25Δ5.70266.0%45.1%3.37220.3%22.3%
30Δ5.37263.6%38.2%3.55209.6%19.0%
35Δ5.03261.1%31.3%3.73198.9%15.7%
40Δ4.82270.6%28.0%3.91188.2%12.4%
45Δ4.61281.4%25.1%4.08182.7%10.1%
50Δ4.41292.2%22.2%4.23182.5%9.0%
55Δ4.20303.0%19.3%4.39182.4%7.9%
60Δ4.00313.9%16.4%4.54182.2%6.7%
65Δ3.77311.5%13.9%4.69182.0%5.6%
70Δ3.55309.1%11.4%4.85181.9%4.4%
75Δ3.32306.7%8.8%5.01182.3%3.3%
80Δ3.09304.3%6.3%5.51205.8%2.7%

20Δ

Calls
Pseudo strike
6.04
IV
268.4%
B/E move
52.5%
Puts
Pseudo strike
3.19
IV
231.0%
B/E move
25.7%

25Δ

Calls
Pseudo strike
5.70
IV
266.0%
B/E move
45.1%
Puts
Pseudo strike
3.37
IV
220.3%
B/E move
22.3%

30Δ

Calls
Pseudo strike
5.37
IV
263.6%
B/E move
38.2%
Puts
Pseudo strike
3.55
IV
209.6%
B/E move
19.0%

35Δ

Calls
Pseudo strike
5.03
IV
261.1%
B/E move
31.3%
Puts
Pseudo strike
3.73
IV
198.9%
B/E move
15.7%

40Δ

Calls
Pseudo strike
4.82
IV
270.6%
B/E move
28.0%
Puts
Pseudo strike
3.91
IV
188.2%
B/E move
12.4%

45Δ

Calls
Pseudo strike
4.61
IV
281.4%
B/E move
25.1%
Puts
Pseudo strike
4.08
IV
182.7%
B/E move
10.1%

50Δ

Calls
Pseudo strike
4.41
IV
292.2%
B/E move
22.2%
Puts
Pseudo strike
4.23
IV
182.5%
B/E move
9.0%

55Δ

Calls
Pseudo strike
4.20
IV
303.0%
B/E move
19.3%
Puts
Pseudo strike
4.39
IV
182.4%
B/E move
7.9%

60Δ

Calls
Pseudo strike
4.00
IV
313.9%
B/E move
16.4%
Puts
Pseudo strike
4.54
IV
182.2%
B/E move
6.7%

65Δ

Calls
Pseudo strike
3.77
IV
311.5%
B/E move
13.9%
Puts
Pseudo strike
4.69
IV
182.0%
B/E move
5.6%

70Δ

Calls
Pseudo strike
3.55
IV
309.1%
B/E move
11.4%
Puts
Pseudo strike
4.85
IV
181.9%
B/E move
4.4%

75Δ

Calls
Pseudo strike
3.32
IV
306.7%
B/E move
8.8%
Puts
Pseudo strike
5.01
IV
182.3%
B/E move
3.3%

80Δ

Calls
Pseudo strike
3.09
IV
304.3%
B/E move
6.3%
Puts
Pseudo strike
5.51
IV
205.8%
B/E move
2.7%

Options history

IV · four-Friday blend187.08%
Daily EOD
NBIG164.3%176.5%188.8%2026-10-19: 166.15%2026-10-20: 165.94%2026-10-21: 167.72%2026-10-22: 175.67%2026-10-23: 174.89%2026-10-26: 178.45%2026-10-27: 180.05%2026-10-28: 179.95%2026-10-29: 180.19%2026-10-30: 187.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
166.15%
165.94%
167.72%
175.67%
174.89%
178.45%
180.05%
179.95%
180.19%
187.08%