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

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Market datapartial · fetched 2026-10-23T00:02:27.243Z

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 · 2026-10-22T23:59:37.567076773Z

FundamentalsAlpha Vantage · unavailable

Share price$7.35
1D-11.8%
AH$7.28$7.61$7.94$8.27$8.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNBIG
Sold putSold callAH

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$0.24$1.48$2.71$3.95$5.19$1.46$6.81$12.17$17.52$22.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NBIG spot · $7.34NBIG PRICE$0.38$0.47$0.60$0.75$0.93$1.10$1.26$1.42$1.66$1.91$2.25$2.59$2.92$0.65$0.82$1.05$1.28$1.59$1.92$2.28$2.65$3.07$3.48$3.91$4.36$4.83
PutsFair1.01×
CallsExpensive1.33×
SkewBullish-30.21 pp
Implied moveBearish±$3.55
TiltBearish27.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.41209.5%101.3%5.33206.5%36.3%
25Δ12.37193.8%74.8%5.91195.6%30.8%
30Δ11.49196.8%64.7%6.42191.7%26.9%
35Δ10.89205.7%58.6%6.91189.1%23.3%
40Δ10.27212.8%52.4%7.43189.2%20.5%
45Δ9.57215.2%45.2%7.95189.8%17.9%
50Δ8.84212.9%37.5%8.49188.4%15.4%
55Δ8.13206.9%30.0%9.04186.5%13.1%
60Δ7.56211.6%25.5%9.61183.3%10.9%
65Δ7.02218.6%21.7%10.18179.4%8.9%
70Δ6.45230.6%18.5%10.75173.8%6.9%
75Δ5.87240.0%15.2%11.33167.3%5.2%
80Δ5.25238.8%11.2%11.92159.9%3.6%

20Δ

Calls
Pseudo strike
14.41
IV
209.5%
B/E move
101.3%
Puts
Pseudo strike
5.33
IV
206.5%
B/E move
36.3%

25Δ

Calls
Pseudo strike
12.37
IV
193.8%
B/E move
74.8%
Puts
Pseudo strike
5.91
IV
195.6%
B/E move
30.8%

30Δ

Calls
Pseudo strike
11.49
IV
196.8%
B/E move
64.7%
Puts
Pseudo strike
6.42
IV
191.7%
B/E move
26.9%

35Δ

Calls
Pseudo strike
10.89
IV
205.7%
B/E move
58.6%
Puts
Pseudo strike
6.91
IV
189.1%
B/E move
23.3%

40Δ

Calls
Pseudo strike
10.27
IV
212.8%
B/E move
52.4%
Puts
Pseudo strike
7.43
IV
189.2%
B/E move
20.5%

45Δ

Calls
Pseudo strike
9.57
IV
215.2%
B/E move
45.2%
Puts
Pseudo strike
7.95
IV
189.8%
B/E move
17.9%

50Δ

Calls
Pseudo strike
8.84
IV
212.9%
B/E move
37.5%
Puts
Pseudo strike
8.49
IV
188.4%
B/E move
15.4%

55Δ

Calls
Pseudo strike
8.13
IV
206.9%
B/E move
30.0%
Puts
Pseudo strike
9.04
IV
186.5%
B/E move
13.1%

60Δ

Calls
Pseudo strike
7.56
IV
211.6%
B/E move
25.5%
Puts
Pseudo strike
9.61
IV
183.3%
B/E move
10.9%

65Δ

Calls
Pseudo strike
7.02
IV
218.6%
B/E move
21.7%
Puts
Pseudo strike
10.18
IV
179.4%
B/E move
8.9%

70Δ

Calls
Pseudo strike
6.45
IV
230.6%
B/E move
18.5%
Puts
Pseudo strike
10.75
IV
173.8%
B/E move
6.9%

75Δ

Calls
Pseudo strike
5.87
IV
240.0%
B/E move
15.2%
Puts
Pseudo strike
11.33
IV
167.3%
B/E move
5.2%

80Δ

Calls
Pseudo strike
5.25
IV
238.8%
B/E move
11.2%
Puts
Pseudo strike
11.92
IV
159.9%
B/E move
3.6%

Options history

No recorded observations