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Themes ETF Trust Leverage Shares 2X Long NIO Daily ETF NIOG

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Market datapartial · fetched 2026-10-22T20:32:03.163Z

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 · 2026-10-22T20:00:00.484957519Z

FundamentalsAlpha Vantage · unavailable

Share price$5.00
1D+3.5%
AH$4.80$4.91$5.02$5.12$5.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNIOG
Sold putSold callAH

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

Live interpolated NIOG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long NIO Daily ETF$0.31$0.77$1.24$1.71$2.18$2.88$3.98$5.08$6.19$7.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NIOG spot · $5.00NIOG PRICE$0.42$0.46$0.50$0.54$0.54$0.42$0.36$0.50$0.64$0.78$0.92$1.06$0.45$0.47$0.47$0.46$0.46$0.45$0.62$0.80$0.97$1.15$1.39$1.72$2.05
PutsExpensive1.34×
CallsExpensive1.62×
SkewBullish-12.48 pp
Implied moveBearish±$1.04
TiltBearish23.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.56219.2%37.7%
25Δ11.93284.7%147.2%4.04175.1%28.6%
30Δ8.74230.9%84.1%4.28151.7%23.7%
35Δ7.49202.2%60.0%4.52128.3%18.8%
40Δ6.61178.6%43.3%4.76104.9%13.9%
45Δ5.85146.8%28.0%5.0081.5%9.0%
50Δ5.3796.1%15.9%5.2286.4%8.1%
55Δ4.9658.3%6.4%5.4491.4%7.2%
60Δ4.7965.3%5.8%5.6696.5%6.3%
65Δ4.6272.2%5.2%5.87101.5%5.4%
70Δ4.4579.2%4.7%6.16105.8%4.5%
75Δ4.2886.2%4.1%6.53109.2%3.6%
80Δ4.1193.2%3.5%6.91112.6%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.56
IV
219.2%
B/E move
37.7%

25Δ

Calls
Pseudo strike
11.93
IV
284.7%
B/E move
147.2%
Puts
Pseudo strike
4.04
IV
175.1%
B/E move
28.6%

30Δ

Calls
Pseudo strike
8.74
IV
230.9%
B/E move
84.1%
Puts
Pseudo strike
4.28
IV
151.7%
B/E move
23.7%

35Δ

Calls
Pseudo strike
7.49
IV
202.2%
B/E move
60.0%
Puts
Pseudo strike
4.52
IV
128.3%
B/E move
18.8%

40Δ

Calls
Pseudo strike
6.61
IV
178.6%
B/E move
43.3%
Puts
Pseudo strike
4.76
IV
104.9%
B/E move
13.9%

45Δ

Calls
Pseudo strike
5.85
IV
146.8%
B/E move
28.0%
Puts
Pseudo strike
5.00
IV
81.5%
B/E move
9.0%

50Δ

Calls
Pseudo strike
5.37
IV
96.1%
B/E move
15.9%
Puts
Pseudo strike
5.22
IV
86.4%
B/E move
8.1%

55Δ

Calls
Pseudo strike
4.96
IV
58.3%
B/E move
6.4%
Puts
Pseudo strike
5.44
IV
91.4%
B/E move
7.2%

60Δ

Calls
Pseudo strike
4.79
IV
65.3%
B/E move
5.8%
Puts
Pseudo strike
5.66
IV
96.5%
B/E move
6.3%

65Δ

Calls
Pseudo strike
4.62
IV
72.2%
B/E move
5.2%
Puts
Pseudo strike
5.87
IV
101.5%
B/E move
5.4%

70Δ

Calls
Pseudo strike
4.45
IV
79.2%
B/E move
4.7%
Puts
Pseudo strike
6.16
IV
105.8%
B/E move
4.5%

75Δ

Calls
Pseudo strike
4.28
IV
86.2%
B/E move
4.1%
Puts
Pseudo strike
6.53
IV
109.2%
B/E move
3.6%

80Δ

Calls
Pseudo strike
4.11
IV
93.2%
B/E move
3.5%
Puts
Pseudo strike
6.91
IV
112.6%
B/E move
2.7%

Options history

No recorded observations