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Themes ETF Trust Leverage Shares 2X Long ONDS Daily ETF ONDG

i

Market dataready · fetched 2026-11-12T02:54:29.223Z

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 · 2026-11-12T00:57:54.855835864Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:54:28.823561+00:00

Share price$1.15
1D-0.8%
AH$1.10$1.12$1.15$1.17$1.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONDG
Sold putSold callAH

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

Live interpolated ONDG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long ONDS Daily ETF$0.06$0.26$0.47$0.67$0.87$0.56$0.85$1.14$1.43$1.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ONDG spot · $1.15ONDG PRICE$0.09$0.10$0.11$0.12$0.13$0.14$0.15$0.17$0.18$0.19$0.20$0.33$0.37$0.42$0.47$0.52$0.57$0.62$0.66$0.71$0.76$0.81
Puts——
Calls——
Skew——
Implied moveBearish±$0.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ2.83479.8%153.9%
30Δ2.65448.1%139.1%1.05563.2%37.5%
35Δ2.47416.4%124.2%1.13537.4%34.4%
40Δ2.29384.8%109.3%1.21511.5%31.2%
45Δ2.10353.1%94.4%1.30485.6%28.1%
50Δ1.92321.4%79.5%1.38459.8%25.0%
55Δ1.74289.7%64.6%1.47433.9%21.9%
60Δ1.56258.0%49.7%1.55408.0%18.8%
65Δ1.37226.3%34.8%1.63382.2%15.7%
70Δ1.19194.6%20.0%1.72356.3%12.6%
75Δ1.01162.9%5.1%1.80330.4%9.5%
80Δ1.89304.6%6.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.83
IV
479.8%
B/E move
153.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
2.65
IV
448.1%
B/E move
139.1%
Puts
Pseudo strike
1.05
IV
563.2%
B/E move
37.5%

35Δ

Calls
Pseudo strike
2.47
IV
416.4%
B/E move
124.2%
Puts
Pseudo strike
1.13
IV
537.4%
B/E move
34.4%

40Δ

Calls
Pseudo strike
2.29
IV
384.8%
B/E move
109.3%
Puts
Pseudo strike
1.21
IV
511.5%
B/E move
31.2%

45Δ

Calls
Pseudo strike
2.10
IV
353.1%
B/E move
94.4%
Puts
Pseudo strike
1.30
IV
485.6%
B/E move
28.1%

50Δ

Calls
Pseudo strike
1.92
IV
321.4%
B/E move
79.5%
Puts
Pseudo strike
1.38
IV
459.8%
B/E move
25.0%

55Δ

Calls
Pseudo strike
1.74
IV
289.7%
B/E move
64.6%
Puts
Pseudo strike
1.47
IV
433.9%
B/E move
21.9%

60Δ

Calls
Pseudo strike
1.56
IV
258.0%
B/E move
49.7%
Puts
Pseudo strike
1.55
IV
408.0%
B/E move
18.8%

65Δ

Calls
Pseudo strike
1.37
IV
226.3%
B/E move
34.8%
Puts
Pseudo strike
1.63
IV
382.2%
B/E move
15.7%

70Δ

Calls
Pseudo strike
1.19
IV
194.6%
B/E move
20.0%
Puts
Pseudo strike
1.72
IV
356.3%
B/E move
12.6%

75Δ

Calls
Pseudo strike
1.01
IV
162.9%
B/E move
5.1%
Puts
Pseudo strike
1.80
IV
330.4%
B/E move
9.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.89
IV
304.6%
B/E move
6.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations