IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-22T23:08:50.042Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T22:23:08.641985961Z

FundamentalsAlpha Vantage · unavailable

Share price$1.38
1D-4.2%
AH$1.32$1.38$1.44$1.50$1.565:30 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$0.20$0.88$1.57$2.25$2.93$-0.55$0.50$1.55$2.60$3.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONDG spot · $1.38ONDG PRICE$0.28$0.28$0.32$0.35$0.39$0.42$0.45$0.49$0.52$0.33$0.51$0.68$0.85$1.03$1.42$1.86$2.30$2.73$2.49$1.99
PutsExpensive2.20×
CallsExpensive2.22×
SkewBullish-1.07 pp
Implied moveBearish±$2.21
TiltBearish64.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.01281.0%50.9%
25Δ1.25281.6%46.1%
30Δ1.49282.3%41.4%
35Δ11.53432.4%755.0%1.73282.9%36.6%
40Δ4.61332.0%254.6%1.97283.5%31.9%
45Δ3.77310.8%196.4%2.42287.5%28.2%
50Δ3.37291.2%169.7%2.90292.1%24.7%
55Δ2.97271.6%143.0%3.39296.6%21.2%
60Δ2.57252.0%116.2%3.87301.2%17.7%
65Δ2.16232.4%89.5%3.68268.3%13.8%
70Δ1.76212.8%62.8%3.24221.6%9.8%
75Δ1.36193.2%36.1%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.01
IV
281.0%
B/E move
50.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.25
IV
281.6%
B/E move
46.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.49
IV
282.3%
B/E move
41.4%

35Δ

Calls
Pseudo strike
11.53
IV
432.4%
B/E move
755.0%
Puts
Pseudo strike
1.73
IV
282.9%
B/E move
36.6%

40Δ

Calls
Pseudo strike
4.61
IV
332.0%
B/E move
254.6%
Puts
Pseudo strike
1.97
IV
283.5%
B/E move
31.9%

45Δ

Calls
Pseudo strike
3.77
IV
310.8%
B/E move
196.4%
Puts
Pseudo strike
2.42
IV
287.5%
B/E move
28.2%

50Δ

Calls
Pseudo strike
3.37
IV
291.2%
B/E move
169.7%
Puts
Pseudo strike
2.90
IV
292.1%
B/E move
24.7%

55Δ

Calls
Pseudo strike
2.97
IV
271.6%
B/E move
143.0%
Puts
Pseudo strike
3.39
IV
296.6%
B/E move
21.2%

60Δ

Calls
Pseudo strike
2.57
IV
252.0%
B/E move
116.2%
Puts
Pseudo strike
3.87
IV
301.2%
B/E move
17.7%

65Δ

Calls
Pseudo strike
2.16
IV
232.4%
B/E move
89.5%
Puts
Pseudo strike
3.68
IV
268.3%
B/E move
13.8%

70Δ

Calls
Pseudo strike
1.76
IV
212.8%
B/E move
62.8%
Puts
Pseudo strike
3.24
IV
221.6%
B/E move
9.8%

75Δ

Calls
Pseudo strike
1.36
IV
193.2%
B/E move
36.1%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

No recorded observations