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Themes ETF Trust Themes Generative Artificial Intelligence ETF WISE

i

Market dataready · fetched 2026-11-12T00:51:06.155Z

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 · 2026-11-11T21:00:00.313029938Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:51:05.809690+00:00

Share price$30.00
1D+0.9%
AH$29.84$29.98$30.12$30.26$30.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWISE
Sold putSold callAH

Themes ETF Trust Themes Generative Artificial Intelligence ETF options

Live interpolated WISE call and put midpoint premiums by absolute delta.Themes ETF Trust Themes Generative Artificial Intelligence ETF$0.30$0.96$1.61$2.27$2.92$26.60$28.35$30.10$31.85$33.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WISE spot · $30.00WISE PRICE$0.38$0.48$0.61$0.68$0.75$0.84$0.94$1.11$1.34$1.57$1.97$2.45$2.73$0.54$0.62$0.66$0.72$0.86$1.00$1.10$1.16$1.22$1.28$1.42$1.81$2.20
PutsFair1.00×
CallsExpensive1.20×
SkewBullish-4.18 pp
Implied moveBearish±$2.04
TiltBullish4.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.4676.5%12.8%26.7596.5%12.6%
25Δ32.5971.3%10.2%27.7283.7%9.7%
30Δ32.0772.3%8.9%28.4771.0%7.3%
35Δ31.4565.9%7.1%29.0662.2%5.5%
40Δ30.9059.5%5.5%29.4360.6%4.8%
45Δ30.5356.0%4.6%29.8059.0%4.0%
50Δ30.1652.5%3.6%30.1156.0%3.3%
55Δ29.8052.3%3.0%30.3551.4%2.7%
60Δ29.4654.4%2.7%30.5846.9%2.1%
65Δ29.1256.4%2.3%30.8242.3%1.5%
70Δ28.6461.6%2.0%31.1139.7%1.0%
75Δ28.0868.4%1.8%31.5542.8%0.9%
80Δ27.6865.4%1.4%32.0045.9%0.7%

20Δ

Calls
Pseudo strike
33.46
IV
76.5%
B/E move
12.8%
Puts
Pseudo strike
26.75
IV
96.5%
B/E move
12.6%

25Δ

Calls
Pseudo strike
32.59
IV
71.3%
B/E move
10.2%
Puts
Pseudo strike
27.72
IV
83.7%
B/E move
9.7%

30Δ

Calls
Pseudo strike
32.07
IV
72.3%
B/E move
8.9%
Puts
Pseudo strike
28.47
IV
71.0%
B/E move
7.3%

35Δ

Calls
Pseudo strike
31.45
IV
65.9%
B/E move
7.1%
Puts
Pseudo strike
29.06
IV
62.2%
B/E move
5.5%

40Δ

Calls
Pseudo strike
30.90
IV
59.5%
B/E move
5.5%
Puts
Pseudo strike
29.43
IV
60.6%
B/E move
4.8%

45Δ

Calls
Pseudo strike
30.53
IV
56.0%
B/E move
4.6%
Puts
Pseudo strike
29.80
IV
59.0%
B/E move
4.0%

50Δ

Calls
Pseudo strike
30.16
IV
52.5%
B/E move
3.6%
Puts
Pseudo strike
30.11
IV
56.0%
B/E move
3.3%

55Δ

Calls
Pseudo strike
29.80
IV
52.3%
B/E move
3.0%
Puts
Pseudo strike
30.35
IV
51.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
29.46
IV
54.4%
B/E move
2.7%
Puts
Pseudo strike
30.58
IV
46.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
29.12
IV
56.4%
B/E move
2.3%
Puts
Pseudo strike
30.82
IV
42.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
28.64
IV
61.6%
B/E move
2.0%
Puts
Pseudo strike
31.11
IV
39.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
28.08
IV
68.4%
B/E move
1.8%
Puts
Pseudo strike
31.55
IV
42.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
27.68
IV
65.4%
B/E move
1.4%
Puts
Pseudo strike
32.00
IV
45.9%
B/E move
0.7%

Options history

IV · four-Friday blend37.61%
Daily EOD
WISE33.8%35.8%37.9%2026-10-19: 36.69%2026-10-20: 35.77%2026-10-21: 35.97%2026-10-22: 36.91%2026-10-23: 36.81%2026-10-26: 34.07%2026-10-27: 36.79%2026-10-28: 34.95%2026-10-29: 34.13%2026-10-30: 37.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.69%
35.77%
35.97%
36.91%
36.81%
34.07%
36.79%
34.95%
34.13%
37.61%