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Themes ETF Trust Leverage Shares 2x Long BE Daily ETF BEG

i

Market dataready · fetched 2026-11-04T09:40:52.008Z

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 · 2026-11-04T09:33:39.178415442Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:40:51.267997+00:00

Share price$29.91
1D
Price history unavailable.

Themes ETF Trust Leverage Shares 2x Long BE Daily ETF options

Live interpolated BEG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2x Long BE Daily ETF$0.01$8.85$17.69$26.53$35.37$12.01$21.30$30.60$39.89$49.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BEG spot · $29.91BEG PRICE$0.96$1.23$1.52$1.74$2.14$2.49$2.78$3.30$3.60$3.73$4.14$4.47$4.73$2.18$2.98$4.05$5.04$6.39$8.03$10.13$12.99$17.10$22.73$32.82
Puts——
CallsCheap0.52×
Skew——
Implied moveBearish±$12.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.03157.7%43.7%22.29235.9%32.8%
25Δ39.12152.4%34.9%24.22240.8%29.0%
30Δ37.04148.8%28.9%26.11249.9%26.2%
35Δ34.84136.5%22.3%28.07248.1%23.0%
40Δ33.72140.5%19.9%30.16253.8%20.5%
45Δ32.40138.1%16.7%32.47260.7%18.3%
50Δ31.11130.9%13.3%35.17270.4%16.3%
55Δ30.09134.8%11.6%38.58280.5%14.5%
60Δ29.02126.5%9.0%43.17300.1%12.8%
65Δ28.15112.6%6.6%49.28321.9%11.2%
70Δ27.29108.6%5.1%59.79359.0%9.8%
75Δ26.57101.8%3.8%
80Δ25.9492.5%2.5%

20Δ

Calls
Pseudo strike
42.03
IV
157.7%
B/E move
43.7%
Puts
Pseudo strike
22.29
IV
235.9%
B/E move
32.8%

25Δ

Calls
Pseudo strike
39.12
IV
152.4%
B/E move
34.9%
Puts
Pseudo strike
24.22
IV
240.8%
B/E move
29.0%

30Δ

Calls
Pseudo strike
37.04
IV
148.8%
B/E move
28.9%
Puts
Pseudo strike
26.11
IV
249.9%
B/E move
26.2%

35Δ

Calls
Pseudo strike
34.84
IV
136.5%
B/E move
22.3%
Puts
Pseudo strike
28.07
IV
248.1%
B/E move
23.0%

40Δ

Calls
Pseudo strike
33.72
IV
140.5%
B/E move
19.9%
Puts
Pseudo strike
30.16
IV
253.8%
B/E move
20.5%

45Δ

Calls
Pseudo strike
32.40
IV
138.1%
B/E move
16.7%
Puts
Pseudo strike
32.47
IV
260.7%
B/E move
18.3%

50Δ

Calls
Pseudo strike
31.11
IV
130.9%
B/E move
13.3%
Puts
Pseudo strike
35.17
IV
270.4%
B/E move
16.3%

55Δ

Calls
Pseudo strike
30.09
IV
134.8%
B/E move
11.6%
Puts
Pseudo strike
38.58
IV
280.5%
B/E move
14.5%

60Δ

Calls
Pseudo strike
29.02
IV
126.5%
B/E move
9.0%
Puts
Pseudo strike
43.17
IV
300.1%
B/E move
12.8%

65Δ

Calls
Pseudo strike
28.15
IV
112.6%
B/E move
6.6%
Puts
Pseudo strike
49.28
IV
321.9%
B/E move
11.2%

70Δ

Calls
Pseudo strike
27.29
IV
108.6%
B/E move
5.1%
Puts
Pseudo strike
59.79
IV
359.0%
B/E move
9.8%

75Δ

Calls
Pseudo strike
26.57
IV
101.8%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.94
IV
92.5%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend170.39%
Daily close
BEG143.2%158.7%174.1%2026-08-20: 171.96%2026-10-12: 145.37%2026-10-13: 152.09%2026-10-14: 166.04%2026-10-15: 170.39%Aug 20Oct 13Oct 15
5 observations2026-08-20 — 2026-10-15
Table
DateIV (%)
171.96%
145.37%
152.09%
166.04%
170.39%