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Themes ETF Trust Leverage Shares 2X Long COIN Daily ETF COIG

i

Market dataready · fetched 2026-11-06T14:21:35.200Z

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 · 2026-11-06T14:19:40.66409814Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T14:21:34.711032+00:00

Share price$2.84
1D+0.0%
$2.84$2.84$2.84$2.84$2.845:30 AM6:30 AM9:00 AM1:00 PMCOIG
Sold putSold call

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

Live interpolated COIG call and put midpoint premiums by absolute delta.Themes ETF Trust Leverage Shares 2X Long COIN Daily ETF$0.15$0.39$0.64$0.89$1.13$1.50$2.34$3.18$4.02$4.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COIG spot · $2.84COIG PRICE$0.17$0.20$0.22$0.24$0.27$0.29$0.32$0.40$0.49$0.58$0.67$0.76$0.85$0.20$0.24$0.28$0.32$0.36$0.41$0.45$0.55$0.65$0.75$0.86$0.96$1.06
PutsFair1.01×
CallsExpensive1.47×
SkewBullish-43.82 pp
Implied moveBearish±$0.77
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.19383.2%159.4%2.08251.2%33.6%
25Δ5.18307.2%89.3%2.23236.5%29.8%
30Δ4.32262.0%59.9%2.38221.8%25.9%
35Δ3.84232.6%43.7%2.54207.1%22.1%
40Δ3.57214.4%35.2%2.69192.3%18.2%
45Δ3.30196.1%26.7%2.84177.6%14.4%
50Δ3.04177.9%18.2%2.99162.9%10.5%
55Δ2.88179.6%15.4%3.13158.8%9.1%
60Δ2.73184.5%13.5%3.27155.6%7.9%
65Δ2.59189.3%11.6%3.40152.4%6.7%
70Δ2.45194.1%9.8%3.54149.2%5.4%
75Δ2.30198.9%7.9%3.68146.0%4.2%
80Δ2.16203.8%6.0%3.82142.8%3.0%

20Δ

Calls
Pseudo strike
7.19
IV
383.2%
B/E move
159.4%
Puts
Pseudo strike
2.08
IV
251.2%
B/E move
33.6%

25Δ

Calls
Pseudo strike
5.18
IV
307.2%
B/E move
89.3%
Puts
Pseudo strike
2.23
IV
236.5%
B/E move
29.8%

30Δ

Calls
Pseudo strike
4.32
IV
262.0%
B/E move
59.9%
Puts
Pseudo strike
2.38
IV
221.8%
B/E move
25.9%

35Δ

Calls
Pseudo strike
3.84
IV
232.6%
B/E move
43.7%
Puts
Pseudo strike
2.54
IV
207.1%
B/E move
22.1%

40Δ

Calls
Pseudo strike
3.57
IV
214.4%
B/E move
35.2%
Puts
Pseudo strike
2.69
IV
192.3%
B/E move
18.2%

45Δ

Calls
Pseudo strike
3.30
IV
196.1%
B/E move
26.7%
Puts
Pseudo strike
2.84
IV
177.6%
B/E move
14.4%

50Δ

Calls
Pseudo strike
3.04
IV
177.9%
B/E move
18.2%
Puts
Pseudo strike
2.99
IV
162.9%
B/E move
10.5%

55Δ

Calls
Pseudo strike
2.88
IV
179.6%
B/E move
15.4%
Puts
Pseudo strike
3.13
IV
158.8%
B/E move
9.1%

60Δ

Calls
Pseudo strike
2.73
IV
184.5%
B/E move
13.5%
Puts
Pseudo strike
3.27
IV
155.6%
B/E move
7.9%

65Δ

Calls
Pseudo strike
2.59
IV
189.3%
B/E move
11.6%
Puts
Pseudo strike
3.40
IV
152.4%
B/E move
6.7%

70Δ

Calls
Pseudo strike
2.45
IV
194.1%
B/E move
9.8%
Puts
Pseudo strike
3.54
IV
149.2%
B/E move
5.4%

75Δ

Calls
Pseudo strike
2.30
IV
198.9%
B/E move
7.9%
Puts
Pseudo strike
3.68
IV
146.0%
B/E move
4.2%

80Δ

Calls
Pseudo strike
2.16
IV
203.8%
B/E move
6.0%
Puts
Pseudo strike
3.82
IV
142.8%
B/E move
3.0%

Options history

IV · four-Friday blend142.91%
Daily EOD
COIG127.8%135.9%144.0%2026-10-19: 131.92%2026-10-20: 128.93%2026-10-21: 131.93%2026-10-22: 135.73%2026-10-23: 130.43%2026-10-26: 135.27%2026-10-27: 135.54%2026-10-28: 132.98%2026-10-29: 134.19%2026-10-30: 142.91%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
131.92%
128.93%
131.93%
135.73%
130.43%
135.27%
135.54%
132.98%
134.19%
142.91%