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Tradr 2X Long AAOI Daily ETF AAOX

i

Market dataready · fetched 2026-11-03T22:22:14.134Z

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 · 2026-11-03T22:21:56.344549622Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T22:22:12.721205+00:00

Share price$3.42
1D+0.9%
AH$3.07$3.18$3.29$3.40$3.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAAOX
Sold putSold callAH

Tradr 2X Long AAOI Daily ETF options

Live interpolated AAOX call and put midpoint premiums by absolute delta.Tradr 2X Long AAOI Daily ETF$0.14$2.39$4.65$6.90$9.15$1.23$2.50$3.76$5.03$6.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AAOX spot · $3.42AAOX PRICE$0.46$0.52$0.57$0.62$0.67$0.72$0.98$1.26$0.38$0.51$0.63$0.83$1.03$1.23$1.49$1.75$6.58$6.70$8.50
Puts——
Calls——
Skew——
Implied moveBearish±$2.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.43306.7%40.2%
25Δ2.72304.7%35.3%
30Δ3.01302.8%30.4%
35Δ3.32304.3%27.3%
40Δ3.63305.7%24.1%
45Δ4.19238.3%36.0%3.93307.2%21.0%
50Δ3.92233.9%29.8%4.28306.0%18.3%
55Δ3.70219.8%24.7%4.64304.1%15.7%
60Δ3.47205.7%19.6%
65Δ3.25191.7%14.5%
70Δ3.02177.6%9.4%9.57468.8%12.8%
75Δ2.73217.4%8.3%9.80431.2%9.4%
80Δ2.42263.4%7.6%11.70434.8%6.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.43
IV
306.7%
B/E move
40.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.72
IV
304.7%
B/E move
35.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.01
IV
302.8%
B/E move
30.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.32
IV
304.3%
B/E move
27.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.63
IV
305.7%
B/E move
24.1%

45Δ

Calls
Pseudo strike
4.19
IV
238.3%
B/E move
36.0%
Puts
Pseudo strike
3.93
IV
307.2%
B/E move
21.0%

50Δ

Calls
Pseudo strike
3.92
IV
233.9%
B/E move
29.8%
Puts
Pseudo strike
4.28
IV
306.0%
B/E move
18.3%

55Δ

Calls
Pseudo strike
3.70
IV
219.8%
B/E move
24.7%
Puts
Pseudo strike
4.64
IV
304.1%
B/E move
15.7%

60Δ

Calls
Pseudo strike
3.47
IV
205.7%
B/E move
19.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.25
IV
191.7%
B/E move
14.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.02
IV
177.6%
B/E move
9.4%
Puts
Pseudo strike
9.57
IV
468.8%
B/E move
12.8%

75Δ

Calls
Pseudo strike
2.73
IV
217.4%
B/E move
8.3%
Puts
Pseudo strike
9.80
IV
431.2%
B/E move
9.4%

80Δ

Calls
Pseudo strike
2.42
IV
263.4%
B/E move
7.6%
Puts
Pseudo strike
11.70
IV
434.8%
B/E move
6.4%

Options history

IV · four-Friday blend291.68%
Daily close
AAOX169.4%235.1%300.7%2026-08-20: 233.46%2026-08-28: 197.89%2026-08-31: 194.39%2026-09-01: 185.29%2026-09-02: 178.49%2026-09-09: 188.88%2026-09-10: 188.45%2026-09-14: 189.61%2026-09-15: 187.62%2026-09-16: 195.02%2026-09-17: 185.37%2026-09-18: 188.60%2026-09-21: 200.17%2026-09-22: 198.15%2026-09-23: 187.63%2026-09-24: 191.86%2026-09-25: 184.22%2026-09-28: 188.44%2026-09-29: 184.41%2026-09-30: 184.34%2026-10-01: 187.91%2026-10-02: 186.39%2026-10-07: 188.04%2026-10-08: 181.47%2026-10-09: 183.31%2026-10-12: 191.08%2026-10-13: 195.15%2026-10-14: 209.38%2026-10-15: 199.27%2026-10-30: 291.68%Aug 20Sep 23Oct 30
30 observations2026-08-20 — 2026-10-30
Table
DateIV (%)
233.46%
197.89%
194.39%
185.29%
178.49%
188.88%
188.45%
189.61%
187.62%
195.02%
185.37%
188.60%
200.17%
198.15%
187.63%
191.86%
184.22%
188.44%
184.41%
184.34%
187.91%
186.39%
188.04%
181.47%
183.31%
191.08%
195.15%
209.38%
199.27%
291.68%