Tradr 2X Long AAOI Daily ETF AAOX
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Market dataready · fetched 2026-11-07T06:38:15.409Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-07T01:00:00.383803068Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-07T06:38:14.629880+00:00
Tradr 2X Long AAOI Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.25 | 309.9% | 40.2% | |||
| 25Δ | 1.39 | 303.7% | 35.9% | |||
| 30Δ | 2.94 | 246.3% | 72.1% | 1.52 | 297.5% | 31.7% |
| 35Δ | 2.70 | 245.6% | 60.3% | 1.65 | 291.3% | 27.4% |
| 40Δ | 2.46 | 244.8% | 48.5% | 1.79 | 285.2% | 23.1% |
| 45Δ | 2.22 | 244.1% | 36.7% | 1.92 | 279.0% | 18.8% |
| 50Δ | 1.99 | 244.6% | 25.5% | 2.07 | 276.1% | 15.5% |
| 55Δ | 1.86 | 261.4% | 23.0% | 2.27 | 278.5% | 13.6% |
| 60Δ | 1.73 | 278.1% | 20.4% | 2.46 | 280.9% | 11.7% |
| 65Δ | 1.60 | 294.9% | 17.9% | 2.65 | 283.3% | 9.9% |
| 70Δ | 1.47 | 311.6% | 15.3% | |||
| 75Δ | 1.34 | 328.4% | 12.8% | |||
| 80Δ | 1.21 | 345.1% | 10.2% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.25
- IV
- 309.9%
- B/E move
- 40.2%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.39
- IV
- 303.7%
- B/E move
- 35.9%
30Δ
- Pseudo strike
- 2.94
- IV
- 246.3%
- B/E move
- 72.1%
- Pseudo strike
- 1.52
- IV
- 297.5%
- B/E move
- 31.7%
35Δ
- Pseudo strike
- 2.70
- IV
- 245.6%
- B/E move
- 60.3%
- Pseudo strike
- 1.65
- IV
- 291.3%
- B/E move
- 27.4%
40Δ
- Pseudo strike
- 2.46
- IV
- 244.8%
- B/E move
- 48.5%
- Pseudo strike
- 1.79
- IV
- 285.2%
- B/E move
- 23.1%
45Δ
- Pseudo strike
- 2.22
- IV
- 244.1%
- B/E move
- 36.7%
- Pseudo strike
- 1.92
- IV
- 279.0%
- B/E move
- 18.8%
50Δ
- Pseudo strike
- 1.99
- IV
- 244.6%
- B/E move
- 25.5%
- Pseudo strike
- 2.07
- IV
- 276.1%
- B/E move
- 15.5%
55Δ
- Pseudo strike
- 1.86
- IV
- 261.4%
- B/E move
- 23.0%
- Pseudo strike
- 2.27
- IV
- 278.5%
- B/E move
- 13.6%
60Δ
- Pseudo strike
- 1.73
- IV
- 278.1%
- B/E move
- 20.4%
- Pseudo strike
- 2.46
- IV
- 280.9%
- B/E move
- 11.7%
65Δ
- Pseudo strike
- 1.60
- IV
- 294.9%
- B/E move
- 17.9%
- Pseudo strike
- 2.65
- IV
- 283.3%
- B/E move
- 9.9%
70Δ
- Pseudo strike
- 1.47
- IV
- 311.6%
- B/E move
- 15.3%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 1.34
- IV
- 328.4%
- B/E move
- 12.8%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 1.21
- IV
- 345.1%
- B/E move
- 10.2%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 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% |