Tradr 2X Long AAOI Daily ETF AAOX
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Market dataready · fetched 2026-11-06T21:49:55.769Z
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 · 2026-11-06T21:48:57.722038792Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:49:54.934653+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 | 1.26 | 306.0% | 40.3% | |||
| 25Δ | 1.39 | 299.2% | 36.0% | |||
| 30Δ | 2.94 | 237.4% | 71.5% | 1.53 | 292.4% | 31.7% |
| 35Δ | 2.71 | 235.8% | 59.8% | 1.67 | 285.6% | 27.4% |
| 40Δ | 2.47 | 234.2% | 48.1% | 1.80 | 278.8% | 23.0% |
| 45Δ | 2.23 | 232.5% | 36.4% | 1.94 | 272.0% | 18.7% |
| 50Δ | 2.00 | 231.4% | 24.9% | 2.10 | 271.0% | 15.7% |
| 55Δ | 1.87 | 247.3% | 22.4% | 2.30 | 275.2% | 13.8% |
| 60Δ | 1.74 | 263.3% | 19.9% | 2.49 | 279.5% | 11.9% |
| 65Δ | 1.61 | 279.2% | 17.4% | 2.69 | 283.7% | 10.0% |
| 70Δ | 1.48 | 295.1% | 14.8% | |||
| 75Δ | 1.35 | 311.1% | 12.3% | |||
| 80Δ | 1.22 | 327.0% | 9.8% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.26
- IV
- 306.0%
- B/E move
- 40.3%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.39
- IV
- 299.2%
- B/E move
- 36.0%
30Δ
- Pseudo strike
- 2.94
- IV
- 237.4%
- B/E move
- 71.5%
- Pseudo strike
- 1.53
- IV
- 292.4%
- B/E move
- 31.7%
35Δ
- Pseudo strike
- 2.71
- IV
- 235.8%
- B/E move
- 59.8%
- Pseudo strike
- 1.67
- IV
- 285.6%
- B/E move
- 27.4%
40Δ
- Pseudo strike
- 2.47
- IV
- 234.2%
- B/E move
- 48.1%
- Pseudo strike
- 1.80
- IV
- 278.8%
- B/E move
- 23.0%
45Δ
- Pseudo strike
- 2.23
- IV
- 232.5%
- B/E move
- 36.4%
- Pseudo strike
- 1.94
- IV
- 272.0%
- B/E move
- 18.7%
50Δ
- Pseudo strike
- 2.00
- IV
- 231.4%
- B/E move
- 24.9%
- Pseudo strike
- 2.10
- IV
- 271.0%
- B/E move
- 15.7%
55Δ
- Pseudo strike
- 1.87
- IV
- 247.3%
- B/E move
- 22.4%
- Pseudo strike
- 2.30
- IV
- 275.2%
- B/E move
- 13.8%
60Δ
- Pseudo strike
- 1.74
- IV
- 263.3%
- B/E move
- 19.9%
- Pseudo strike
- 2.49
- IV
- 279.5%
- B/E move
- 11.9%
65Δ
- Pseudo strike
- 1.61
- IV
- 279.2%
- B/E move
- 17.4%
- Pseudo strike
- 2.69
- IV
- 283.7%
- B/E move
- 10.0%
70Δ
- Pseudo strike
- 1.48
- IV
- 295.1%
- B/E move
- 14.8%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 1.35
- IV
- 311.1%
- B/E move
- 12.3%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 1.22
- IV
- 327.0%
- B/E move
- 9.8%
- 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% |