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Tradr 2X Short AMZN Daily ETF AMZO

i

Market dataready · fetched 2026-11-04T06:29:08.761Z

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 · 2026-11-04T01:00:00.461208616Z

FundamentalsTradr ETFs · ready · as of 2026-11-03 · fetched 2026-11-04T06:19:33.831349+00:00

Share price$14.12
1D-1.0%
AH$13.89$14.11$14.32$14.53$14.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMZO
Sold putSold callAH

Tradr 2X Short AMZN Daily ETF options

Live interpolated AMZO call and put midpoint premiums by absolute delta.Tradr 2X Short AMZN Daily ETF$0.15$1.17$2.18$3.20$4.21$10.76$12.60$14.44$16.29$18.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMZO spot · $14.12AMZO PRICE$0.26$0.33$0.40$0.47$0.56$0.68$0.79$0.91$1.02$1.13$1.25$1.36$1.57$0.29$0.37$0.48$0.61$0.74$0.89$1.14$1.39$1.69$2.07$2.52$3.22$3.92
PutsFair1.00×
CallsCheap0.65×
SkewBearish+16.64 pp
Implied moveBearish±$1.93
TiltBearish28.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.7383.8%20.3%12.4378.3%14.0%
25Δ16.1481.8%16.6%12.8476.2%11.7%
30Δ15.6677.8%13.7%13.1776.0%10.1%
35Δ15.2173.1%11.1%13.4676.8%9.0%
40Δ14.8671.2%9.2%13.7577.7%7.8%
45Δ14.5871.6%8.1%14.0579.1%6.8%
50Δ14.3172.1%7.0%14.4083.2%6.1%
55Δ14.0472.5%5.9%14.7587.4%5.4%
60Δ13.8070.1%4.9%15.1491.4%4.7%
65Δ13.5667.2%4.1%15.6295.3%4.0%
70Δ13.3264.3%3.2%16.16100.2%3.4%
75Δ13.0861.4%2.3%16.94108.9%2.8%
80Δ12.7959.6%1.7%17.74112.0%2.1%

20Δ

Calls
Pseudo strike
16.73
IV
83.8%
B/E move
20.3%
Puts
Pseudo strike
12.43
IV
78.3%
B/E move
14.0%

25Δ

Calls
Pseudo strike
16.14
IV
81.8%
B/E move
16.6%
Puts
Pseudo strike
12.84
IV
76.2%
B/E move
11.7%

30Δ

Calls
Pseudo strike
15.66
IV
77.8%
B/E move
13.7%
Puts
Pseudo strike
13.17
IV
76.0%
B/E move
10.1%

35Δ

Calls
Pseudo strike
15.21
IV
73.1%
B/E move
11.1%
Puts
Pseudo strike
13.46
IV
76.8%
B/E move
9.0%

40Δ

Calls
Pseudo strike
14.86
IV
71.2%
B/E move
9.2%
Puts
Pseudo strike
13.75
IV
77.7%
B/E move
7.8%

45Δ

Calls
Pseudo strike
14.58
IV
71.6%
B/E move
8.1%
Puts
Pseudo strike
14.05
IV
79.1%
B/E move
6.8%

50Δ

Calls
Pseudo strike
14.31
IV
72.1%
B/E move
7.0%
Puts
Pseudo strike
14.40
IV
83.2%
B/E move
6.1%

55Δ

Calls
Pseudo strike
14.04
IV
72.5%
B/E move
5.9%
Puts
Pseudo strike
14.75
IV
87.4%
B/E move
5.4%

60Δ

Calls
Pseudo strike
13.80
IV
70.1%
B/E move
4.9%
Puts
Pseudo strike
15.14
IV
91.4%
B/E move
4.7%

65Δ

Calls
Pseudo strike
13.56
IV
67.2%
B/E move
4.1%
Puts
Pseudo strike
15.62
IV
95.3%
B/E move
4.0%

70Δ

Calls
Pseudo strike
13.32
IV
64.3%
B/E move
3.2%
Puts
Pseudo strike
16.16
IV
100.2%
B/E move
3.4%

75Δ

Calls
Pseudo strike
13.08
IV
61.4%
B/E move
2.3%
Puts
Pseudo strike
16.94
IV
108.9%
B/E move
2.8%

80Δ

Calls
Pseudo strike
12.79
IV
59.6%
B/E move
1.7%
Puts
Pseudo strike
17.74
IV
112.0%
B/E move
2.1%

Options history

IV · four-Friday blend76.50%
Daily close
AMZO61.8%168.1%274.4%2026-08-14: 259.78%2026-08-17: 253.41%2026-10-23: 88.79%2026-10-26: 89.63%2026-10-27: 89.42%2026-10-28: 90.20%2026-10-29: 90.28%2026-10-30: 76.50%Aug 14Oct 26Oct 30
8 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
259.78%
253.41%
88.79%
89.63%
89.42%
90.20%
90.28%
76.50%