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Tradr 2X Short AMZN Daily ETF AMZO

i

Market dataready · fetched 2026-11-06T19:44:57.299Z

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 · 2026-11-06T19:40:01.383079426Z

FundamentalsTradr ETFs · ready · as of 2026-11-05 · fetched 2026-11-06T19:44:56.575104+00:00

Share price$12.79
1D-0.9%
$12.56$12.71$12.85$13.00$13.145:30 AM6:30 AM9:00 AM1:00 PMAMZO
Sold putSold call

Tradr 2X Short AMZN Daily ETF options

Live interpolated AMZO call and put midpoint premiums by absolute delta.Tradr 2X Short AMZN Daily ETF$0.25$1.47$2.70$3.93$5.16$9.05$11.33$13.61$15.89$18.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AMZO spot · $12.79AMZO PRICE$0.43$0.51$0.59$0.67$0.77$0.87$0.96$1.06$1.19$1.34$0.38$0.54$0.71$0.87$1.04$1.30$1.56$1.89$2.46$3.51$4.80
Puts——
Calls——
Skew——
Implied moveBearish±$1.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ12.0173.2%9.1%
35Δ13.7979.0%11.2%12.2678.0%8.4%
40Δ13.5077.1%9.6%12.5182.8%7.7%
45Δ13.2275.2%8.0%12.7687.7%7.0%
50Δ12.9573.2%6.5%13.0292.4%6.3%
55Δ12.7371.0%5.6%13.3895.4%5.6%
60Δ12.5268.8%4.7%13.7398.4%4.8%
65Δ12.3166.6%3.7%14.16103.2%4.1%
70Δ12.0964.4%2.8%14.79113.8%3.6%
75Δ11.8861.3%2.2%15.91129.6%3.1%
80Δ11.6757.5%1.7%17.26147.9%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.01
IV
73.2%
B/E move
9.1%

35Δ

Calls
Pseudo strike
13.79
IV
79.0%
B/E move
11.2%
Puts
Pseudo strike
12.26
IV
78.0%
B/E move
8.4%

40Δ

Calls
Pseudo strike
13.50
IV
77.1%
B/E move
9.6%
Puts
Pseudo strike
12.51
IV
82.8%
B/E move
7.7%

45Δ

Calls
Pseudo strike
13.22
IV
75.2%
B/E move
8.0%
Puts
Pseudo strike
12.76
IV
87.7%
B/E move
7.0%

50Δ

Calls
Pseudo strike
12.95
IV
73.2%
B/E move
6.5%
Puts
Pseudo strike
13.02
IV
92.4%
B/E move
6.3%

55Δ

Calls
Pseudo strike
12.73
IV
71.0%
B/E move
5.6%
Puts
Pseudo strike
13.38
IV
95.4%
B/E move
5.6%

60Δ

Calls
Pseudo strike
12.52
IV
68.8%
B/E move
4.7%
Puts
Pseudo strike
13.73
IV
98.4%
B/E move
4.8%

65Δ

Calls
Pseudo strike
12.31
IV
66.6%
B/E move
3.7%
Puts
Pseudo strike
14.16
IV
103.2%
B/E move
4.1%

70Δ

Calls
Pseudo strike
12.09
IV
64.4%
B/E move
2.8%
Puts
Pseudo strike
14.79
IV
113.8%
B/E move
3.6%

75Δ

Calls
Pseudo strike
11.88
IV
61.3%
B/E move
2.2%
Puts
Pseudo strike
15.91
IV
129.6%
B/E move
3.1%

80Δ

Calls
Pseudo strike
11.67
IV
57.5%
B/E move
1.7%
Puts
Pseudo strike
17.26
IV
147.9%
B/E move
2.6%

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%