IntraAlpha
Create free account Start free

Investment Managers Series Trust II Tradr 2X Long APP Daily ETF APPX

i

Market dataready · fetched 2026-11-04T02:33:50.739Z

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 · 2026-11-04T00:59:46.97823283Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T02:33:49.988240+00:00

Share price$7.25
1D+12.5%
AH$6.47$6.76$7.04$7.33$7.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAPPX
Sold putSold callAH

Investment Managers Series Trust II Tradr 2X Long APP Daily ETF options

Live interpolated APPX call and put midpoint premiums by absolute delta.Investment Managers Series Trust II Tradr 2X Long APP Daily ETF$0.29$1.41$2.52$3.63$4.74$3.31$5.06$6.81$8.57$10.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive APPX spot · $7.25APPX PRICE$0.41$0.53$0.64$0.77$0.91$1.06$1.26$1.50$1.75$2.02$2.28$2.51$0.50$0.65$0.84$1.03$1.26$1.51$1.77$2.13$2.49$2.92$3.38$3.98$4.42
PutsExpensive1.93×
Calls——
Skew——
Implied moveBearish±$2.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.42222.7%32.2%
25Δ11.16219.6%59.6%5.91214.8%27.4%
30Δ10.49223.1%52.0%6.34212.3%24.1%
35Δ9.80222.9%44.1%6.76210.9%21.1%
40Δ9.22224.2%37.9%7.18209.7%18.3%
45Δ8.68223.6%32.3%7.60208.7%16.0%
50Δ8.15222.0%27.1%8.03207.9%13.7%
55Δ7.70230.1%23.7%8.53208.7%11.8%
60Δ7.28242.3%21.0%9.02209.4%9.9%
65Δ6.82252.8%18.2%9.57208.8%8.2%
70Δ6.32260.2%15.1%10.16208.2%6.6%
75Δ5.83260.8%11.9%10.86208.2%5.1%
80Δ5.36248.9%8.4%11.40198.4%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.42
IV
222.7%
B/E move
32.2%

25Δ

Calls
Pseudo strike
11.16
IV
219.6%
B/E move
59.6%
Puts
Pseudo strike
5.91
IV
214.8%
B/E move
27.4%

30Δ

Calls
Pseudo strike
10.49
IV
223.1%
B/E move
52.0%
Puts
Pseudo strike
6.34
IV
212.3%
B/E move
24.1%

35Δ

Calls
Pseudo strike
9.80
IV
222.9%
B/E move
44.1%
Puts
Pseudo strike
6.76
IV
210.9%
B/E move
21.1%

40Δ

Calls
Pseudo strike
9.22
IV
224.2%
B/E move
37.9%
Puts
Pseudo strike
7.18
IV
209.7%
B/E move
18.3%

45Δ

Calls
Pseudo strike
8.68
IV
223.6%
B/E move
32.3%
Puts
Pseudo strike
7.60
IV
208.7%
B/E move
16.0%

50Δ

Calls
Pseudo strike
8.15
IV
222.0%
B/E move
27.1%
Puts
Pseudo strike
8.03
IV
207.9%
B/E move
13.7%

55Δ

Calls
Pseudo strike
7.70
IV
230.1%
B/E move
23.7%
Puts
Pseudo strike
8.53
IV
208.7%
B/E move
11.8%

60Δ

Calls
Pseudo strike
7.28
IV
242.3%
B/E move
21.0%
Puts
Pseudo strike
9.02
IV
209.4%
B/E move
9.9%

65Δ

Calls
Pseudo strike
6.82
IV
252.8%
B/E move
18.2%
Puts
Pseudo strike
9.57
IV
208.8%
B/E move
8.2%

70Δ

Calls
Pseudo strike
6.32
IV
260.2%
B/E move
15.1%
Puts
Pseudo strike
10.16
IV
208.2%
B/E move
6.6%

75Δ

Calls
Pseudo strike
5.83
IV
260.8%
B/E move
11.9%
Puts
Pseudo strike
10.86
IV
208.2%
B/E move
5.1%

80Δ

Calls
Pseudo strike
5.36
IV
248.9%
B/E move
8.4%
Puts
Pseudo strike
11.40
IV
198.4%
B/E move
3.7%

Options history

IV · four-Friday blend156.95%
Daily close
APPX108.8%154.9%200.9%2026-08-06: 133.43%2026-08-07: 129.24%2026-08-10: 127.83%2026-08-11: 125.56%2026-08-12: 119.95%2026-08-13: 120.85%2026-08-14: 116.64%2026-08-17: 123.09%2026-08-18: 123.16%2026-08-19: 123.08%2026-08-20: 119.30%2026-08-21: 121.88%2026-08-24: 120.83%2026-08-25: 122.52%2026-08-26: 118.79%2026-08-27: 118.31%2026-08-28: 117.78%2026-08-31: 119.06%2026-09-01: 118.18%2026-09-02: 117.40%2026-09-03: 117.47%2026-09-04: 116.20%2026-09-08: 121.23%2026-09-09: 115.18%2026-09-10: 119.66%2026-09-11: 119.11%2026-09-14: 120.71%2026-09-15: 127.31%2026-09-16: 130.20%2026-09-17: 127.02%2026-09-18: 120.91%2026-09-21: 128.22%2026-09-22: 128.66%2026-09-23: 130.21%2026-09-24: 128.65%2026-09-25: 128.35%2026-09-28: 126.65%2026-09-29: 129.72%2026-09-30: 127.95%2026-10-01: 131.24%2026-10-02: 126.34%2026-10-05: 132.53%2026-10-06: 126.39%2026-10-07: 127.83%2026-10-08: 127.42%2026-10-09: 122.90%2026-10-12: 129.94%2026-10-13: 128.61%2026-10-15: 194.55%2026-10-16: 138.59%2026-10-19: 138.56%2026-10-20: 139.15%2026-10-21: 138.71%2026-10-22: 142.87%2026-10-23: 143.94%2026-10-26: 144.15%2026-10-27: 149.64%2026-10-28: 144.66%2026-10-29: 145.28%2026-10-30: 156.95%Aug 6Sep 17Oct 30
60 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
133.43%
129.24%
127.83%
125.56%
119.95%
120.85%
116.64%
123.09%
123.16%
123.08%
119.30%
121.88%
120.83%
122.52%
118.79%
118.31%
117.78%
119.06%
118.18%
117.40%
117.47%
116.20%
121.23%
115.18%
119.66%
119.11%
120.71%
127.31%
130.20%
127.02%
120.91%
128.22%
128.66%
130.21%
128.65%
128.35%
126.65%
129.72%
127.95%
131.24%
126.34%
132.53%
126.39%
127.83%
127.42%
122.90%
129.94%
128.61%
194.55%
138.59%
138.56%
139.15%
138.71%
142.87%
143.94%
144.15%
149.64%
144.66%
145.28%
156.95%