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Tradr 2X Long BE Daily ETF BEX

i

Market dataready · fetched 2026-11-03T21:59:40.305Z

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 · 2026-11-03T21:59:30.533244916Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T21:59:39.710611+00:00

Share price$21.05
1D+11.1%
AH$18.59$19.34$20.09$20.84$21.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBEX
Sold putSold callAH

Tradr 2X Long BE Daily ETF options

Live interpolated BEX call and put midpoint premiums by absolute delta.Tradr 2X Long BE Daily ETF$0.00$9.67$19.34$29.00$38.67$6.79$13.72$20.65$27.58$34.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BEX spot · $21.05BEX PRICE$0.68$0.90$1.10$1.35$1.61$1.82$2.14$2.44$2.72$2.98$3.23$3.48$3.76$1.43$1.95$2.54$3.16$4.06$5.02$6.09$7.62$9.38$12.46$16.43$22.59$35.86
PutsExpensive1.21×
CallsCheap0.57×
SkewBearish+119.11 pp
Implied moveBearish±$8.23
TiltBearish64.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.63155.9%44.0%15.85219.4%31.5%
25Δ27.99155.7%37.2%17.13221.5%27.9%
30Δ26.27148.4%30.0%18.41221.8%24.6%
35Δ25.12148.5%25.7%19.66221.0%21.7%
40Δ24.06147.7%21.9%21.02228.7%19.4%
45Δ22.94140.3%17.6%22.46232.2%17.2%
50Δ22.09141.1%15.1%23.98235.0%15.0%
55Δ21.25138.5%12.5%25.89244.3%13.2%
60Δ20.45133.5%10.1%28.04251.6%11.4%
65Δ19.72127.0%7.8%31.40271.8%10.0%
70Δ19.05119.4%5.8%35.68290.9%8.5%
75Δ18.48111.2%4.3%42.15316.2%7.1%
80Δ17.91103.5%3.0%55.69364.7%5.8%

20Δ

Calls
Pseudo strike
29.63
IV
155.9%
B/E move
44.0%
Puts
Pseudo strike
15.85
IV
219.4%
B/E move
31.5%

25Δ

Calls
Pseudo strike
27.99
IV
155.7%
B/E move
37.2%
Puts
Pseudo strike
17.13
IV
221.5%
B/E move
27.9%

30Δ

Calls
Pseudo strike
26.27
IV
148.4%
B/E move
30.0%
Puts
Pseudo strike
18.41
IV
221.8%
B/E move
24.6%

35Δ

Calls
Pseudo strike
25.12
IV
148.5%
B/E move
25.7%
Puts
Pseudo strike
19.66
IV
221.0%
B/E move
21.7%

40Δ

Calls
Pseudo strike
24.06
IV
147.7%
B/E move
21.9%
Puts
Pseudo strike
21.02
IV
228.7%
B/E move
19.4%

45Δ

Calls
Pseudo strike
22.94
IV
140.3%
B/E move
17.6%
Puts
Pseudo strike
22.46
IV
232.2%
B/E move
17.2%

50Δ

Calls
Pseudo strike
22.09
IV
141.1%
B/E move
15.1%
Puts
Pseudo strike
23.98
IV
235.0%
B/E move
15.0%

55Δ

Calls
Pseudo strike
21.25
IV
138.5%
B/E move
12.5%
Puts
Pseudo strike
25.89
IV
244.3%
B/E move
13.2%

60Δ

Calls
Pseudo strike
20.45
IV
133.5%
B/E move
10.1%
Puts
Pseudo strike
28.04
IV
251.6%
B/E move
11.4%

65Δ

Calls
Pseudo strike
19.72
IV
127.0%
B/E move
7.8%
Puts
Pseudo strike
31.40
IV
271.8%
B/E move
10.0%

70Δ

Calls
Pseudo strike
19.05
IV
119.4%
B/E move
5.8%
Puts
Pseudo strike
35.68
IV
290.9%
B/E move
8.5%

75Δ

Calls
Pseudo strike
18.48
IV
111.2%
B/E move
4.3%
Puts
Pseudo strike
42.15
IV
316.2%
B/E move
7.1%

80Δ

Calls
Pseudo strike
17.91
IV
103.5%
B/E move
3.0%
Puts
Pseudo strike
55.69
IV
364.7%
B/E move
5.8%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations