Tradr 2X Long CRDO Daily ETF CRDU
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Market dataready · fetched 2026-11-06T21:43:12.037Z
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 · 2026-11-06T21:39:54.251485345Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:43:11.537523+00:00
Tradr 2X Long CRDO Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.76 | 220.6% | 64.2% | 2.17 | 273.3% | 35.3% |
| 25Δ | 4.33 | 209.7% | 51.0% | 2.37 | 268.8% | 31.4% |
| 30Δ | 3.96 | 201.6% | 39.7% | 2.57 | 264.2% | 27.6% |
| 35Δ | 3.79 | 203.4% | 35.6% | 2.77 | 259.7% | 23.7% |
| 40Δ | 3.61 | 205.1% | 31.4% | 2.97 | 255.1% | 19.8% |
| 45Δ | 3.43 | 206.8% | 27.3% | 3.16 | 249.9% | 17.3% |
| 50Δ | 3.26 | 208.5% | 23.1% | 3.35 | 244.6% | 15.1% |
| 55Δ | 3.08 | 210.2% | 19.0% | 3.53 | 239.2% | 12.9% |
| 60Δ | 3.72 | 233.9% | 10.6% | |||
| 65Δ | 3.91 | 228.6% | 8.4% | |||
| 70Δ | ||||||
| 75Δ | 5.58 | 320.7% | 6.8% | |||
| 80Δ | 7.09 | 368.6% | 5.5% | |||
20Δ
- Pseudo strike
- 4.76
- IV
- 220.6%
- B/E move
- 64.2%
- Pseudo strike
- 2.17
- IV
- 273.3%
- B/E move
- 35.3%
25Δ
- Pseudo strike
- 4.33
- IV
- 209.7%
- B/E move
- 51.0%
- Pseudo strike
- 2.37
- IV
- 268.8%
- B/E move
- 31.4%
30Δ
- Pseudo strike
- 3.96
- IV
- 201.6%
- B/E move
- 39.7%
- Pseudo strike
- 2.57
- IV
- 264.2%
- B/E move
- 27.6%
35Δ
- Pseudo strike
- 3.79
- IV
- 203.4%
- B/E move
- 35.6%
- Pseudo strike
- 2.77
- IV
- 259.7%
- B/E move
- 23.7%
40Δ
- Pseudo strike
- 3.61
- IV
- 205.1%
- B/E move
- 31.4%
- Pseudo strike
- 2.97
- IV
- 255.1%
- B/E move
- 19.8%
45Δ
- Pseudo strike
- 3.43
- IV
- 206.8%
- B/E move
- 27.3%
- Pseudo strike
- 3.16
- IV
- 249.9%
- B/E move
- 17.3%
50Δ
- Pseudo strike
- 3.26
- IV
- 208.5%
- B/E move
- 23.1%
- Pseudo strike
- 3.35
- IV
- 244.6%
- B/E move
- 15.1%
55Δ
- Pseudo strike
- 3.08
- IV
- 210.2%
- B/E move
- 19.0%
- Pseudo strike
- 3.53
- IV
- 239.2%
- B/E move
- 12.9%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.72
- IV
- 233.9%
- B/E move
- 10.6%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.91
- IV
- 228.6%
- B/E move
- 8.4%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.58
- IV
- 320.7%
- B/E move
- 6.8%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.09
- IV
- 368.6%
- B/E move
- 5.5%
Options history
Table
| Date | IV (%) |
|---|---|
| 154.75% | |
| 155.06% | |
| 158.42% | |
| 158.85% | |
| 162.01% | |
| 165.61% | |
| 163.08% | |
| 162.22% | |
| 169.86% |