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Tradr 2X Long CRDO Daily ETF CRDU

i

Market dataready · fetched 2026-11-07T08:10:51.074Z

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 · 2026-11-07T01:00:01.897535627Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:10:47.591412+00:00

Share price$2.92
1D-5.7%
AH$2.63$2.77$2.91$3.05$3.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRDU
Sold putSold callAH

Tradr 2X Long CRDO Daily ETF options

Live interpolated CRDU call and put midpoint premiums by absolute delta.Tradr 2X Long CRDO Daily ETF$0.03$0.82$1.61$2.40$3.18$0.84$2.45$4.05$5.65$7.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRDU spot · $2.92CRDU PRICE$0.12$0.15$0.19$0.24$0.30$0.35$0.41$0.46$0.52$0.59$0.65$0.71$0.78$0.23$0.32$0.40$0.48$0.56$0.65$0.77$0.88$1.00$1.11$1.22$2.39$2.96
PutsFair0.99×
CallsCheap0.90×
SkewBearish+41.98 pp
Implied moveBearish±$1.17
TiltBearish40.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.75230.0%66.6%2.14272.9%34.7%
25Δ4.31219.5%53.0%2.33268.8%31.0%
30Δ3.95212.7%41.8%2.52264.7%27.2%
35Δ3.77216.4%37.5%2.71260.7%23.5%
40Δ3.59220.0%33.2%2.90256.6%19.8%
45Δ3.41223.6%28.8%3.08250.9%16.8%
50Δ3.23227.2%24.5%3.26243.6%14.7%
55Δ3.05230.8%20.2%3.43236.3%12.6%
60Δ2.90223.2%17.2%3.61229.0%10.5%
65Δ2.77211.5%14.8%3.78221.7%8.4%
70Δ2.63199.7%12.4%3.96214.4%6.3%
75Δ2.50188.0%9.9%5.12300.1%6.4%
80Δ2.36176.3%7.5%5.74304.7%4.8%

20Δ

Calls
Pseudo strike
4.75
IV
230.0%
B/E move
66.6%
Puts
Pseudo strike
2.14
IV
272.9%
B/E move
34.7%

25Δ

Calls
Pseudo strike
4.31
IV
219.5%
B/E move
53.0%
Puts
Pseudo strike
2.33
IV
268.8%
B/E move
31.0%

30Δ

Calls
Pseudo strike
3.95
IV
212.7%
B/E move
41.8%
Puts
Pseudo strike
2.52
IV
264.7%
B/E move
27.2%

35Δ

Calls
Pseudo strike
3.77
IV
216.4%
B/E move
37.5%
Puts
Pseudo strike
2.71
IV
260.7%
B/E move
23.5%

40Δ

Calls
Pseudo strike
3.59
IV
220.0%
B/E move
33.2%
Puts
Pseudo strike
2.90
IV
256.6%
B/E move
19.8%

45Δ

Calls
Pseudo strike
3.41
IV
223.6%
B/E move
28.8%
Puts
Pseudo strike
3.08
IV
250.9%
B/E move
16.8%

50Δ

Calls
Pseudo strike
3.23
IV
227.2%
B/E move
24.5%
Puts
Pseudo strike
3.26
IV
243.6%
B/E move
14.7%

55Δ

Calls
Pseudo strike
3.05
IV
230.8%
B/E move
20.2%
Puts
Pseudo strike
3.43
IV
236.3%
B/E move
12.6%

60Δ

Calls
Pseudo strike
2.90
IV
223.2%
B/E move
17.2%
Puts
Pseudo strike
3.61
IV
229.0%
B/E move
10.5%

65Δ

Calls
Pseudo strike
2.77
IV
211.5%
B/E move
14.8%
Puts
Pseudo strike
3.78
IV
221.7%
B/E move
8.4%

70Δ

Calls
Pseudo strike
2.63
IV
199.7%
B/E move
12.4%
Puts
Pseudo strike
3.96
IV
214.4%
B/E move
6.3%

75Δ

Calls
Pseudo strike
2.50
IV
188.0%
B/E move
9.9%
Puts
Pseudo strike
5.12
IV
300.1%
B/E move
6.4%

80Δ

Calls
Pseudo strike
2.36
IV
176.3%
B/E move
7.5%
Puts
Pseudo strike
5.74
IV
304.7%
B/E move
4.8%

Options history

IV · four-Friday blend169.86%
Daily EOD
CRDU153.5%162.3%171.1%2026-10-19: 154.75%2026-10-20: 155.06%2026-10-22: 158.42%2026-10-23: 158.85%2026-10-26: 162.01%2026-10-27: 165.61%2026-10-28: 163.08%2026-10-29: 162.22%2026-10-30: 169.86%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
154.75%
155.06%
158.42%
158.85%
162.01%
165.61%
163.08%
162.22%
169.86%