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Tradr 2X Long IBM Daily ETF IBX

i

Market dataready · fetched 2026-11-04T04:16:04.184Z

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 · 2026-11-04T01:00:03.776826787Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:16:03.902160+00:00

Share price$19.54
1D+0.1%
AH$18.75$18.99$19.23$19.47$19.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIBX
Sold putSold callAH

Tradr 2X Long IBM Daily ETF options

Live interpolated IBX call and put midpoint premiums by absolute delta.Tradr 2X Long IBM Daily ETF$0.73$2.23$3.74$5.24$6.74$14.04$17.04$20.03$23.03$26.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IBX spot · $19.54IBX PRICE$1.01$1.16$1.28$1.30$1.32$2.58$2.61$2.64$0.89$1.13$2.23$2.40$2.67$3.25$4.29$5.28$6.31
Puts——
Calls——
Skew——
Implied moveBearish±$3.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ16.97119.3%17.7%
30Δ17.65120.0%15.4%
35Δ
40Δ21.0594.4%12.9%
45Δ20.4790.4%10.7%
50Δ19.9385.3%8.6%20.15112.9%8.3%
55Δ19.5374.8%6.6%20.63105.0%6.7%
60Δ19.1264.2%4.6%21.18100.0%5.3%
65Δ21.91104.5%4.5%
70Δ17.94100.7%5.0%23.05116.4%4.0%
75Δ17.6989.0%3.9%24.19121.6%3.2%
80Δ17.4577.2%2.8%25.37123.2%2.4%

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
16.97
IV
119.3%
B/E move
17.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.65
IV
120.0%
B/E move
15.4%

35Δ

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

40Δ

Calls
Pseudo strike
21.05
IV
94.4%
B/E move
12.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
20.47
IV
90.4%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
19.93
IV
85.3%
B/E move
8.6%
Puts
Pseudo strike
20.15
IV
112.9%
B/E move
8.3%

55Δ

Calls
Pseudo strike
19.53
IV
74.8%
B/E move
6.6%
Puts
Pseudo strike
20.63
IV
105.0%
B/E move
6.7%

60Δ

Calls
Pseudo strike
19.12
IV
64.2%
B/E move
4.6%
Puts
Pseudo strike
21.18
IV
100.0%
B/E move
5.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.91
IV
104.5%
B/E move
4.5%

70Δ

Calls
Pseudo strike
17.94
IV
100.7%
B/E move
5.0%
Puts
Pseudo strike
23.05
IV
116.4%
B/E move
4.0%

75Δ

Calls
Pseudo strike
17.69
IV
89.0%
B/E move
3.9%
Puts
Pseudo strike
24.19
IV
121.6%
B/E move
3.2%

80Δ

Calls
Pseudo strike
17.45
IV
77.2%
B/E move
2.8%
Puts
Pseudo strike
25.37
IV
123.2%
B/E move
2.4%

Options history

IV · four-Friday blend77.66%
Daily close
IBX62.7%163.4%264.0%2026-08-10: 231.05%2026-08-12: 159.90%2026-08-14: 250.15%2026-08-20: 200.38%2026-08-21: 86.49%2026-08-24: 91.79%2026-08-25: 84.62%2026-08-26: 93.00%2026-08-27: 85.38%2026-08-28: 88.57%2026-08-31: 90.51%2026-09-01: 91.76%2026-09-02: 89.91%2026-09-03: 86.26%2026-09-04: 86.32%2026-09-08: 82.33%2026-09-09: 105.72%2026-09-10: 95.84%2026-09-15: 96.11%2026-09-16: 131.79%2026-09-17: 150.62%2026-09-18: 92.93%2026-09-21: 86.36%2026-09-22: 82.34%2026-09-23: 86.16%2026-09-24: 95.56%2026-09-25: 95.06%2026-09-28: 95.80%2026-09-29: 89.79%2026-09-30: 99.17%2026-10-01: 92.58%2026-10-02: 106.18%2026-10-05: 95.91%2026-10-06: 96.99%2026-10-07: 117.53%2026-10-08: 115.19%2026-10-09: 111.51%2026-10-12: 138.19%2026-10-13: 89.66%2026-10-14: 136.00%2026-10-16: 82.61%2026-10-19: 84.08%2026-10-20: 80.88%2026-10-22: 76.60%2026-10-23: 76.74%2026-10-26: 80.53%2026-10-27: 77.80%2026-10-28: 77.77%2026-10-30: 77.66%Aug 10Sep 23Oct 30
49 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
231.05%
159.90%
250.15%
200.38%
86.49%
91.79%
84.62%
93.00%
85.38%
88.57%
90.51%
91.76%
89.91%
86.26%
86.32%
82.33%
105.72%
95.84%
96.11%
131.79%
150.62%
92.93%
86.36%
82.34%
86.16%
95.56%
95.06%
95.80%
89.79%
99.17%
92.58%
106.18%
95.91%
96.99%
117.53%
115.19%
111.51%
138.19%
89.66%
136.00%
82.61%
84.08%
80.88%
76.60%
76.74%
80.53%
77.80%
77.77%
77.66%