Tradr 2X Long JOBY Daily ETF JOBX
i
Market dataready · fetched 2026-11-04T08:51:35.066Z
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 · 2026-11-04T01:00:04.132145546Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-04T08:51:34.641655+00:00
Tradr 2X Long JOBY Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.18 | 318.9% | 40.1% | |||
| 25Δ | 13.36 | 444.1% | 205.6% | 3.55 | 280.5% | 33.1% |
| 30Δ | 8.74 | 346.1% | 103.7% | 3.92 | 242.0% | 26.1% |
| 35Δ | 7.09 | 299.6% | 68.1% | 4.17 | 223.4% | 22.1% |
| 40Δ | 6.14 | 266.2% | 48.3% | 4.39 | 210.1% | 19.0% |
| 45Δ | 5.59 | 245.9% | 37.3% | 4.61 | 196.8% | 15.8% |
| 50Δ | 5.10 | 228.0% | 27.8% | 4.83 | 183.5% | 12.7% |
| 55Δ | 4.79 | 214.8% | 22.3% | 5.07 | 173.7% | 9.9% |
| 60Δ | 4.52 | 202.7% | 17.8% | 5.37 | 176.7% | 8.6% |
| 65Δ | 4.25 | 190.6% | 13.3% | 5.67 | 179.7% | 7.2% |
| 70Δ | 3.98 | 179.4% | 9.1% | 5.98 | 182.7% | 5.9% |
| 75Δ | 3.74 | 177.0% | 7.3% | 6.41 | 184.3% | 4.6% |
| 80Δ | 3.50 | 174.7% | 5.6% | 6.85 | 185.8% | 3.4% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.18
- IV
- 318.9%
- B/E move
- 40.1%
25Δ
- Pseudo strike
- 13.36
- IV
- 444.1%
- B/E move
- 205.6%
- Pseudo strike
- 3.55
- IV
- 280.5%
- B/E move
- 33.1%
30Δ
- Pseudo strike
- 8.74
- IV
- 346.1%
- B/E move
- 103.7%
- Pseudo strike
- 3.92
- IV
- 242.0%
- B/E move
- 26.1%
35Δ
- Pseudo strike
- 7.09
- IV
- 299.6%
- B/E move
- 68.1%
- Pseudo strike
- 4.17
- IV
- 223.4%
- B/E move
- 22.1%
40Δ
- Pseudo strike
- 6.14
- IV
- 266.2%
- B/E move
- 48.3%
- Pseudo strike
- 4.39
- IV
- 210.1%
- B/E move
- 19.0%
45Δ
- Pseudo strike
- 5.59
- IV
- 245.9%
- B/E move
- 37.3%
- Pseudo strike
- 4.61
- IV
- 196.8%
- B/E move
- 15.8%
50Δ
- Pseudo strike
- 5.10
- IV
- 228.0%
- B/E move
- 27.8%
- Pseudo strike
- 4.83
- IV
- 183.5%
- B/E move
- 12.7%
55Δ
- Pseudo strike
- 4.79
- IV
- 214.8%
- B/E move
- 22.3%
- Pseudo strike
- 5.07
- IV
- 173.7%
- B/E move
- 9.9%
60Δ
- Pseudo strike
- 4.52
- IV
- 202.7%
- B/E move
- 17.8%
- Pseudo strike
- 5.37
- IV
- 176.7%
- B/E move
- 8.6%
65Δ
- Pseudo strike
- 4.25
- IV
- 190.6%
- B/E move
- 13.3%
- Pseudo strike
- 5.67
- IV
- 179.7%
- B/E move
- 7.2%
70Δ
- Pseudo strike
- 3.98
- IV
- 179.4%
- B/E move
- 9.1%
- Pseudo strike
- 5.98
- IV
- 182.7%
- B/E move
- 5.9%
75Δ
- Pseudo strike
- 3.74
- IV
- 177.0%
- B/E move
- 7.3%
- Pseudo strike
- 6.41
- IV
- 184.3%
- B/E move
- 4.6%
80Δ
- Pseudo strike
- 3.50
- IV
- 174.7%
- B/E move
- 5.6%
- Pseudo strike
- 6.85
- IV
- 185.8%
- B/E move
- 3.4%
Options history
No recorded observations