Tradr 2X Long ALAB Daily ETF LABX
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Market dataready · fetched 2026-11-03T15:43:43.413Z
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 · 2026-11-03T15:43:37.039015945Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-03T15:43:41.500965+00:00
Tradr 2X Long ALAB Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.70 | 257.9% | 35.6% | |||
| 25Δ | 10.32 | 230.7% | 65.7% | 5.19 | 248.7% | 30.5% |
| 30Δ | 9.28 | 216.8% | 50.9% | 5.63 | 244.0% | 26.7% |
| 35Δ | 8.54 | 206.7% | 40.6% | 6.06 | 239.7% | 23.0% |
| 40Δ | 7.96 | 202.5% | 33.1% | 6.49 | 237.6% | 20.2% |
| 45Δ | 7.57 | 206.7% | 29.2% | 6.91 | 235.4% | 17.4% |
| 50Δ | 7.18 | 210.8% | 25.3% | 7.39 | 235.9% | 15.1% |
| 55Δ | 6.79 | 210.6% | 21.4% | 7.89 | 237.2% | 13.0% |
| 60Δ | 6.41 | 206.3% | 17.5% | 8.62 | 248.4% | 11.3% |
| 65Δ | 6.02 | 202.1% | 13.6% | 9.29 | 251.8% | 9.6% |
| 70Δ | 5.64 | 204.8% | 11.2% | 9.87 | 245.1% | 7.6% |
| 75Δ | 5.27 | 207.7% | 8.9% | 10.56 | 239.8% | 5.8% |
| 80Δ | 4.91 | 206.1% | 6.7% | 11.26 | 232.1% | 4.2% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.70
- IV
- 257.9%
- B/E move
- 35.6%
25Δ
- Pseudo strike
- 10.32
- IV
- 230.7%
- B/E move
- 65.7%
- Pseudo strike
- 5.19
- IV
- 248.7%
- B/E move
- 30.5%
30Δ
- Pseudo strike
- 9.28
- IV
- 216.8%
- B/E move
- 50.9%
- Pseudo strike
- 5.63
- IV
- 244.0%
- B/E move
- 26.7%
35Δ
- Pseudo strike
- 8.54
- IV
- 206.7%
- B/E move
- 40.6%
- Pseudo strike
- 6.06
- IV
- 239.7%
- B/E move
- 23.0%
40Δ
- Pseudo strike
- 7.96
- IV
- 202.5%
- B/E move
- 33.1%
- Pseudo strike
- 6.49
- IV
- 237.6%
- B/E move
- 20.2%
45Δ
- Pseudo strike
- 7.57
- IV
- 206.7%
- B/E move
- 29.2%
- Pseudo strike
- 6.91
- IV
- 235.4%
- B/E move
- 17.4%
50Δ
- Pseudo strike
- 7.18
- IV
- 210.8%
- B/E move
- 25.3%
- Pseudo strike
- 7.39
- IV
- 235.9%
- B/E move
- 15.1%
55Δ
- Pseudo strike
- 6.79
- IV
- 210.6%
- B/E move
- 21.4%
- Pseudo strike
- 7.89
- IV
- 237.2%
- B/E move
- 13.0%
60Δ
- Pseudo strike
- 6.41
- IV
- 206.3%
- B/E move
- 17.5%
- Pseudo strike
- 8.62
- IV
- 248.4%
- B/E move
- 11.3%
65Δ
- Pseudo strike
- 6.02
- IV
- 202.1%
- B/E move
- 13.6%
- Pseudo strike
- 9.29
- IV
- 251.8%
- B/E move
- 9.6%
70Δ
- Pseudo strike
- 5.64
- IV
- 204.8%
- B/E move
- 11.2%
- Pseudo strike
- 9.87
- IV
- 245.1%
- B/E move
- 7.6%
75Δ
- Pseudo strike
- 5.27
- IV
- 207.7%
- B/E move
- 8.9%
- Pseudo strike
- 10.56
- IV
- 239.8%
- B/E move
- 5.8%
80Δ
- Pseudo strike
- 4.91
- IV
- 206.1%
- B/E move
- 6.7%
- Pseudo strike
- 11.26
- IV
- 232.1%
- B/E move
- 4.2%
Options history
Table
| Date | IV (%) |
|---|---|
| 169.76% | |
| 169.89% | |
| 165.50% | |
| 176.21% |