IntraAlpha
Create free account Start free

Tradr 2X Long LITE Daily ETF LITX

i

Market dataready · fetched 2026-11-04T06:38:24.191Z

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 · 2026-11-04T01:00:04.53325274Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:38:23.494681+00:00

Share price$14.40
1D-5.6%
AH$13.75$14.29$14.84$15.38$15.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLITX
Sold putSold callAH

Tradr 2X Long LITE Daily ETF options

Live interpolated LITX call and put midpoint premiums by absolute delta.Tradr 2X Long LITE Daily ETF$0.35$1.51$2.67$3.83$4.99$4.33$12.71$21.09$29.46$37.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LITX spot · $14.40LITX PRICE$0.47$0.61$0.74$0.92$1.08$1.29$1.55$1.78$1.98$2.31$2.65$2.98$3.36$0.65$0.91$1.13$1.38$1.66$1.98$2.25$2.39$2.54$3.68$4.38$4.65
Puts——
CallsCheap0.59×
Skew——
Implied moveBearish±$3.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.49161.9%45.6%11.56157.2%24.3%
25Δ19.09156.0%36.8%12.10167.3%22.3%
30Δ17.92151.4%29.6%12.78162.1%19.1%
35Δ17.15151.7%25.5%13.41159.1%16.5%
40Δ16.41149.0%21.5%14.01157.2%14.2%
45Δ15.75149.6%18.4%14.61156.2%12.3%
50Δ15.20155.4%16.4%15.15151.5%10.4%
55Δ14.61154.1%13.8%15.57139.7%8.4%
60Δ13.99148.7%10.9%16.01128.3%6.4%
65Δ13.41151.6%9.2%17.19152.9%6.2%
70Δ12.83153.0%7.5%18.04155.6%5.1%
75Δ12.25150.7%5.8%18.50144.4%3.8%
80Δ11.65147.8%4.2%

20Δ

Calls
Pseudo strike
20.49
IV
161.9%
B/E move
45.6%
Puts
Pseudo strike
11.56
IV
157.2%
B/E move
24.3%

25Δ

Calls
Pseudo strike
19.09
IV
156.0%
B/E move
36.8%
Puts
Pseudo strike
12.10
IV
167.3%
B/E move
22.3%

30Δ

Calls
Pseudo strike
17.92
IV
151.4%
B/E move
29.6%
Puts
Pseudo strike
12.78
IV
162.1%
B/E move
19.1%

35Δ

Calls
Pseudo strike
17.15
IV
151.7%
B/E move
25.5%
Puts
Pseudo strike
13.41
IV
159.1%
B/E move
16.5%

40Δ

Calls
Pseudo strike
16.41
IV
149.0%
B/E move
21.5%
Puts
Pseudo strike
14.01
IV
157.2%
B/E move
14.2%

45Δ

Calls
Pseudo strike
15.75
IV
149.6%
B/E move
18.4%
Puts
Pseudo strike
14.61
IV
156.2%
B/E move
12.3%

50Δ

Calls
Pseudo strike
15.20
IV
155.4%
B/E move
16.4%
Puts
Pseudo strike
15.15
IV
151.5%
B/E move
10.4%

55Δ

Calls
Pseudo strike
14.61
IV
154.1%
B/E move
13.8%
Puts
Pseudo strike
15.57
IV
139.7%
B/E move
8.4%

60Δ

Calls
Pseudo strike
13.99
IV
148.7%
B/E move
10.9%
Puts
Pseudo strike
16.01
IV
128.3%
B/E move
6.4%

65Δ

Calls
Pseudo strike
13.41
IV
151.6%
B/E move
9.2%
Puts
Pseudo strike
17.19
IV
152.9%
B/E move
6.2%

70Δ

Calls
Pseudo strike
12.83
IV
153.0%
B/E move
7.5%
Puts
Pseudo strike
18.04
IV
155.6%
B/E move
5.1%

75Δ

Calls
Pseudo strike
12.25
IV
150.7%
B/E move
5.8%
Puts
Pseudo strike
18.50
IV
144.4%
B/E move
3.8%

80Δ

Calls
Pseudo strike
11.65
IV
147.8%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations