Tradr 2X Long ONDS Daily ETF ONDU
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Market dataready · fetched 2026-11-06T14:15:36.029Z
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 · 2026-11-06T13:01:22.048140868Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-06T14:15:35.606196+00:00
Tradr 2X Long ONDS Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.89 | 325.0% | 117.2% | |||
| 25Δ | 9.14 | 298.3% | 84.5% | 4.12 | 289.9% | 31.7% |
| 30Δ | 7.82 | 266.3% | 59.9% | 4.50 | 291.6% | 28.3% |
| 35Δ | 7.24 | 264.0% | 50.4% | 4.87 | 293.3% | 24.9% |
| 40Δ | 6.63 | 248.6% | 39.6% | 5.29 | 299.1% | 22.1% |
| 45Δ | 5.99 | 224.4% | 28.3% | 5.74 | 307.1% | 19.7% |
| 50Δ | 5.69 | 223.9% | 24.4% | 6.27 | 315.7% | 17.4% |
| 55Δ | 5.38 | 223.3% | 20.6% | 6.88 | 325.3% | 15.3% |
| 60Δ | 5.07 | 222.7% | 16.7% | 7.65 | 337.3% | 13.3% |
| 65Δ | 4.81 | 214.7% | 13.6% | 8.56 | 349.4% | 11.4% |
| 70Δ | 4.56 | 204.3% | 10.8% | 9.42 | 349.8% | 9.3% |
| 75Δ | 4.31 | 193.9% | 8.0% | 10.40 | 347.8% | 7.2% |
| 80Δ | 4.06 | 183.5% | 5.2% | 11.44 | 341.2% | 5.3% |
20Δ
- Pseudo strike
- 10.89
- IV
- 325.0%
- B/E move
- 117.2%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 9.14
- IV
- 298.3%
- B/E move
- 84.5%
- Pseudo strike
- 4.12
- IV
- 289.9%
- B/E move
- 31.7%
30Δ
- Pseudo strike
- 7.82
- IV
- 266.3%
- B/E move
- 59.9%
- Pseudo strike
- 4.50
- IV
- 291.6%
- B/E move
- 28.3%
35Δ
- Pseudo strike
- 7.24
- IV
- 264.0%
- B/E move
- 50.4%
- Pseudo strike
- 4.87
- IV
- 293.3%
- B/E move
- 24.9%
40Δ
- Pseudo strike
- 6.63
- IV
- 248.6%
- B/E move
- 39.6%
- Pseudo strike
- 5.29
- IV
- 299.1%
- B/E move
- 22.1%
45Δ
- Pseudo strike
- 5.99
- IV
- 224.4%
- B/E move
- 28.3%
- Pseudo strike
- 5.74
- IV
- 307.1%
- B/E move
- 19.7%
50Δ
- Pseudo strike
- 5.69
- IV
- 223.9%
- B/E move
- 24.4%
- Pseudo strike
- 6.27
- IV
- 315.7%
- B/E move
- 17.4%
55Δ
- Pseudo strike
- 5.38
- IV
- 223.3%
- B/E move
- 20.6%
- Pseudo strike
- 6.88
- IV
- 325.3%
- B/E move
- 15.3%
60Δ
- Pseudo strike
- 5.07
- IV
- 222.7%
- B/E move
- 16.7%
- Pseudo strike
- 7.65
- IV
- 337.3%
- B/E move
- 13.3%
65Δ
- Pseudo strike
- 4.81
- IV
- 214.7%
- B/E move
- 13.6%
- Pseudo strike
- 8.56
- IV
- 349.4%
- B/E move
- 11.4%
70Δ
- Pseudo strike
- 4.56
- IV
- 204.3%
- B/E move
- 10.8%
- Pseudo strike
- 9.42
- IV
- 349.8%
- B/E move
- 9.3%
75Δ
- Pseudo strike
- 4.31
- IV
- 193.9%
- B/E move
- 8.0%
- Pseudo strike
- 10.40
- IV
- 347.8%
- B/E move
- 7.2%
80Δ
- Pseudo strike
- 4.06
- IV
- 183.5%
- B/E move
- 5.2%
- Pseudo strike
- 11.44
- IV
- 341.2%
- B/E move
- 5.3%
Options history
Table
| Date | IV (%) |
|---|---|
| 147.43% | |
| 146.14% | |
| 144.63% | |
| 151.54% | |
| 158.33% | |
| 158.11% | |
| 170.14% |