Tradr 2X Long ONDS Daily ETF ONDU
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Market dataready · fetched 2026-11-07T08:08:59.041Z
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 · 2026-11-07T01:00:05.389712367Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:08:58.645377+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 | 11.28 | 266.9% | 81.1% | 4.67 | 281.8% | 34.9% |
| 25Δ | 9.59 | 231.9% | 55.5% | 5.16 | 265.6% | 29.4% |
| 30Δ | 8.76 | 219.9% | 43.7% | 5.57 | 267.2% | 26.0% |
| 35Δ | 8.28 | 220.9% | 37.7% | 5.99 | 268.7% | 22.7% |
| 40Δ | 7.83 | 223.9% | 32.4% | 6.38 | 264.0% | 19.8% |
| 45Δ | 7.45 | 229.3% | 28.4% | 6.78 | 259.0% | 17.0% |
| 50Δ | 7.06 | 234.7% | 24.3% | 7.18 | 253.0% | 14.5% |
| 55Δ | 6.69 | 235.6% | 20.7% | 7.58 | 245.7% | 12.3% |
| 60Δ | 6.32 | 235.7% | 17.2% | 7.99 | 238.4% | 10.1% |
| 65Δ | 5.95 | 235.5% | 13.9% | 8.76 | 255.6% | 8.8% |
| 70Δ | 5.59 | 234.0% | 11.3% | 9.49 | 261.3% | 7.3% |
| 75Δ | 5.23 | 232.5% | 8.8% | 10.24 | 262.3% | 5.7% |
| 80Δ | 4.81 | 238.7% | 6.6% | 11.12 | 261.7% | 4.3% |
20Δ
- Pseudo strike
- 11.28
- IV
- 266.9%
- B/E move
- 81.1%
- Pseudo strike
- 4.67
- IV
- 281.8%
- B/E move
- 34.9%
25Δ
- Pseudo strike
- 9.59
- IV
- 231.9%
- B/E move
- 55.5%
- Pseudo strike
- 5.16
- IV
- 265.6%
- B/E move
- 29.4%
30Δ
- Pseudo strike
- 8.76
- IV
- 219.9%
- B/E move
- 43.7%
- Pseudo strike
- 5.57
- IV
- 267.2%
- B/E move
- 26.0%
35Δ
- Pseudo strike
- 8.28
- IV
- 220.9%
- B/E move
- 37.7%
- Pseudo strike
- 5.99
- IV
- 268.7%
- B/E move
- 22.7%
40Δ
- Pseudo strike
- 7.83
- IV
- 223.9%
- B/E move
- 32.4%
- Pseudo strike
- 6.38
- IV
- 264.0%
- B/E move
- 19.8%
45Δ
- Pseudo strike
- 7.45
- IV
- 229.3%
- B/E move
- 28.4%
- Pseudo strike
- 6.78
- IV
- 259.0%
- B/E move
- 17.0%
50Δ
- Pseudo strike
- 7.06
- IV
- 234.7%
- B/E move
- 24.3%
- Pseudo strike
- 7.18
- IV
- 253.0%
- B/E move
- 14.5%
55Δ
- Pseudo strike
- 6.69
- IV
- 235.6%
- B/E move
- 20.7%
- Pseudo strike
- 7.58
- IV
- 245.7%
- B/E move
- 12.3%
60Δ
- Pseudo strike
- 6.32
- IV
- 235.7%
- B/E move
- 17.2%
- Pseudo strike
- 7.99
- IV
- 238.4%
- B/E move
- 10.1%
65Δ
- Pseudo strike
- 5.95
- IV
- 235.5%
- B/E move
- 13.9%
- Pseudo strike
- 8.76
- IV
- 255.6%
- B/E move
- 8.8%
70Δ
- Pseudo strike
- 5.59
- IV
- 234.0%
- B/E move
- 11.3%
- Pseudo strike
- 9.49
- IV
- 261.3%
- B/E move
- 7.3%
75Δ
- Pseudo strike
- 5.23
- IV
- 232.5%
- B/E move
- 8.8%
- Pseudo strike
- 10.24
- IV
- 262.3%
- B/E move
- 5.7%
80Δ
- Pseudo strike
- 4.81
- IV
- 238.7%
- B/E move
- 6.6%
- Pseudo strike
- 11.12
- IV
- 261.7%
- B/E move
- 4.3%
Options history
Table
| Date | IV (%) |
|---|---|
| 147.43% | |
| 146.14% | |
| 144.63% | |
| 151.54% | |
| 158.33% | |
| 158.11% | |
| 170.14% |