Tradr 2X Long QBTS Daily ETF QBTX
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Market dataready · fetched 2026-11-07T13:30:40.347Z
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 · 2026-11-07T01:00:06.15129049Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-07T13:30:39.295968+00:00
Tradr 2X Long QBTS Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.73 | 209.2% | 55.9% | 6.19 | 271.9% | 33.7% |
| 25Δ | 12.02 | 214.3% | 48.6% | 6.76 | 265.4% | 29.3% |
| 30Δ | 11.35 | 215.6% | 42.0% | 7.30 | 258.1% | 25.3% |
| 35Δ | 10.72 | 216.9% | 36.0% | 7.80 | 250.2% | 21.7% |
| 40Δ | 10.14 | 218.3% | 30.6% | 8.33 | 249.6% | 18.9% |
| 45Δ | 9.67 | 224.9% | 27.1% | 8.86 | 253.6% | 16.7% |
| 50Δ | 9.23 | 233.3% | 24.0% | 9.39 | 252.2% | 14.4% |
| 55Δ | 8.76 | 235.7% | 20.6% | 9.93 | 248.7% | 12.2% |
| 60Δ | 8.27 | 231.6% | 16.8% | 10.62 | 250.7% | 10.4% |
| 65Δ | 7.79 | 228.7% | 13.5% | 11.37 | 253.0% | 8.7% |
| 70Δ | 7.34 | 227.3% | 10.7% | 12.23 | 256.3% | 7.1% |
| 75Δ | 6.87 | 227.6% | 8.2% | 13.23 | 258.8% | 5.7% |
| 80Δ | 6.35 | 233.0% | 6.4% | 13.92 | 246.3% | 4.0% |
20Δ
- Pseudo strike
- 12.73
- IV
- 209.2%
- B/E move
- 55.9%
- Pseudo strike
- 6.19
- IV
- 271.9%
- B/E move
- 33.7%
25Δ
- Pseudo strike
- 12.02
- IV
- 214.3%
- B/E move
- 48.6%
- Pseudo strike
- 6.76
- IV
- 265.4%
- B/E move
- 29.3%
30Δ
- Pseudo strike
- 11.35
- IV
- 215.6%
- B/E move
- 42.0%
- Pseudo strike
- 7.30
- IV
- 258.1%
- B/E move
- 25.3%
35Δ
- Pseudo strike
- 10.72
- IV
- 216.9%
- B/E move
- 36.0%
- Pseudo strike
- 7.80
- IV
- 250.2%
- B/E move
- 21.7%
40Δ
- Pseudo strike
- 10.14
- IV
- 218.3%
- B/E move
- 30.6%
- Pseudo strike
- 8.33
- IV
- 249.6%
- B/E move
- 18.9%
45Δ
- Pseudo strike
- 9.67
- IV
- 224.9%
- B/E move
- 27.1%
- Pseudo strike
- 8.86
- IV
- 253.6%
- B/E move
- 16.7%
50Δ
- Pseudo strike
- 9.23
- IV
- 233.3%
- B/E move
- 24.0%
- Pseudo strike
- 9.39
- IV
- 252.2%
- B/E move
- 14.4%
55Δ
- Pseudo strike
- 8.76
- IV
- 235.7%
- B/E move
- 20.6%
- Pseudo strike
- 9.93
- IV
- 248.7%
- B/E move
- 12.2%
60Δ
- Pseudo strike
- 8.27
- IV
- 231.6%
- B/E move
- 16.8%
- Pseudo strike
- 10.62
- IV
- 250.7%
- B/E move
- 10.4%
65Δ
- Pseudo strike
- 7.79
- IV
- 228.7%
- B/E move
- 13.5%
- Pseudo strike
- 11.37
- IV
- 253.0%
- B/E move
- 8.7%
70Δ
- Pseudo strike
- 7.34
- IV
- 227.3%
- B/E move
- 10.7%
- Pseudo strike
- 12.23
- IV
- 256.3%
- B/E move
- 7.1%
75Δ
- Pseudo strike
- 6.87
- IV
- 227.6%
- B/E move
- 8.2%
- Pseudo strike
- 13.23
- IV
- 258.8%
- B/E move
- 5.7%
80Δ
- Pseudo strike
- 6.35
- IV
- 233.0%
- B/E move
- 6.4%
- Pseudo strike
- 13.92
- IV
- 246.3%
- B/E move
- 4.0%
Options history
No recorded observations