Tradr 2X Long QNT Daily ETF QNTU
i
Market dataready · fetched 2026-11-05T19:07:50.294Z
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 · 2026-11-05T19:06:29.274683233Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-05T19:07:49.622438+00:00
Tradr 2X Long QNT Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 7.84 | 509.8% | 255.5% | |||
| 30Δ | 5.10 | 417.9% | 135.9% | |||
| 35Δ | 3.82 | 339.9% | 79.7% | 2.15 | 248.6% | 23.0% |
| 40Δ | 3.35 | 315.7% | 60.8% | 2.31 | 250.1% | 20.6% |
| 45Δ | 2.95 | 295.8% | 45.0% | 2.48 | 251.5% | 18.3% |
| 50Δ | 2.76 | 289.4% | 38.7% | 2.64 | 252.9% | 15.9% |
| 55Δ | 2.56 | 283.0% | 32.5% | 2.81 | 254.3% | 13.5% |
| 60Δ | 2.37 | 276.5% | 26.3% | 2.98 | 255.8% | 11.1% |
| 65Δ | 2.17 | 270.1% | 20.0% | 3.16 | 248.1% | 9.4% |
| 70Δ | 1.98 | 264.8% | 14.2% | 3.35 | 238.9% | 7.7% |
| 75Δ | 1.79 | 268.0% | 11.7% | 3.54 | 229.7% | 6.0% |
| 80Δ | 1.60 | 271.2% | 9.2% | 3.73 | 220.5% | 4.3% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 7.84
- IV
- 509.8%
- B/E move
- 255.5%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 5.10
- IV
- 417.9%
- B/E move
- 135.9%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 3.82
- IV
- 339.9%
- B/E move
- 79.7%
- Pseudo strike
- 2.15
- IV
- 248.6%
- B/E move
- 23.0%
40Δ
- Pseudo strike
- 3.35
- IV
- 315.7%
- B/E move
- 60.8%
- Pseudo strike
- 2.31
- IV
- 250.1%
- B/E move
- 20.6%
45Δ
- Pseudo strike
- 2.95
- IV
- 295.8%
- B/E move
- 45.0%
- Pseudo strike
- 2.48
- IV
- 251.5%
- B/E move
- 18.3%
50Δ
- Pseudo strike
- 2.76
- IV
- 289.4%
- B/E move
- 38.7%
- Pseudo strike
- 2.64
- IV
- 252.9%
- B/E move
- 15.9%
55Δ
- Pseudo strike
- 2.56
- IV
- 283.0%
- B/E move
- 32.5%
- Pseudo strike
- 2.81
- IV
- 254.3%
- B/E move
- 13.5%
60Δ
- Pseudo strike
- 2.37
- IV
- 276.5%
- B/E move
- 26.3%
- Pseudo strike
- 2.98
- IV
- 255.8%
- B/E move
- 11.1%
65Δ
- Pseudo strike
- 2.17
- IV
- 270.1%
- B/E move
- 20.0%
- Pseudo strike
- 3.16
- IV
- 248.1%
- B/E move
- 9.4%
70Δ
- Pseudo strike
- 1.98
- IV
- 264.8%
- B/E move
- 14.2%
- Pseudo strike
- 3.35
- IV
- 238.9%
- B/E move
- 7.7%
75Δ
- Pseudo strike
- 1.79
- IV
- 268.0%
- B/E move
- 11.7%
- Pseudo strike
- 3.54
- IV
- 229.7%
- B/E move
- 6.0%
80Δ
- Pseudo strike
- 1.60
- IV
- 271.2%
- B/E move
- 9.2%
- Pseudo strike
- 3.73
- IV
- 220.5%
- B/E move
- 4.3%
Options history
No recorded observations