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Tradr 2X Long RMBS Daily ETF RMBX

i

Market dataready · fetched 2026-11-06T20:56:57.968Z

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 · 2026-11-06T20:44:55.325016123Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T20:56:57.347819+00:00

Share price$6.07
1D-3.6%
$5.83$5.95$6.08$6.20$6.325:30 AM6:30 AM9:00 AM1:00 PMRMBX
Sold putSold call

Tradr 2X Long RMBS Daily ETF options

Live interpolated RMBX call and put midpoint premiums by absolute delta.Tradr 2X Long RMBS Daily ETF$0.33$0.86$1.39$1.92$2.45$2.33$4.47$6.62$8.76$10.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive RMBX spot · $6.07RMBX PRICE$0.42$0.47$0.50$0.56$0.63$0.70$0.78$0.89$1.05$1.21$1.37$1.62$0.38$0.52$0.65$0.78$0.91$1.04$1.17$1.30$1.50$1.75$1.99$2.30
Puts——
Calls——
Skew——
Implied moveBearish±$1.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ11.03310.8%88.7%5.12174.2%22.0%
30Δ9.19267.3%59.2%5.38177.1%19.8%
35Δ7.95225.7%39.5%5.65180.1%17.6%
40Δ7.36207.5%30.6%5.92183.0%15.3%
45Δ6.87192.7%23.6%6.17179.6%13.3%
50Δ6.53183.2%19.4%6.42173.4%11.4%
55Δ6.20173.7%15.1%6.66167.2%9.5%
60Δ5.89169.3%11.8%6.91161.0%7.6%
65Δ5.62172.7%10.1%7.20157.7%6.1%
70Δ5.36176.1%8.3%7.51156.1%4.9%
75Δ5.09179.4%6.5%7.83154.6%3.8%
80Δ4.75184.0%5.0%8.20152.1%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
11.03
IV
310.8%
B/E move
88.7%
Puts
Pseudo strike
5.12
IV
174.2%
B/E move
22.0%

30Δ

Calls
Pseudo strike
9.19
IV
267.3%
B/E move
59.2%
Puts
Pseudo strike
5.38
IV
177.1%
B/E move
19.8%

35Δ

Calls
Pseudo strike
7.95
IV
225.7%
B/E move
39.5%
Puts
Pseudo strike
5.65
IV
180.1%
B/E move
17.6%

40Δ

Calls
Pseudo strike
7.36
IV
207.5%
B/E move
30.6%
Puts
Pseudo strike
5.92
IV
183.0%
B/E move
15.3%

45Δ

Calls
Pseudo strike
6.87
IV
192.7%
B/E move
23.6%
Puts
Pseudo strike
6.17
IV
179.6%
B/E move
13.3%

50Δ

Calls
Pseudo strike
6.53
IV
183.2%
B/E move
19.4%
Puts
Pseudo strike
6.42
IV
173.4%
B/E move
11.4%

55Δ

Calls
Pseudo strike
6.20
IV
173.7%
B/E move
15.1%
Puts
Pseudo strike
6.66
IV
167.2%
B/E move
9.5%

60Δ

Calls
Pseudo strike
5.89
IV
169.3%
B/E move
11.8%
Puts
Pseudo strike
6.91
IV
161.0%
B/E move
7.6%

65Δ

Calls
Pseudo strike
5.62
IV
172.7%
B/E move
10.1%
Puts
Pseudo strike
7.20
IV
157.7%
B/E move
6.1%

70Δ

Calls
Pseudo strike
5.36
IV
176.1%
B/E move
8.3%
Puts
Pseudo strike
7.51
IV
156.1%
B/E move
4.9%

75Δ

Calls
Pseudo strike
5.09
IV
179.4%
B/E move
6.5%
Puts
Pseudo strike
7.83
IV
154.6%
B/E move
3.8%

80Δ

Calls
Pseudo strike
4.75
IV
184.0%
B/E move
5.0%
Puts
Pseudo strike
8.20
IV
152.1%
B/E move
2.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations