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Tradr 2X Long RMBS Daily ETF RMBX

i

Market dataready · fetched 2026-11-07T05:40:23.152Z

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 · 2026-11-07T01:00:06.392418673Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T05:40:23.299254+00:00

Share price$6.11
1D-3.6%
AH$5.83$5.95$6.08$6.20$6.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRMBX
Sold putSold callAH

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$0.93$1.52$2.12$2.71$2.35$4.49$6.63$8.77$10.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive RMBX spot · $6.11RMBX PRICE$0.42$0.47$0.50$0.56$0.62$0.70$0.77$0.86$1.02$1.18$1.33$1.53$0.40$0.53$0.67$0.81$0.94$1.08$1.21$1.35$1.60$1.86$2.12$2.54
Puts——
Calls——
Skew——
Implied moveBearish±$1.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ11.03311.9%87.3%5.14184.2%22.3%
30Δ9.20267.9%58.3%5.42187.7%20.1%
35Δ7.97225.5%38.6%5.69191.1%17.8%
40Δ7.39207.1%30.1%5.97194.6%15.6%
45Δ6.89191.9%23.0%6.23189.6%13.6%
50Δ6.57183.3%18.9%6.48183.4%11.6%
55Δ6.24174.8%14.8%6.74177.2%9.6%
60Δ5.94168.9%11.3%7.00171.0%7.6%
65Δ5.68171.2%9.6%7.33169.1%6.3%
70Δ5.42173.5%7.9%7.66167.3%5.1%
75Δ5.16175.7%6.2%8.00165.5%3.9%
80Δ4.86176.8%4.6%8.47164.8%2.9%

20Δ

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

25Δ

Calls
Pseudo strike
11.03
IV
311.9%
B/E move
87.3%
Puts
Pseudo strike
5.14
IV
184.2%
B/E move
22.3%

30Δ

Calls
Pseudo strike
9.20
IV
267.9%
B/E move
58.3%
Puts
Pseudo strike
5.42
IV
187.7%
B/E move
20.1%

35Δ

Calls
Pseudo strike
7.97
IV
225.5%
B/E move
38.6%
Puts
Pseudo strike
5.69
IV
191.1%
B/E move
17.8%

40Δ

Calls
Pseudo strike
7.39
IV
207.1%
B/E move
30.1%
Puts
Pseudo strike
5.97
IV
194.6%
B/E move
15.6%

45Δ

Calls
Pseudo strike
6.89
IV
191.9%
B/E move
23.0%
Puts
Pseudo strike
6.23
IV
189.6%
B/E move
13.6%

50Δ

Calls
Pseudo strike
6.57
IV
183.3%
B/E move
18.9%
Puts
Pseudo strike
6.48
IV
183.4%
B/E move
11.6%

55Δ

Calls
Pseudo strike
6.24
IV
174.8%
B/E move
14.8%
Puts
Pseudo strike
6.74
IV
177.2%
B/E move
9.6%

60Δ

Calls
Pseudo strike
5.94
IV
168.9%
B/E move
11.3%
Puts
Pseudo strike
7.00
IV
171.0%
B/E move
7.6%

65Δ

Calls
Pseudo strike
5.68
IV
171.2%
B/E move
9.6%
Puts
Pseudo strike
7.33
IV
169.1%
B/E move
6.3%

70Δ

Calls
Pseudo strike
5.42
IV
173.5%
B/E move
7.9%
Puts
Pseudo strike
7.66
IV
167.3%
B/E move
5.1%

75Δ

Calls
Pseudo strike
5.16
IV
175.7%
B/E move
6.2%
Puts
Pseudo strike
8.00
IV
165.5%
B/E move
3.9%

80Δ

Calls
Pseudo strike
4.86
IV
176.8%
B/E move
4.6%
Puts
Pseudo strike
8.47
IV
164.8%
B/E move
2.9%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations