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Tradr 2X Long SITM Daily ETF SITX

i

Market dataready · fetched 2026-11-04T02:51:05.809Z

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 · 2026-11-04T01:00:06.696082649Z

FundamentalsTradr ETFs · ready · as of 2026-11-03 · fetched 2026-11-04T02:51:05.397858+00:00

Share price$8.73
1D+1.2%
AH$8.57$8.69$8.80$8.92$9.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSITX
Sold putSold callAH

Tradr 2X Long SITM Daily ETF options

Live interpolated SITX call and put midpoint premiums by absolute delta.Tradr 2X Long SITM Daily ETF$0.30$1.92$3.54$5.16$6.78$3.29$6.06$8.82$11.59$14.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SITX spot · $8.73SITX PRICE$0.47$0.57$0.68$0.81$0.96$1.13$1.31$1.53$1.76$2.00$2.29$2.60$2.97$0.74$0.88$1.13$1.40$1.75$2.08$2.42$2.82$3.28$4.05$4.86$5.87$6.31
PutsExpensive1.29×
CallsExpensive1.82×
SkewBullish-10.40 pp
Implied moveBearish±$3.73
TiltBearish32.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.42299.0%116.5%6.35263.6%35.7%
25Δ15.10265.7%79.6%7.06235.0%29.1%
30Δ13.32247.7%60.4%7.61232.6%25.6%
35Δ12.11237.3%48.1%8.17231.6%22.4%
40Δ11.25231.4%39.9%8.74233.5%19.8%
45Δ10.54230.1%33.7%9.31231.9%17.2%
50Δ9.90231.1%28.5%9.86227.5%14.7%
55Δ9.32233.9%24.4%10.46224.5%12.5%
60Δ8.75235.7%20.4%11.10223.3%10.4%
65Δ8.18236.0%16.7%12.01233.0%8.9%
70Δ7.61238.2%13.5%12.95235.8%7.2%
75Δ7.04241.3%10.5%14.09239.3%5.7%
80Δ6.44243.0%7.9%14.68223.4%4.1%

20Δ

Calls
Pseudo strike
18.42
IV
299.0%
B/E move
116.5%
Puts
Pseudo strike
6.35
IV
263.6%
B/E move
35.7%

25Δ

Calls
Pseudo strike
15.10
IV
265.7%
B/E move
79.6%
Puts
Pseudo strike
7.06
IV
235.0%
B/E move
29.1%

30Δ

Calls
Pseudo strike
13.32
IV
247.7%
B/E move
60.4%
Puts
Pseudo strike
7.61
IV
232.6%
B/E move
25.6%

35Δ

Calls
Pseudo strike
12.11
IV
237.3%
B/E move
48.1%
Puts
Pseudo strike
8.17
IV
231.6%
B/E move
22.4%

40Δ

Calls
Pseudo strike
11.25
IV
231.4%
B/E move
39.9%
Puts
Pseudo strike
8.74
IV
233.5%
B/E move
19.8%

45Δ

Calls
Pseudo strike
10.54
IV
230.1%
B/E move
33.7%
Puts
Pseudo strike
9.31
IV
231.9%
B/E move
17.2%

50Δ

Calls
Pseudo strike
9.90
IV
231.1%
B/E move
28.5%
Puts
Pseudo strike
9.86
IV
227.5%
B/E move
14.7%

55Δ

Calls
Pseudo strike
9.32
IV
233.9%
B/E move
24.4%
Puts
Pseudo strike
10.46
IV
224.5%
B/E move
12.5%

60Δ

Calls
Pseudo strike
8.75
IV
235.7%
B/E move
20.4%
Puts
Pseudo strike
11.10
IV
223.3%
B/E move
10.4%

65Δ

Calls
Pseudo strike
8.18
IV
236.0%
B/E move
16.7%
Puts
Pseudo strike
12.01
IV
233.0%
B/E move
8.9%

70Δ

Calls
Pseudo strike
7.61
IV
238.2%
B/E move
13.5%
Puts
Pseudo strike
12.95
IV
235.8%
B/E move
7.2%

75Δ

Calls
Pseudo strike
7.04
IV
241.3%
B/E move
10.5%
Puts
Pseudo strike
14.09
IV
239.3%
B/E move
5.7%

80Δ

Calls
Pseudo strike
6.44
IV
243.0%
B/E move
7.9%
Puts
Pseudo strike
14.68
IV
223.4%
B/E move
4.1%

Options history

IV · four-Friday blend210.65%
Daily EOD
SITX210.4%210.6%210.9%2026-10-26: 210.65%Oct 26
1 observations2026-10-26 — 2026-10-26
Table
DateIV (%)
210.65%