Tradr 2X Long STX Daily ETF STXX
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Market dataready · fetched 2026-11-04T00:55:47.551Z
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 · 2026-11-04T00:24:47.049658394Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:55:46.884592+00:00
Tradr 2X Long STX Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 26.15 | 187.3% | 47.5% | 15.40 | 165.0% | 22.5% |
| 30Δ | 23.51 | 163.1% | 33.8% | 16.29 | 157.4% | 19.1% |
| 35Δ | 22.72 | 171.7% | 31.0% | 17.09 | 155.5% | 16.5% |
| 40Δ | 21.72 | 174.7% | 27.2% | 17.87 | 156.4% | 14.5% |
| 45Δ | 20.78 | 178.3% | 23.8% | 18.64 | 154.6% | 12.5% |
| 50Δ | 19.38 | 150.9% | 10.6% | |||
| 55Δ | 18.60 | 152.4% | 13.9% | 20.10 | 145.9% | 8.8% |
| 60Δ | 17.88 | 160.9% | 12.5% | 20.79 | 140.7% | 7.2% |
| 65Δ | 17.08 | 160.3% | 10.2% | 21.99 | 151.1% | 6.3% |
| 70Δ | 16.24 | 165.6% | 8.5% | 22.81 | 146.5% | 4.9% |
| 75Δ | 15.37 | 167.9% | 6.7% | 23.96 | 147.3% | 3.8% |
| 80Δ | 25.01 | 143.7% | 2.7% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 26.15
- IV
- 187.3%
- B/E move
- 47.5%
- Pseudo strike
- 15.40
- IV
- 165.0%
- B/E move
- 22.5%
30Δ
- Pseudo strike
- 23.51
- IV
- 163.1%
- B/E move
- 33.8%
- Pseudo strike
- 16.29
- IV
- 157.4%
- B/E move
- 19.1%
35Δ
- Pseudo strike
- 22.72
- IV
- 171.7%
- B/E move
- 31.0%
- Pseudo strike
- 17.09
- IV
- 155.5%
- B/E move
- 16.5%
40Δ
- Pseudo strike
- 21.72
- IV
- 174.7%
- B/E move
- 27.2%
- Pseudo strike
- 17.87
- IV
- 156.4%
- B/E move
- 14.5%
45Δ
- Pseudo strike
- 20.78
- IV
- 178.3%
- B/E move
- 23.8%
- Pseudo strike
- 18.64
- IV
- 154.6%
- B/E move
- 12.5%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.38
- IV
- 150.9%
- B/E move
- 10.6%
55Δ
- Pseudo strike
- 18.60
- IV
- 152.4%
- B/E move
- 13.9%
- Pseudo strike
- 20.10
- IV
- 145.9%
- B/E move
- 8.8%
60Δ
- Pseudo strike
- 17.88
- IV
- 160.9%
- B/E move
- 12.5%
- Pseudo strike
- 20.79
- IV
- 140.7%
- B/E move
- 7.2%
65Δ
- Pseudo strike
- 17.08
- IV
- 160.3%
- B/E move
- 10.2%
- Pseudo strike
- 21.99
- IV
- 151.1%
- B/E move
- 6.3%
70Δ
- Pseudo strike
- 16.24
- IV
- 165.6%
- B/E move
- 8.5%
- Pseudo strike
- 22.81
- IV
- 146.5%
- B/E move
- 4.9%
75Δ
- Pseudo strike
- 15.37
- IV
- 167.9%
- B/E move
- 6.7%
- Pseudo strike
- 23.96
- IV
- 147.3%
- B/E move
- 3.8%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 25.01
- IV
- 143.7%
- B/E move
- 2.7%
Options history
Table
| Date | IV (%) |
|---|---|
| 152.59% | |
| 123.77% | |
| 136.36% | |
| 131.67% | |
| 114.96% | |
| 122.65% |