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Investment Managers Series Trust II Tradr 2X Long Innovation ETF TARK

i

Market dataready · fetched 2026-11-04T00:50:55.673Z

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 · 2026-11-03T21:48:30.500093415Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:50:55.294953+00:00

Share price$43.70
1D+2.0%
AH$42.74$43.08$43.42$43.75$44.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTARK
Sold putSold callAH

Investment Managers Series Trust II Tradr 2X Long Innovation ETF options

Live interpolated TARK call and put midpoint premiums by absolute delta.Investment Managers Series Trust II Tradr 2X Long Innovation ETF$0.40$3.69$6.99$10.29$13.58$32.00$37.26$42.51$47.76$53.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TARK spot · $43.70TARK PRICE$0.76$1.00$1.26$1.59$1.93$2.27$2.65$3.09$3.54$4.05$4.66$5.31$6.16$1.24$1.61$2.08$2.66$3.16$3.75$4.36$4.99$6.03$6.99$8.14$9.90$12.63
PutsExpensive1.07×
CallsExpensive1.11×
SkewBearish+25.39 pp
Implied moveBearish±$7.01
TiltBearish27.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.1077.4%18.7%37.01103.7%18.1%
25Δ49.6476.7%15.9%38.62101.8%15.3%
30Δ48.3976.3%13.6%39.95102.5%13.3%
35Δ47.3978.2%12.1%41.16105.1%11.9%
40Δ46.3979.0%10.6%42.41102.9%10.2%
45Δ45.3778.2%9.0%43.63101.8%8.7%
50Δ44.4177.9%7.7%44.82100.4%7.4%
55Δ43.4778.1%6.5%45.9998.4%6.2%
60Δ42.5677.6%5.5%47.40101.3%5.3%
65Δ41.6277.3%4.5%48.78101.2%4.4%
70Δ40.6577.9%3.7%50.30101.4%3.5%
75Δ39.6577.5%2.9%52.37105.2%2.8%
80Δ38.5376.4%2.3%55.37112.9%2.2%

20Δ

Calls
Pseudo strike
51.10
IV
77.4%
B/E move
18.7%
Puts
Pseudo strike
37.01
IV
103.7%
B/E move
18.1%

25Δ

Calls
Pseudo strike
49.64
IV
76.7%
B/E move
15.9%
Puts
Pseudo strike
38.62
IV
101.8%
B/E move
15.3%

30Δ

Calls
Pseudo strike
48.39
IV
76.3%
B/E move
13.6%
Puts
Pseudo strike
39.95
IV
102.5%
B/E move
13.3%

35Δ

Calls
Pseudo strike
47.39
IV
78.2%
B/E move
12.1%
Puts
Pseudo strike
41.16
IV
105.1%
B/E move
11.9%

40Δ

Calls
Pseudo strike
46.39
IV
79.0%
B/E move
10.6%
Puts
Pseudo strike
42.41
IV
102.9%
B/E move
10.2%

45Δ

Calls
Pseudo strike
45.37
IV
78.2%
B/E move
9.0%
Puts
Pseudo strike
43.63
IV
101.8%
B/E move
8.7%

50Δ

Calls
Pseudo strike
44.41
IV
77.9%
B/E move
7.7%
Puts
Pseudo strike
44.82
IV
100.4%
B/E move
7.4%

55Δ

Calls
Pseudo strike
43.47
IV
78.1%
B/E move
6.5%
Puts
Pseudo strike
45.99
IV
98.4%
B/E move
6.2%

60Δ

Calls
Pseudo strike
42.56
IV
77.6%
B/E move
5.5%
Puts
Pseudo strike
47.40
IV
101.3%
B/E move
5.3%

65Δ

Calls
Pseudo strike
41.62
IV
77.3%
B/E move
4.5%
Puts
Pseudo strike
48.78
IV
101.2%
B/E move
4.4%

70Δ

Calls
Pseudo strike
40.65
IV
77.9%
B/E move
3.7%
Puts
Pseudo strike
50.30
IV
101.4%
B/E move
3.5%

75Δ

Calls
Pseudo strike
39.65
IV
77.5%
B/E move
2.9%
Puts
Pseudo strike
52.37
IV
105.2%
B/E move
2.8%

80Δ

Calls
Pseudo strike
38.53
IV
76.4%
B/E move
2.3%
Puts
Pseudo strike
55.37
IV
112.9%
B/E move
2.2%

Options history

IV · four-Friday blend80.23%
Daily EOD
TARK73.0%76.9%80.8%2026-10-19: 73.73%2026-10-20: 74.14%2026-10-21: 73.53%2026-10-22: 77.35%2026-10-23: 77.89%2026-10-26: 77.01%2026-10-27: 74.40%2026-10-29: 74.03%2026-10-30: 80.23%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.73%
74.14%
73.53%
77.35%
77.89%
77.01%
74.40%
74.03%
80.23%