Tradr 2X Long TTMI Daily ETF TTMX
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Market dataready · fetched 2026-11-03T15:55:26.640Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-11-03T15:50:18.690381535Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-03T15:55:25.381834+00:00
Tradr 2X Long TTMI Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.16 | 299.1% | 50.2% | |||
| 25Δ | 8.96 | 249.8% | 202.7% | 2.45 | 267.6% | 42.9% |
| 30Δ | 8.08 | 246.3% | 176.3% | 2.74 | 236.1% | 35.5% |
| 35Δ | 7.20 | 242.9% | 149.9% | 3.02 | 206.5% | 28.5% |
| 40Δ | 6.32 | 239.4% | 123.4% | 3.23 | 195.5% | 24.9% |
| 45Δ | 5.44 | 236.0% | 97.0% | 3.43 | 184.4% | 21.3% |
| 50Δ | 4.56 | 232.5% | 70.6% | 3.64 | 173.4% | 17.8% |
| 55Δ | 3.85 | 227.1% | 50.0% | 3.85 | 162.4% | 14.2% |
| 60Δ | 3.45 | 218.1% | 39.4% | 4.08 | 153.3% | 11.1% |
| 65Δ | 3.04 | 209.2% | 28.7% | 4.34 | 149.3% | 9.1% |
| 70Δ | 4.61 | 145.2% | 7.1% | |||
| 75Δ | 4.88 | 141.1% | 5.2% | |||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.16
- IV
- 299.1%
- B/E move
- 50.2%
25Δ
- Pseudo strike
- 8.96
- IV
- 249.8%
- B/E move
- 202.7%
- Pseudo strike
- 2.45
- IV
- 267.6%
- B/E move
- 42.9%
30Δ
- Pseudo strike
- 8.08
- IV
- 246.3%
- B/E move
- 176.3%
- Pseudo strike
- 2.74
- IV
- 236.1%
- B/E move
- 35.5%
35Δ
- Pseudo strike
- 7.20
- IV
- 242.9%
- B/E move
- 149.9%
- Pseudo strike
- 3.02
- IV
- 206.5%
- B/E move
- 28.5%
40Δ
- Pseudo strike
- 6.32
- IV
- 239.4%
- B/E move
- 123.4%
- Pseudo strike
- 3.23
- IV
- 195.5%
- B/E move
- 24.9%
45Δ
- Pseudo strike
- 5.44
- IV
- 236.0%
- B/E move
- 97.0%
- Pseudo strike
- 3.43
- IV
- 184.4%
- B/E move
- 21.3%
50Δ
- Pseudo strike
- 4.56
- IV
- 232.5%
- B/E move
- 70.6%
- Pseudo strike
- 3.64
- IV
- 173.4%
- B/E move
- 17.8%
55Δ
- Pseudo strike
- 3.85
- IV
- 227.1%
- B/E move
- 50.0%
- Pseudo strike
- 3.85
- IV
- 162.4%
- B/E move
- 14.2%
60Δ
- Pseudo strike
- 3.45
- IV
- 218.1%
- B/E move
- 39.4%
- Pseudo strike
- 4.08
- IV
- 153.3%
- B/E move
- 11.1%
65Δ
- Pseudo strike
- 3.04
- IV
- 209.2%
- B/E move
- 28.7%
- Pseudo strike
- 4.34
- IV
- 149.3%
- B/E move
- 9.1%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.61
- IV
- 145.2%
- B/E move
- 7.1%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.88
- IV
- 141.1%
- B/E move
- 5.2%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations