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Tradr 2X Long TTMI Daily ETF TTMX

i

Market dataready · fetched 2026-11-06T21:11:00.677Z

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 · 2026-11-06T21:10:07.446551729Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:11:00.112493+00:00

Share price$1.86
1D-0.1%
AH$1.69$1.76$1.84$1.91$1.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTTMX
Sold putSold callAH

Tradr 2X Long TTMI Daily ETF options

Live interpolated TTMX call and put midpoint premiums by absolute delta.Tradr 2X Long TTMI Daily ETF$0.28$0.56$0.85$1.13$1.41$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETTMX PRICE$0.42$0.42$0.42$0.42$0.31$0.38$0.45$0.52$0.59$0.66$0.48$0.52$0.56$0.59$0.66$1.00$1.33
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.29672.0%56.5%
25Δ1.47595.7%48.6%
30Δ14.38800.0%698.0%1.65519.5%40.8%
35Δ11.57800.0%546.6%1.84443.2%32.9%
40Δ9.29796.2%423.5%2.04378.4%25.7%
45Δ4.49614.5%165.0%2.41411.7%23.7%
50Δ2.78445.0%21.6%
55Δ1.94228.1%21.3%
60Δ1.82226.7%18.8%
65Δ1.71225.3%16.3%
70Δ1.59223.9%13.8%
75Δ1.47222.5%11.3%
80Δ1.36221.1%8.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.29
IV
672.0%
B/E move
56.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.47
IV
595.7%
B/E move
48.6%

30Δ

Calls
Pseudo strike
14.38
IV
800.0%
B/E move
698.0%
Puts
Pseudo strike
1.65
IV
519.5%
B/E move
40.8%

35Δ

Calls
Pseudo strike
11.57
IV
800.0%
B/E move
546.6%
Puts
Pseudo strike
1.84
IV
443.2%
B/E move
32.9%

40Δ

Calls
Pseudo strike
9.29
IV
796.2%
B/E move
423.5%
Puts
Pseudo strike
2.04
IV
378.4%
B/E move
25.7%

45Δ

Calls
Pseudo strike
4.49
IV
614.5%
B/E move
165.0%
Puts
Pseudo strike
2.41
IV
411.7%
B/E move
23.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.78
IV
445.0%
B/E move
21.6%

55Δ

Calls
Pseudo strike
1.94
IV
228.1%
B/E move
21.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.82
IV
226.7%
B/E move
18.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.71
IV
225.3%
B/E move
16.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.59
IV
223.9%
B/E move
13.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.47
IV
222.5%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.36
IV
221.1%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations