Tradr 2X Long WULF Daily ETF WULX
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Market dataready · fetched 2026-11-07T00:52:49.684Z
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 · 2026-11-07T00:50:45.538819965Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-07T00:52:49.246066+00:00
Tradr 2X Long WULF Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.87 | 347.3% | 128.3% | 4.45 | 322.9% | 38.3% |
| 25Δ | 10.52 | 281.4% | 75.3% | 4.99 | 304.7% | 32.3% |
| 30Δ | 8.99 | 245.5% | 51.5% | 5.43 | 295.7% | 28.4% |
| 35Δ | 8.02 | 216.2% | 36.8% | 5.88 | 287.0% | 24.4% |
| 40Δ | 7.63 | 218.2% | 32.2% | 6.31 | 280.7% | 21.2% |
| 45Δ | 7.24 | 220.9% | 27.9% | 6.74 | 275.3% | 18.3% |
| 50Δ | 6.87 | 224.7% | 24.1% | 7.14 | 266.5% | 15.5% |
| 55Δ | 6.52 | 230.1% | 21.0% | 7.47 | 252.6% | 12.9% |
| 60Δ | 6.17 | 235.5% | 17.9% | 7.81 | 238.6% | 10.4% |
| 65Δ | 5.81 | 240.1% | 15.0% | 8.21 | 229.7% | 8.2% |
| 70Δ | 5.43 | 244.0% | 12.3% | 8.71 | 227.7% | 6.6% |
| 75Δ | 5.06 | 247.9% | 9.6% | 9.21 | 223.0% | 5.1% |
| 80Δ | 4.61 | 257.5% | 7.4% | 9.72 | 214.9% | 3.7% |
20Δ
- Pseudo strike
- 13.87
- IV
- 347.3%
- B/E move
- 128.3%
- Pseudo strike
- 4.45
- IV
- 322.9%
- B/E move
- 38.3%
25Δ
- Pseudo strike
- 10.52
- IV
- 281.4%
- B/E move
- 75.3%
- Pseudo strike
- 4.99
- IV
- 304.7%
- B/E move
- 32.3%
30Δ
- Pseudo strike
- 8.99
- IV
- 245.5%
- B/E move
- 51.5%
- Pseudo strike
- 5.43
- IV
- 295.7%
- B/E move
- 28.4%
35Δ
- Pseudo strike
- 8.02
- IV
- 216.2%
- B/E move
- 36.8%
- Pseudo strike
- 5.88
- IV
- 287.0%
- B/E move
- 24.4%
40Δ
- Pseudo strike
- 7.63
- IV
- 218.2%
- B/E move
- 32.2%
- Pseudo strike
- 6.31
- IV
- 280.7%
- B/E move
- 21.2%
45Δ
- Pseudo strike
- 7.24
- IV
- 220.9%
- B/E move
- 27.9%
- Pseudo strike
- 6.74
- IV
- 275.3%
- B/E move
- 18.3%
50Δ
- Pseudo strike
- 6.87
- IV
- 224.7%
- B/E move
- 24.1%
- Pseudo strike
- 7.14
- IV
- 266.5%
- B/E move
- 15.5%
55Δ
- Pseudo strike
- 6.52
- IV
- 230.1%
- B/E move
- 21.0%
- Pseudo strike
- 7.47
- IV
- 252.6%
- B/E move
- 12.9%
60Δ
- Pseudo strike
- 6.17
- IV
- 235.5%
- B/E move
- 17.9%
- Pseudo strike
- 7.81
- IV
- 238.6%
- B/E move
- 10.4%
65Δ
- Pseudo strike
- 5.81
- IV
- 240.1%
- B/E move
- 15.0%
- Pseudo strike
- 8.21
- IV
- 229.7%
- B/E move
- 8.2%
70Δ
- Pseudo strike
- 5.43
- IV
- 244.0%
- B/E move
- 12.3%
- Pseudo strike
- 8.71
- IV
- 227.7%
- B/E move
- 6.6%
75Δ
- Pseudo strike
- 5.06
- IV
- 247.9%
- B/E move
- 9.6%
- Pseudo strike
- 9.21
- IV
- 223.0%
- B/E move
- 5.1%
80Δ
- Pseudo strike
- 4.61
- IV
- 257.5%
- B/E move
- 7.4%
- Pseudo strike
- 9.72
- IV
- 214.9%
- B/E move
- 3.7%
Options history
No recorded observations