Tradr 2X Long WULF Daily ETF WULX
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Market dataready · fetched 2026-11-07T07:52:28.157Z
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 · 2026-11-07T01:00:08.205021047Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:52:27.650991+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 | 351.1% | 128.3% | 4.45 | 326.4% | 38.3% |
| 25Δ | 10.52 | 284.4% | 75.3% | 4.99 | 308.0% | 32.3% |
| 30Δ | 8.99 | 248.1% | 51.5% | 5.43 | 302.2% | 28.4% |
| 35Δ | 8.02 | 218.6% | 36.8% | 5.88 | 296.7% | 24.4% |
| 40Δ | 7.63 | 222.8% | 32.2% | 6.31 | 291.2% | 21.2% |
| 45Δ | 7.24 | 227.9% | 27.9% | 6.74 | 285.6% | 18.3% |
| 50Δ | 6.87 | 233.2% | 24.1% | 7.13 | 275.6% | 15.5% |
| 55Δ | 6.52 | 238.8% | 21.0% | 7.47 | 259.1% | 12.9% |
| 60Δ | 6.17 | 244.4% | 17.9% | 7.81 | 242.6% | 10.4% |
| 65Δ | 5.81 | 248.0% | 15.0% | 8.21 | 232.1% | 8.2% |
| 70Δ | 5.43 | 249.5% | 12.3% | 8.71 | 230.0% | 6.6% |
| 75Δ | 5.06 | 251.0% | 9.6% | 9.21 | 225.4% | 5.1% |
| 80Δ | 4.61 | 260.3% | 7.4% | 9.71 | 217.1% | 3.7% |
20Δ
- Pseudo strike
- 13.87
- IV
- 351.1%
- B/E move
- 128.3%
- Pseudo strike
- 4.45
- IV
- 326.4%
- B/E move
- 38.3%
25Δ
- Pseudo strike
- 10.52
- IV
- 284.4%
- B/E move
- 75.3%
- Pseudo strike
- 4.99
- IV
- 308.0%
- B/E move
- 32.3%
30Δ
- Pseudo strike
- 8.99
- IV
- 248.1%
- B/E move
- 51.5%
- Pseudo strike
- 5.43
- IV
- 302.2%
- B/E move
- 28.4%
35Δ
- Pseudo strike
- 8.02
- IV
- 218.6%
- B/E move
- 36.8%
- Pseudo strike
- 5.88
- IV
- 296.7%
- B/E move
- 24.4%
40Δ
- Pseudo strike
- 7.63
- IV
- 222.8%
- B/E move
- 32.2%
- Pseudo strike
- 6.31
- IV
- 291.2%
- B/E move
- 21.2%
45Δ
- Pseudo strike
- 7.24
- IV
- 227.9%
- B/E move
- 27.9%
- Pseudo strike
- 6.74
- IV
- 285.6%
- B/E move
- 18.3%
50Δ
- Pseudo strike
- 6.87
- IV
- 233.2%
- B/E move
- 24.1%
- Pseudo strike
- 7.13
- IV
- 275.6%
- B/E move
- 15.5%
55Δ
- Pseudo strike
- 6.52
- IV
- 238.8%
- B/E move
- 21.0%
- Pseudo strike
- 7.47
- IV
- 259.1%
- B/E move
- 12.9%
60Δ
- Pseudo strike
- 6.17
- IV
- 244.4%
- B/E move
- 17.9%
- Pseudo strike
- 7.81
- IV
- 242.6%
- B/E move
- 10.4%
65Δ
- Pseudo strike
- 5.81
- IV
- 248.0%
- B/E move
- 15.0%
- Pseudo strike
- 8.21
- IV
- 232.1%
- B/E move
- 8.2%
70Δ
- Pseudo strike
- 5.43
- IV
- 249.5%
- B/E move
- 12.3%
- Pseudo strike
- 8.71
- IV
- 230.0%
- B/E move
- 6.6%
75Δ
- Pseudo strike
- 5.06
- IV
- 251.0%
- B/E move
- 9.6%
- Pseudo strike
- 9.21
- IV
- 225.4%
- B/E move
- 5.1%
80Δ
- Pseudo strike
- 4.61
- IV
- 260.3%
- B/E move
- 7.4%
- Pseudo strike
- 9.71
- IV
- 217.1%
- B/E move
- 3.7%
Options history
No recorded observations