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Tradr 2X Long AAOI Daily ETF AAOX

i

Market dataready · fetched 2026-11-13T01:46:33.595Z

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 · 2026-11-13T01:00:00.211222462Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:46:33.122531+00:00

Share price$1.94
1D+5.2%
AH$1.75$1.86$1.96$2.06$2.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAAOX
Sold putSold callAH

Tradr 2X Long AAOI Daily ETF options

Live interpolated AAOX call and put midpoint premiums by absolute delta.Tradr 2X Long AAOI Daily ETF$0.00$1.61$3.21$4.82$6.43$0.54$1.24$1.94$2.65$3.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AAOX spot · $1.94AAOX PRICE$0.15$0.18$0.20$0.23$0.28$0.39$0.50$0.61$0.73$0.84$0.55$1.63$2.72$3.80$4.88$5.96
Puts——
Calls——
Skew——
Implied moveBearish±$0.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ2.56264.6%39.6%
40Δ2.41258.2%33.3%
45Δ2.26251.8%27.0%
50Δ2.11245.3%20.7%2.30218.2%9.8%
55Δ1.97250.2%15.6%3.38321.3%9.8%
60Δ1.83290.3%14.2%4.47424.5%9.8%
65Δ1.68330.3%12.7%5.55527.7%9.8%
70Δ1.54370.4%11.3%6.63630.8%9.8%
75Δ1.40410.5%9.8%7.71734.0%9.8%
80Δ1.26450.5%8.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
2.56
IV
264.6%
B/E move
39.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
2.41
IV
258.2%
B/E move
33.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.26
IV
251.8%
B/E move
27.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.11
IV
245.3%
B/E move
20.7%
Puts
Pseudo strike
2.30
IV
218.2%
B/E move
9.8%

55Δ

Calls
Pseudo strike
1.97
IV
250.2%
B/E move
15.6%
Puts
Pseudo strike
3.38
IV
321.3%
B/E move
9.8%

60Δ

Calls
Pseudo strike
1.83
IV
290.3%
B/E move
14.2%
Puts
Pseudo strike
4.47
IV
424.5%
B/E move
9.8%

65Δ

Calls
Pseudo strike
1.68
IV
330.3%
B/E move
12.7%
Puts
Pseudo strike
5.55
IV
527.7%
B/E move
9.8%

70Δ

Calls
Pseudo strike
1.54
IV
370.4%
B/E move
11.3%
Puts
Pseudo strike
6.63
IV
630.8%
B/E move
9.8%

75Δ

Calls
Pseudo strike
1.40
IV
410.5%
B/E move
9.8%
Puts
Pseudo strike
7.71
IV
734.0%
B/E move
9.8%

80Δ

Calls
Pseudo strike
1.26
IV
450.5%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend291.68%
Daily close
AAOX169.4%235.1%300.7%2026-08-20: 233.46%2026-08-28: 197.89%2026-08-31: 194.39%2026-09-01: 185.29%2026-09-02: 178.49%2026-09-09: 188.88%2026-09-10: 188.45%2026-09-14: 189.61%2026-09-15: 187.62%2026-09-16: 195.02%2026-09-17: 185.37%2026-09-18: 188.60%2026-09-21: 200.17%2026-09-22: 198.15%2026-09-23: 187.63%2026-09-24: 191.86%2026-09-25: 184.22%2026-09-28: 188.44%2026-09-29: 184.41%2026-09-30: 184.34%2026-10-01: 187.91%2026-10-02: 186.39%2026-10-07: 188.04%2026-10-08: 181.47%2026-10-09: 183.31%2026-10-12: 191.08%2026-10-13: 195.15%2026-10-14: 209.38%2026-10-15: 199.27%2026-10-30: 291.68%Aug 20Sep 23Oct 30
30 observations2026-08-20 — 2026-10-30
Table
DateIV (%)
233.46%
197.89%
194.39%
185.29%
178.49%
188.88%
188.45%
189.61%
187.62%
195.02%
185.37%
188.60%
200.17%
198.15%
187.63%
191.86%
184.22%
188.44%
184.41%
184.34%
187.91%
186.39%
188.04%
181.47%
183.31%
191.08%
195.15%
209.38%
199.27%
291.68%