IntraAlpha
Create free account Start free

Tradr 2X Long AAOI Daily ETF AAOX

i

Market datapartial · fetched 2026-10-22T23:21:16.509Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:21:14.341801241Z

FundamentalsAlpha Vantage · unavailable

Share price$3.72
1D-16.5%
AH$3.55$3.80$4.06$4.31$4.565:30 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$2.96$5.93$8.89$11.86$-0.40$4.01$8.42$12.82$17.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAOX spot · $3.72AAOX PRICE$0.20$0.26$0.34$0.42$0.50$0.59$1.07$1.38$1.18$1.62$1.45$1.34$1.81$0.31$0.40$0.57$0.75$0.92$1.12$1.39$1.65$1.97$2.34$3.35$10.99$10.93
PutsExpensive1.14×
CallsExpensive2.15×
SkewBullish-136.33 pp
Implied moveBearish±$2.46
TiltBearish50.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.58217.8%109.0%2.72188.0%35.1%
25Δ6.80216.4%89.7%3.00190.0%30.1%
30Δ6.36223.9%80.0%3.28194.7%27.3%
35Δ5.92230.4%70.4%3.55199.5%24.5%
40Δ5.49232.6%61.0%3.83204.2%21.8%
45Δ5.05234.8%51.6%4.13207.9%19.1%
50Δ17.74550.9%405.6%4.48210.1%16.8%
55Δ19.45692.3%460.0%4.83212.2%14.4%
60Δ10.17447.1%205.1%5.23213.5%12.2%
65Δ15.89665.1%370.8%5.68214.1%10.1%
70Δ9.16443.4%185.2%6.75237.7%8.6%
75Δ2.97250.6%15.8%14.39375.5%8.6%
80Δ2.59364.0%18.3%14.41349.7%6.4%

20Δ

Calls
Pseudo strike
7.58
IV
217.8%
B/E move
109.0%
Puts
Pseudo strike
2.72
IV
188.0%
B/E move
35.1%

25Δ

Calls
Pseudo strike
6.80
IV
216.4%
B/E move
89.7%
Puts
Pseudo strike
3.00
IV
190.0%
B/E move
30.1%

30Δ

Calls
Pseudo strike
6.36
IV
223.9%
B/E move
80.0%
Puts
Pseudo strike
3.28
IV
194.7%
B/E move
27.3%

35Δ

Calls
Pseudo strike
5.92
IV
230.4%
B/E move
70.4%
Puts
Pseudo strike
3.55
IV
199.5%
B/E move
24.5%

40Δ

Calls
Pseudo strike
5.49
IV
232.6%
B/E move
61.0%
Puts
Pseudo strike
3.83
IV
204.2%
B/E move
21.8%

45Δ

Calls
Pseudo strike
5.05
IV
234.8%
B/E move
51.6%
Puts
Pseudo strike
4.13
IV
207.9%
B/E move
19.1%

50Δ

Calls
Pseudo strike
17.74
IV
550.9%
B/E move
405.6%
Puts
Pseudo strike
4.48
IV
210.1%
B/E move
16.8%

55Δ

Calls
Pseudo strike
19.45
IV
692.3%
B/E move
460.0%
Puts
Pseudo strike
4.83
IV
212.2%
B/E move
14.4%

60Δ

Calls
Pseudo strike
10.17
IV
447.1%
B/E move
205.1%
Puts
Pseudo strike
5.23
IV
213.5%
B/E move
12.2%

65Δ

Calls
Pseudo strike
15.89
IV
665.1%
B/E move
370.8%
Puts
Pseudo strike
5.68
IV
214.1%
B/E move
10.1%

70Δ

Calls
Pseudo strike
9.16
IV
443.4%
B/E move
185.2%
Puts
Pseudo strike
6.75
IV
237.7%
B/E move
8.6%

75Δ

Calls
Pseudo strike
2.97
IV
250.6%
B/E move
15.8%
Puts
Pseudo strike
14.39
IV
375.5%
B/E move
8.6%

80Δ

Calls
Pseudo strike
2.59
IV
364.0%
B/E move
18.3%
Puts
Pseudo strike
14.41
IV
349.7%
B/E move
6.4%

Options history

No recorded observations