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Tradr 2X Long AAOI Daily ETF AAOX

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Market datapartial · fetched 2026-10-23T15:47:28.988Z

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 · 2026-10-23T15:47:23.124897107Z

FundamentalsAlpha Vantage · unavailable

Share price$4.01
1D+1.8%
$3.79$3.87$3.96$4.04$4.135:30 AM6:30 AM9:00 AM1:00 PMAAOX
Sold putSold call

Tradr 2X Long AAOI Daily ETF options

Live interpolated AAOX call and put midpoint premiums by absolute delta.Tradr 2X Long AAOI Daily ETF$0.11$1.12$2.12$3.13$4.14$-0.23$4.13$8.49$12.85$17.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAOX spot · $4.01AAOX PRICE$0.22$0.35$0.50$0.46$0.86$0.71$1.30$1.50$1.17$1.03$1.18$1.32$1.54$0.39$0.54$0.72$0.89$1.07$1.26$1.44$3.55$3.85$2.57$2.80$3.03$3.75
PutsExpensive1.12×
CallsExpensive1.97×
SkewBullish-129.75 pp
Implied moveBearish±$2.74
TiltBearish36.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.50228.4%117.3%2.88222.8%37.9%
25Δ13.26324.8%239.6%3.21222.7%33.4%
30Δ13.93379.8%260.0%3.53224.4%29.8%
35Δ7.74254.6%104.5%3.85226.0%26.2%
40Δ15.74509.2%313.9%4.16223.7%22.9%
45Δ8.25308.2%123.3%4.47217.8%19.9%
50Δ23.59677.2%520.7%4.78211.9%16.8%
55Δ21.72708.1%479.0%6.87297.7%17.2%
60Δ10.23398.7%184.3%7.25299.4%15.1%
65Δ3.82215.7%21.1%6.16221.1%10.4%
70Δ3.52215.7%17.1%6.48209.6%8.2%
75Δ3.21215.7%13.1%6.80198.0%6.0%
80Δ2.86227.6%9.8%7.59201.8%4.2%

20Δ

Calls
Pseudo strike
8.50
IV
228.4%
B/E move
117.3%
Puts
Pseudo strike
2.88
IV
222.8%
B/E move
37.9%

25Δ

Calls
Pseudo strike
13.26
IV
324.8%
B/E move
239.6%
Puts
Pseudo strike
3.21
IV
222.7%
B/E move
33.4%

30Δ

Calls
Pseudo strike
13.93
IV
379.8%
B/E move
260.0%
Puts
Pseudo strike
3.53
IV
224.4%
B/E move
29.8%

35Δ

Calls
Pseudo strike
7.74
IV
254.6%
B/E move
104.5%
Puts
Pseudo strike
3.85
IV
226.0%
B/E move
26.2%

40Δ

Calls
Pseudo strike
15.74
IV
509.2%
B/E move
313.9%
Puts
Pseudo strike
4.16
IV
223.7%
B/E move
22.9%

45Δ

Calls
Pseudo strike
8.25
IV
308.2%
B/E move
123.3%
Puts
Pseudo strike
4.47
IV
217.8%
B/E move
19.9%

50Δ

Calls
Pseudo strike
23.59
IV
677.2%
B/E move
520.7%
Puts
Pseudo strike
4.78
IV
211.9%
B/E move
16.8%

55Δ

Calls
Pseudo strike
21.72
IV
708.1%
B/E move
479.0%
Puts
Pseudo strike
6.87
IV
297.7%
B/E move
17.2%

60Δ

Calls
Pseudo strike
10.23
IV
398.7%
B/E move
184.3%
Puts
Pseudo strike
7.25
IV
299.4%
B/E move
15.1%

65Δ

Calls
Pseudo strike
3.82
IV
215.7%
B/E move
21.1%
Puts
Pseudo strike
6.16
IV
221.1%
B/E move
10.4%

70Δ

Calls
Pseudo strike
3.52
IV
215.7%
B/E move
17.1%
Puts
Pseudo strike
6.48
IV
209.6%
B/E move
8.2%

75Δ

Calls
Pseudo strike
3.21
IV
215.7%
B/E move
13.1%
Puts
Pseudo strike
6.80
IV
198.0%
B/E move
6.0%

80Δ

Calls
Pseudo strike
2.86
IV
227.6%
B/E move
9.8%
Puts
Pseudo strike
7.59
IV
201.8%
B/E move
4.2%

Options history

No recorded observations