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Tradr 2X Long AAOI Daily ETF AAOX

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Market datapartial · fetched 2026-10-22T16:18:54.859Z

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 · 2026-10-22T16:18:50.302751538Z

FundamentalsAlpha Vantage · unavailable

Share price$3.97
1D-11.4%
$3.86$4.03$4.20$4.37$4.545:30 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$0.07$1.41$2.76$4.11$5.45$-0.16$4.18$8.52$12.86$17.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAOX spot · $3.96AAOX PRICE$0.21$0.28$0.35$0.43$0.51$0.58$1.09$1.17$0.98$1.66$2.06$2.08$2.11$0.40$0.53$0.69$0.84$1.02$1.26$1.51$1.77$2.05$2.33$2.85$5.06
PutsExpensive1.08×
CallsExpensive2.20×
SkewBullish-154.21 pp
Implied moveBearish±$2.60
TiltBearish20.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.17220.1%111.5%2.85220.5%38.2%
25Δ7.31217.6%91.4%3.17220.8%33.6%
30Δ6.67217.4%76.9%3.47217.9%29.7%
35Δ6.14219.3%65.7%3.78215.1%25.8%
40Δ5.63215.7%54.7%4.10213.3%22.3%
45Δ5.12210.0%43.9%4.45214.2%19.7%
50Δ13.40495.1%265.3%4.80215.0%17.0%
55Δ12.51478.1%245.1%5.16213.8%14.5%
60Δ5.87270.9%72.8%5.53209.7%12.2%
65Δ13.75594.3%288.5%5.90205.6%9.8%
70Δ15.20711.2%335.5%6.50209.0%7.9%
75Δ9.01566.4%179.8%8.74265.0%7.3%
80Δ2.98427.0%28.5%

20Δ

Calls
Pseudo strike
8.17
IV
220.1%
B/E move
111.5%
Puts
Pseudo strike
2.85
IV
220.5%
B/E move
38.2%

25Δ

Calls
Pseudo strike
7.31
IV
217.6%
B/E move
91.4%
Puts
Pseudo strike
3.17
IV
220.8%
B/E move
33.6%

30Δ

Calls
Pseudo strike
6.67
IV
217.4%
B/E move
76.9%
Puts
Pseudo strike
3.47
IV
217.9%
B/E move
29.7%

35Δ

Calls
Pseudo strike
6.14
IV
219.3%
B/E move
65.7%
Puts
Pseudo strike
3.78
IV
215.1%
B/E move
25.8%

40Δ

Calls
Pseudo strike
5.63
IV
215.7%
B/E move
54.7%
Puts
Pseudo strike
4.10
IV
213.3%
B/E move
22.3%

45Δ

Calls
Pseudo strike
5.12
IV
210.0%
B/E move
43.9%
Puts
Pseudo strike
4.45
IV
214.2%
B/E move
19.7%

50Δ

Calls
Pseudo strike
13.40
IV
495.1%
B/E move
265.3%
Puts
Pseudo strike
4.80
IV
215.0%
B/E move
17.0%

55Δ

Calls
Pseudo strike
12.51
IV
478.1%
B/E move
245.1%
Puts
Pseudo strike
5.16
IV
213.8%
B/E move
14.5%

60Δ

Calls
Pseudo strike
5.87
IV
270.9%
B/E move
72.8%
Puts
Pseudo strike
5.53
IV
209.7%
B/E move
12.2%

65Δ

Calls
Pseudo strike
13.75
IV
594.3%
B/E move
288.5%
Puts
Pseudo strike
5.90
IV
205.6%
B/E move
9.8%

70Δ

Calls
Pseudo strike
15.20
IV
711.2%
B/E move
335.5%
Puts
Pseudo strike
6.50
IV
209.0%
B/E move
7.9%

75Δ

Calls
Pseudo strike
9.01
IV
566.4%
B/E move
179.8%
Puts
Pseudo strike
8.74
IV
265.0%
B/E move
7.3%

80Δ

Calls
Pseudo strike
2.98
IV
427.0%
B/E move
28.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations