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Tradr 2X Short AAOI Daily ETF AAOZ

i

Market dataready · fetched 2026-11-13T19:11:46.129Z

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 · 2026-11-13T19:10:25.153768925Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:11:45.139424+00:00

Share price$29.68
1D+18.5%
$25$26$28$30$325:30 AM6:30 AM9:00 AM1:00 PMAAOZ
Sold putSold call

Tradr 2X Short AAOI Daily ETF options

Live interpolated AAOZ call and put midpoint premiums by absolute delta.Tradr 2X Short AAOI Daily ETF$0.92$3.78$6.64$9.50$12.36$14.71$21.72$28.72$35.73$42.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AAOZ spot · $29.68AAOZ PRICE$1.70$2.07$2.45$2.89$3.35$3.83$4.46$5.06$5.66$6.35$7.31$1.23$1.64$2.11$2.68$3.26$3.97$4.81$5.79$6.79$7.81$9.45$11.53
Puts——
Calls——
Skew——
Implied moveBearish±$8.16
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.93226.8%23.5%
25Δ25.25225.0%20.4%
30Δ38.24257.8%34.6%26.47225.8%17.9%
35Δ36.28255.1%29.2%27.64229.5%15.9%
40Δ34.50251.6%24.5%28.82229.0%13.9%
45Δ32.97251.5%20.8%30.03231.5%12.2%
50Δ31.54250.0%17.6%31.32235.0%10.7%
55Δ30.16247.0%14.6%32.71239.3%9.3%
60Δ28.89250.9%12.4%34.14239.9%7.8%
65Δ27.60249.0%10.1%35.58236.4%6.4%
70Δ26.34243.5%7.8%37.54242.6%5.3%
75Δ25.10237.5%6.0%39.93250.4%4.3%
80Δ23.70240.1%4.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.93
IV
226.8%
B/E move
23.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.25
IV
225.0%
B/E move
20.4%

30Δ

Calls
Pseudo strike
38.24
IV
257.8%
B/E move
34.6%
Puts
Pseudo strike
26.47
IV
225.8%
B/E move
17.9%

35Δ

Calls
Pseudo strike
36.28
IV
255.1%
B/E move
29.2%
Puts
Pseudo strike
27.64
IV
229.5%
B/E move
15.9%

40Δ

Calls
Pseudo strike
34.50
IV
251.6%
B/E move
24.5%
Puts
Pseudo strike
28.82
IV
229.0%
B/E move
13.9%

45Δ

Calls
Pseudo strike
32.97
IV
251.5%
B/E move
20.8%
Puts
Pseudo strike
30.03
IV
231.5%
B/E move
12.2%

50Δ

Calls
Pseudo strike
31.54
IV
250.0%
B/E move
17.6%
Puts
Pseudo strike
31.32
IV
235.0%
B/E move
10.7%

55Δ

Calls
Pseudo strike
30.16
IV
247.0%
B/E move
14.6%
Puts
Pseudo strike
32.71
IV
239.3%
B/E move
9.3%

60Δ

Calls
Pseudo strike
28.89
IV
250.9%
B/E move
12.4%
Puts
Pseudo strike
34.14
IV
239.9%
B/E move
7.8%

65Δ

Calls
Pseudo strike
27.60
IV
249.0%
B/E move
10.1%
Puts
Pseudo strike
35.58
IV
236.4%
B/E move
6.4%

70Δ

Calls
Pseudo strike
26.34
IV
243.5%
B/E move
7.8%
Puts
Pseudo strike
37.54
IV
242.6%
B/E move
5.3%

75Δ

Calls
Pseudo strike
25.10
IV
237.5%
B/E move
6.0%
Puts
Pseudo strike
39.93
IV
250.4%
B/E move
4.3%

80Δ

Calls
Pseudo strike
23.70
IV
240.1%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend196.05%
Daily close
AAOZ167.2%200.7%234.2%2026-08-17: 229.56%2026-08-20: 217.87%2026-08-21: 210.94%2026-08-25: 203.26%2026-08-26: 196.58%2026-08-27: 188.86%2026-08-28: 181.23%2026-08-31: 178.89%2026-09-01: 175.66%2026-09-02: 171.78%2026-09-03: 171.84%2026-09-04: 175.49%2026-09-08: 185.34%2026-09-09: 181.64%2026-09-10: 176.55%2026-09-11: 172.67%2026-09-14: 179.77%2026-09-15: 179.73%2026-09-16: 184.37%2026-09-17: 176.09%2026-09-18: 178.50%2026-09-21: 181.41%2026-09-22: 180.60%2026-09-23: 175.08%2026-09-24: 184.04%2026-09-25: 173.69%2026-09-28: 174.58%2026-09-29: 178.15%2026-09-30: 174.70%2026-10-01: 179.62%2026-10-02: 177.98%2026-10-05: 179.11%2026-10-06: 181.06%2026-10-07: 180.30%2026-10-08: 179.52%2026-10-09: 175.03%2026-10-12: 178.35%2026-10-13: 181.30%2026-10-14: 192.85%2026-10-15: 196.05%Aug 17Sep 17Oct 15
40 observations2026-08-17 — 2026-10-15
Table
DateIV (%)
229.56%
217.87%
210.94%
203.26%
196.58%
188.86%
181.23%
178.89%
175.66%
171.78%
171.84%
175.49%
185.34%
181.64%
176.55%
172.67%
179.77%
179.73%
184.37%
176.09%
178.50%
181.41%
180.60%
175.08%
184.04%
173.69%
174.58%
178.15%
174.70%
179.62%
177.98%
179.11%
181.06%
180.30%
179.52%
175.03%
178.35%
181.30%
192.85%
196.05%