IntraAlpha
Create free account Start free

Tradr 2X Short AAOI Daily ETF AAOZ

i

Market dataready · fetched 2026-10-23T06:52:53.357Z

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 · 2026-10-23T00:00:00.299253105Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:52:52.214578+00:00

Share price$23.22
1D+16.6%
AH$20.36$21.35$22.35$23.34$24.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAAOZ
Sold putSold callAH

Tradr 2X Short AAOI Daily ETF options

Live interpolated AAOZ call and put midpoint premiums by absolute delta.Tradr 2X Short AAOI Daily ETF$1.91$5.16$8.41$11.66$14.91$4.09$13.40$22.72$32.04$41.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAOZ spot · $23.22AAOZ PRICE$3.05$3.60$4.16$4.68$5.33$6.06$6.81$7.65$8.60$2.26$3.09$4.08$5.08$6.49$7.75$9.61$11.84$13.97
PutsExpensive1.32×
CallsExpensive1.16×
SkewBearish+6.02 pp
Implied moveBearish±$13.77
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.74222.8%37.6%
25Δ18.57225.6%33.3%
30Δ20.42227.8%29.6%
35Δ22.26226.0%26.0%
40Δ33.58228.0%57.8%24.31231.3%23.2%
45Δ31.00231.5%49.0%26.29228.6%20.1%
50Δ28.54230.2%40.8%28.71233.5%17.7%
55Δ26.09223.2%32.5%31.49237.4%15.4%
60Δ24.09222.5%26.7%34.19235.2%12.9%
65Δ22.22223.3%21.8%
70Δ20.38221.1%17.1%
75Δ18.59219.2%13.0%
80Δ16.83214.9%9.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.74
IV
222.8%
B/E move
37.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.57
IV
225.6%
B/E move
33.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.42
IV
227.8%
B/E move
29.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.26
IV
226.0%
B/E move
26.0%

40Δ

Calls
Pseudo strike
33.58
IV
228.0%
B/E move
57.8%
Puts
Pseudo strike
24.31
IV
231.3%
B/E move
23.2%

45Δ

Calls
Pseudo strike
31.00
IV
231.5%
B/E move
49.0%
Puts
Pseudo strike
26.29
IV
228.6%
B/E move
20.1%

50Δ

Calls
Pseudo strike
28.54
IV
230.2%
B/E move
40.8%
Puts
Pseudo strike
28.71
IV
233.5%
B/E move
17.7%

55Δ

Calls
Pseudo strike
26.09
IV
223.2%
B/E move
32.5%
Puts
Pseudo strike
31.49
IV
237.4%
B/E move
15.4%

60Δ

Calls
Pseudo strike
24.09
IV
222.5%
B/E move
26.7%
Puts
Pseudo strike
34.19
IV
235.2%
B/E move
12.9%

65Δ

Calls
Pseudo strike
22.22
IV
223.3%
B/E move
21.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
20.38
IV
221.1%
B/E move
17.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
18.59
IV
219.2%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.83
IV
214.9%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations