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Tradr 2X Short AMZN Daily ETF AMZO

i

Market dataready · fetched 2026-11-11T14:53:24.331Z

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 · 2026-11-11T14:41:33.818215001Z

FundamentalsTradr ETFs · ready · as of 2026-11-10 · fetched 2026-11-11T14:53:23.246004+00:00

Share price$12.05
1D+2.2%
$11.72$11.81$11.90$11.99$12.075:30 AM6:30 AM9:00 AM1:00 PMAMZO
Sold putSold call

Tradr 2X Short AMZN Daily ETF options

Live interpolated AMZO call and put midpoint premiums by absolute delta.Tradr 2X Short AMZN Daily ETF$0.13$0.62$1.10$1.59$2.08$8.85$10.66$12.46$14.26$16.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMZO spot · $12.05AMZO PRICE$0.19$0.22$0.26$0.30$0.35$0.39$0.44$0.50$0.60$0.71$0.82$0.93$1.04$0.22$0.27$0.34$0.40$0.47$0.54$0.66$0.79$0.92$1.05$1.19$1.55$1.94
PutsCheap0.64×
CallsCheap0.72×
SkewBearish+16.03 pp
Implied moveBearish±$1.10
TiltBearish21.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.8693.6%16.6%10.6499.4%13.5%
25Δ13.3884.0%12.9%11.0787.8%10.4%
30Δ12.9675.6%9.7%11.2985.2%9.1%
35Δ12.7672.1%8.4%11.5182.7%7.8%
40Δ12.5668.7%7.1%11.7480.1%6.5%
45Δ12.3665.2%5.8%11.9677.6%5.2%
50Δ12.1661.7%4.6%12.1777.5%4.5%
55Δ11.9758.9%3.4%12.3778.0%3.9%
60Δ11.8158.9%3.0%12.5778.4%3.3%
65Δ11.6558.9%2.6%12.7878.9%2.7%
70Δ11.4958.9%2.1%12.9879.4%2.1%
75Δ11.3358.9%1.7%13.3985.6%1.8%
80Δ11.1658.9%1.3%13.8292.5%1.4%

20Δ

Calls
Pseudo strike
13.86
IV
93.6%
B/E move
16.6%
Puts
Pseudo strike
10.64
IV
99.4%
B/E move
13.5%

25Δ

Calls
Pseudo strike
13.38
IV
84.0%
B/E move
12.9%
Puts
Pseudo strike
11.07
IV
87.8%
B/E move
10.4%

30Δ

Calls
Pseudo strike
12.96
IV
75.6%
B/E move
9.7%
Puts
Pseudo strike
11.29
IV
85.2%
B/E move
9.1%

35Δ

Calls
Pseudo strike
12.76
IV
72.1%
B/E move
8.4%
Puts
Pseudo strike
11.51
IV
82.7%
B/E move
7.8%

40Δ

Calls
Pseudo strike
12.56
IV
68.7%
B/E move
7.1%
Puts
Pseudo strike
11.74
IV
80.1%
B/E move
6.5%

45Δ

Calls
Pseudo strike
12.36
IV
65.2%
B/E move
5.8%
Puts
Pseudo strike
11.96
IV
77.6%
B/E move
5.2%

50Δ

Calls
Pseudo strike
12.16
IV
61.7%
B/E move
4.6%
Puts
Pseudo strike
12.17
IV
77.5%
B/E move
4.5%

55Δ

Calls
Pseudo strike
11.97
IV
58.9%
B/E move
3.4%
Puts
Pseudo strike
12.37
IV
78.0%
B/E move
3.9%

60Δ

Calls
Pseudo strike
11.81
IV
58.9%
B/E move
3.0%
Puts
Pseudo strike
12.57
IV
78.4%
B/E move
3.3%

65Δ

Calls
Pseudo strike
11.65
IV
58.9%
B/E move
2.6%
Puts
Pseudo strike
12.78
IV
78.9%
B/E move
2.7%

70Δ

Calls
Pseudo strike
11.49
IV
58.9%
B/E move
2.1%
Puts
Pseudo strike
12.98
IV
79.4%
B/E move
2.1%

75Δ

Calls
Pseudo strike
11.33
IV
58.9%
B/E move
1.7%
Puts
Pseudo strike
13.39
IV
85.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
11.16
IV
58.9%
B/E move
1.3%
Puts
Pseudo strike
13.82
IV
92.5%
B/E move
1.4%

Options history

IV · four-Friday blend76.50%
Daily close
AMZO61.8%168.1%274.4%2026-08-14: 259.78%2026-08-17: 253.41%2026-10-23: 88.79%2026-10-26: 89.63%2026-10-27: 89.42%2026-10-28: 90.20%2026-10-29: 90.28%2026-10-30: 76.50%Aug 14Oct 26Oct 30
8 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
259.78%
253.41%
88.79%
89.63%
89.42%
90.20%
90.28%
76.50%