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Tradr 2X Short AMZN Daily ETF AMZO

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Market dataready · fetched 2026-10-22T04:24:23.612Z

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 · 2026-10-22T00:00:00.418113442Z

FundamentalsTradr ETFs · ready · as of 2026-10-21 · fetched 2026-10-22T04:24:22.614983+00:00

Share price$13.06
1D-0.6%
AH$12.91$13.02$13.13$13.24$13.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMZO
Sold putSold callAH

Tradr 2X Short AMZN Daily ETF options

Live interpolated AMZO call and put midpoint premiums by absolute delta.Tradr 2X Short AMZN Daily ETF$4.98$5.04$5.10$5.16$5.22$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEAMZO PRICE$5.00$5.00$5.00$5.00$5.00$5.00$5.00$5.00$5.00$5.00$5.00$5.00$5.00$5.01$5.06$5.12$5.17
PutsExpensive4.46×
CallsExpensive6.03×
SkewBullish-67.66 pp
Implied move——
TiltBearish53.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.73491.9%56.2%
25Δ11.91417.1%47.1%
30Δ12.94359.4%39.2%
35Δ13.83313.7%32.4%
40Δ14.59276.3%26.6%
45Δ15.25244.2%21.5%
50Δ15.82216.5%17.2%
55Δ16.27193.6%13.7%
60Δ16.67172.9%10.7%
65Δ17.10424.1%69.2%17.04153.3%7.9%
70Δ12.61337.8%34.8%17.32139.3%6.2%
75Δ10.55273.8%19.1%17.59125.2%4.5%
80Δ9.48224.1%10.9%17.86111.2%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.73
IV
491.9%
B/E move
56.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.91
IV
417.1%
B/E move
47.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.94
IV
359.4%
B/E move
39.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.83
IV
313.7%
B/E move
32.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.59
IV
276.3%
B/E move
26.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.25
IV
244.2%
B/E move
21.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.82
IV
216.5%
B/E move
17.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.27
IV
193.6%
B/E move
13.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.67
IV
172.9%
B/E move
10.7%

65Δ

Calls
Pseudo strike
17.10
IV
424.1%
B/E move
69.2%
Puts
Pseudo strike
17.04
IV
153.3%
B/E move
7.9%

70Δ

Calls
Pseudo strike
12.61
IV
337.8%
B/E move
34.8%
Puts
Pseudo strike
17.32
IV
139.3%
B/E move
6.2%

75Δ

Calls
Pseudo strike
10.55
IV
273.8%
B/E move
19.1%
Puts
Pseudo strike
17.59
IV
125.2%
B/E move
4.5%

80Δ

Calls
Pseudo strike
9.48
IV
224.1%
B/E move
10.9%
Puts
Pseudo strike
17.86
IV
111.2%
B/E move
2.8%

Options history

No recorded observations