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Tradr 2X Short AMZN Daily ETF AMZO

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Market datapartial · fetched 2026-10-22T21:19:59.784Z

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 · 2026-10-22T20:10:00.525452607Z

FundamentalsAlpha Vantage · unavailable

Share price$14.30
1D+5.7%
AH$13.45$13.73$14.02$14.30$14.585:30 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$5.14$5.31$5.47$5.64$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEAMZO PRICE$5.00$5.00$5.00$5.00$5.04$5.00$5.00$5.00$5.00$5.07$5.14$5.22$5.34$5.59
PutsExpensive5.42×
CallsExpensive5.69×
SkewBullish-17.31 pp
Implied move——
TiltBearish29.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.38477.5%55.4%
25Δ12.70403.7%46.2%
30Δ13.83346.5%38.2%
35Δ14.81301.1%31.4%
40Δ15.68266.1%25.8%
45Δ16.44237.2%21.0%
50Δ17.12211.9%16.8%
55Δ17.72191.8%13.4%
60Δ23.45452.8%99.0%18.37175.9%10.6%
65Δ16.21358.4%48.3%
70Δ13.06289.7%26.3%
75Δ11.49237.9%15.3%
80Δ10.56198.7%9.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.38
IV
477.5%
B/E move
55.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.70
IV
403.7%
B/E move
46.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.83
IV
346.5%
B/E move
38.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.81
IV
301.1%
B/E move
31.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.68
IV
266.1%
B/E move
25.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.44
IV
237.2%
B/E move
21.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.12
IV
211.9%
B/E move
16.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.72
IV
191.8%
B/E move
13.4%

60Δ

Calls
Pseudo strike
23.45
IV
452.8%
B/E move
99.0%
Puts
Pseudo strike
18.37
IV
175.9%
B/E move
10.6%

65Δ

Calls
Pseudo strike
16.21
IV
358.4%
B/E move
48.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
13.06
IV
289.7%
B/E move
26.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.49
IV
237.9%
B/E move
15.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.56
IV
198.7%
B/E move
9.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations