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Investment Managers Series Trust II Tradr 2X Long APP Daily ETF APPX

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Market dataready · fetched 2026-10-22T21:24:24.476Z

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 · 2026-10-22T21:11:21.700781258Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:16:25.804048+00:00

Share price$8.63
1D-0.8%
AH$8.50$8.67$8.84$9.00$9.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAPPX
Sold putSold callAH

Investment Managers Series Trust II Tradr 2X Long APP Daily ETF options

Live interpolated APPX call and put midpoint premiums by absolute delta.Investment Managers Series Trust II Tradr 2X Long APP Daily ETF$0.22$1.53$2.84$4.16$5.47$3.71$6.38$9.06$11.74$14.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive APPX spot · $8.63APPX PRICE$0.36$0.47$0.62$0.76$0.90$1.05$1.22$1.40$1.64$1.89$2.19$2.50$2.94$0.62$0.85$0.99$1.16$1.49$1.83$2.18$2.54$2.93$3.37$3.87$4.39$5.09
PutsExpensive1.56×
CallsExpensive1.85×
SkewBullish-7.43 pp
Implied moveBearish±$3.40
TiltBearish27.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.23163.9%69.1%6.48170.9%32.0%
25Δ12.78154.7%53.5%7.00177.6%28.7%
30Δ12.28164.1%49.4%7.53165.3%24.3%
35Δ11.65168.3%43.8%8.05154.8%20.1%
40Δ10.88166.0%36.5%8.56159.2%18.0%
45Δ10.22163.6%30.6%9.08162.8%15.9%
50Δ9.63162.6%25.7%9.62162.0%13.8%
55Δ9.08162.2%21.4%10.16160.8%11.7%
60Δ8.57165.7%18.3%10.72158.4%9.7%
65Δ8.07169.9%15.4%11.32156.3%7.9%
70Δ7.54173.7%12.7%11.97154.5%6.2%
75Δ7.00177.4%10.1%12.62150.1%4.7%
80Δ6.38184.9%7.9%13.43147.7%3.3%

20Δ

Calls
Pseudo strike
14.23
IV
163.9%
B/E move
69.1%
Puts
Pseudo strike
6.48
IV
170.9%
B/E move
32.0%

25Δ

Calls
Pseudo strike
12.78
IV
154.7%
B/E move
53.5%
Puts
Pseudo strike
7.00
IV
177.6%
B/E move
28.7%

30Δ

Calls
Pseudo strike
12.28
IV
164.1%
B/E move
49.4%
Puts
Pseudo strike
7.53
IV
165.3%
B/E move
24.3%

35Δ

Calls
Pseudo strike
11.65
IV
168.3%
B/E move
43.8%
Puts
Pseudo strike
8.05
IV
154.8%
B/E move
20.1%

40Δ

Calls
Pseudo strike
10.88
IV
166.0%
B/E move
36.5%
Puts
Pseudo strike
8.56
IV
159.2%
B/E move
18.0%

45Δ

Calls
Pseudo strike
10.22
IV
163.6%
B/E move
30.6%
Puts
Pseudo strike
9.08
IV
162.8%
B/E move
15.9%

50Δ

Calls
Pseudo strike
9.63
IV
162.6%
B/E move
25.7%
Puts
Pseudo strike
9.62
IV
162.0%
B/E move
13.8%

55Δ

Calls
Pseudo strike
9.08
IV
162.2%
B/E move
21.4%
Puts
Pseudo strike
10.16
IV
160.8%
B/E move
11.7%

60Δ

Calls
Pseudo strike
8.57
IV
165.7%
B/E move
18.3%
Puts
Pseudo strike
10.72
IV
158.4%
B/E move
9.7%

65Δ

Calls
Pseudo strike
8.07
IV
169.9%
B/E move
15.4%
Puts
Pseudo strike
11.32
IV
156.3%
B/E move
7.9%

70Δ

Calls
Pseudo strike
7.54
IV
173.7%
B/E move
12.7%
Puts
Pseudo strike
11.97
IV
154.5%
B/E move
6.2%

75Δ

Calls
Pseudo strike
7.00
IV
177.4%
B/E move
10.1%
Puts
Pseudo strike
12.62
IV
150.1%
B/E move
4.7%

80Δ

Calls
Pseudo strike
6.38
IV
184.9%
B/E move
7.9%
Puts
Pseudo strike
13.43
IV
147.7%
B/E move
3.3%

Options history

APPX138.62138.96139.292026-10-20: 139.15%2026-10-21: 138.76%Oct 20Oct 21
Table
DateIV
139.15%
138.76%