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

i

Market dataready · fetched 2026-11-12T02:12:32.867Z

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 · 2026-11-12T00:58:35.485056076Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:12:32.395260+00:00

Share price$18.12
1D+6.7%
AH$17.07$17.65$18.24$18.82$19.415:30 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$0.27$1.25$2.23$3.21$4.19$3.92$10.54$17.16$23.79$30.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive APPX spot · $18.12APPX PRICE$0.38$0.53$0.68$0.83$1.02$1.22$1.46$1.70$2.00$2.32$2.78$3.29$3.91$0.41$0.55$0.70$0.84$0.99$1.13$1.31$1.49$1.69$1.94$2.20$2.51$2.85
PutsCheap0.71×
CallsCheap0.43×
SkewBullish-44.90 pp
Implied moveBullish±$2.76
TiltBullish8.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.99130.1%23.5%15.75118.7%15.4%
25Δ21.44135.9%21.2%16.30115.7%13.1%
30Δ20.86140.1%18.9%16.75115.2%11.4%
35Δ20.21138.4%16.1%17.19113.2%9.8%
40Δ19.65140.0%14.0%17.60109.3%8.3%
45Δ19.14143.2%12.3%18.01105.5%6.8%
50Δ18.62145.9%10.8%18.37103.0%5.9%
55Δ18.10148.5%9.3%18.73100.4%4.9%
60Δ17.56151.5%8.0%19.0998.2%4.0%
65Δ17.01154.7%6.7%19.4796.9%3.3%
70Δ16.37162.9%5.7%19.8695.7%2.6%
75Δ15.68170.5%4.7%20.2893.9%2.0%
80Δ14.88179.5%3.7%20.7291.7%1.4%

20Δ

Calls
Pseudo strike
21.99
IV
130.1%
B/E move
23.5%
Puts
Pseudo strike
15.75
IV
118.7%
B/E move
15.4%

25Δ

Calls
Pseudo strike
21.44
IV
135.9%
B/E move
21.2%
Puts
Pseudo strike
16.30
IV
115.7%
B/E move
13.1%

30Δ

Calls
Pseudo strike
20.86
IV
140.1%
B/E move
18.9%
Puts
Pseudo strike
16.75
IV
115.2%
B/E move
11.4%

35Δ

Calls
Pseudo strike
20.21
IV
138.4%
B/E move
16.1%
Puts
Pseudo strike
17.19
IV
113.2%
B/E move
9.8%

40Δ

Calls
Pseudo strike
19.65
IV
140.0%
B/E move
14.0%
Puts
Pseudo strike
17.60
IV
109.3%
B/E move
8.3%

45Δ

Calls
Pseudo strike
19.14
IV
143.2%
B/E move
12.3%
Puts
Pseudo strike
18.01
IV
105.5%
B/E move
6.8%

50Δ

Calls
Pseudo strike
18.62
IV
145.9%
B/E move
10.8%
Puts
Pseudo strike
18.37
IV
103.0%
B/E move
5.9%

55Δ

Calls
Pseudo strike
18.10
IV
148.5%
B/E move
9.3%
Puts
Pseudo strike
18.73
IV
100.4%
B/E move
4.9%

60Δ

Calls
Pseudo strike
17.56
IV
151.5%
B/E move
8.0%
Puts
Pseudo strike
19.09
IV
98.2%
B/E move
4.0%

65Δ

Calls
Pseudo strike
17.01
IV
154.7%
B/E move
6.7%
Puts
Pseudo strike
19.47
IV
96.9%
B/E move
3.3%

70Δ

Calls
Pseudo strike
16.37
IV
162.9%
B/E move
5.7%
Puts
Pseudo strike
19.86
IV
95.7%
B/E move
2.6%

75Δ

Calls
Pseudo strike
15.68
IV
170.5%
B/E move
4.7%
Puts
Pseudo strike
20.28
IV
93.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
14.88
IV
179.5%
B/E move
3.7%
Puts
Pseudo strike
20.72
IV
91.7%
B/E move
1.4%

Options history

IV · four-Friday blend156.95%
Daily close
APPX108.8%154.9%200.9%2026-08-13: 120.85%2026-08-14: 116.64%2026-08-17: 123.09%2026-08-18: 123.16%2026-08-19: 123.08%2026-08-20: 119.30%2026-08-21: 121.88%2026-08-24: 120.83%2026-08-25: 122.52%2026-08-26: 118.79%2026-08-27: 118.31%2026-08-28: 117.78%2026-08-31: 119.06%2026-09-01: 118.18%2026-09-02: 117.40%2026-09-03: 117.47%2026-09-04: 116.20%2026-09-08: 121.23%2026-09-09: 115.18%2026-09-10: 119.66%2026-09-11: 119.11%2026-09-14: 120.71%2026-09-15: 127.31%2026-09-16: 130.20%2026-09-17: 127.02%2026-09-18: 120.91%2026-09-21: 128.22%2026-09-22: 128.66%2026-09-23: 130.21%2026-09-24: 128.65%2026-09-25: 128.35%2026-09-28: 126.65%2026-09-29: 129.72%2026-09-30: 127.95%2026-10-01: 131.24%2026-10-02: 126.34%2026-10-05: 132.53%2026-10-06: 126.39%2026-10-07: 127.83%2026-10-08: 127.42%2026-10-09: 122.90%2026-10-12: 129.94%2026-10-13: 128.61%2026-10-15: 194.55%2026-10-16: 138.59%2026-10-19: 138.56%2026-10-20: 139.15%2026-10-21: 138.71%2026-10-22: 142.87%2026-10-23: 143.94%2026-10-26: 144.15%2026-10-27: 149.64%2026-10-28: 144.66%2026-10-29: 145.28%2026-10-30: 156.95%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
120.85%
116.64%
123.09%
123.16%
123.08%
119.30%
121.88%
120.83%
122.52%
118.79%
118.31%
117.78%
119.06%
118.18%
117.40%
117.47%
116.20%
121.23%
115.18%
119.66%
119.11%
120.71%
127.31%
130.20%
127.02%
120.91%
128.22%
128.66%
130.21%
128.65%
128.35%
126.65%
129.72%
127.95%
131.24%
126.34%
132.53%
126.39%
127.83%
127.42%
122.90%
129.94%
128.61%
194.55%
138.59%
138.56%
139.15%
138.71%
142.87%
143.94%
144.15%
149.64%
144.66%
145.28%
156.95%