Tradr 2X Long ASTS Daily ETF ASTX
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Market dataready · fetched 2026-11-11T14:03:19.841Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T14:02:25.773401019Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:03:19.397610+00:00
Tradr 2X Long ASTS Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.92 | 206.9% | 44.2% | 2.08 | 286.2% | 31.7% |
| 25Δ | 3.75 | 206.9% | 39.3% | 2.23 | 278.7% | 28.4% |
| 30Δ | 3.58 | 207.0% | 34.5% | 2.39 | 271.2% | 25.1% |
| 35Δ | 3.41 | 207.1% | 29.7% | 2.54 | 263.8% | 21.9% |
| 40Δ | 3.25 | 207.2% | 24.8% | 2.69 | 256.3% | 18.6% |
| 45Δ | 3.08 | 207.3% | 20.0% | 2.84 | 248.9% | 15.4% |
| 50Δ | 2.94 | 203.5% | 16.8% | 2.99 | 241.4% | 12.1% |
| 55Δ | 2.84 | 196.6% | 15.0% | 3.30 | 269.3% | 11.1% |
| 60Δ | 2.73 | 189.6% | 13.2% | 3.62 | 299.9% | 10.2% |
| 65Δ | 2.62 | 182.7% | 11.3% | 3.94 | 330.6% | 9.3% |
| 70Δ | 2.52 | 175.7% | 9.5% | 4.22 | 326.4% | 7.8% |
| 75Δ | 2.41 | 168.8% | 7.7% | 4.49 | 315.1% | 6.1% |
| 80Δ | 2.30 | 161.8% | 5.9% | 4.76 | 303.7% | 4.4% |
20Δ
- Pseudo strike
- 3.92
- IV
- 206.9%
- B/E move
- 44.2%
- Pseudo strike
- 2.08
- IV
- 286.2%
- B/E move
- 31.7%
25Δ
- Pseudo strike
- 3.75
- IV
- 206.9%
- B/E move
- 39.3%
- Pseudo strike
- 2.23
- IV
- 278.7%
- B/E move
- 28.4%
30Δ
- Pseudo strike
- 3.58
- IV
- 207.0%
- B/E move
- 34.5%
- Pseudo strike
- 2.39
- IV
- 271.2%
- B/E move
- 25.1%
35Δ
- Pseudo strike
- 3.41
- IV
- 207.1%
- B/E move
- 29.7%
- Pseudo strike
- 2.54
- IV
- 263.8%
- B/E move
- 21.9%
40Δ
- Pseudo strike
- 3.25
- IV
- 207.2%
- B/E move
- 24.8%
- Pseudo strike
- 2.69
- IV
- 256.3%
- B/E move
- 18.6%
45Δ
- Pseudo strike
- 3.08
- IV
- 207.3%
- B/E move
- 20.0%
- Pseudo strike
- 2.84
- IV
- 248.9%
- B/E move
- 15.4%
50Δ
- Pseudo strike
- 2.94
- IV
- 203.5%
- B/E move
- 16.8%
- Pseudo strike
- 2.99
- IV
- 241.4%
- B/E move
- 12.1%
55Δ
- Pseudo strike
- 2.84
- IV
- 196.6%
- B/E move
- 15.0%
- Pseudo strike
- 3.30
- IV
- 269.3%
- B/E move
- 11.1%
60Δ
- Pseudo strike
- 2.73
- IV
- 189.6%
- B/E move
- 13.2%
- Pseudo strike
- 3.62
- IV
- 299.9%
- B/E move
- 10.2%
65Δ
- Pseudo strike
- 2.62
- IV
- 182.7%
- B/E move
- 11.3%
- Pseudo strike
- 3.94
- IV
- 330.6%
- B/E move
- 9.3%
70Δ
- Pseudo strike
- 2.52
- IV
- 175.7%
- B/E move
- 9.5%
- Pseudo strike
- 4.22
- IV
- 326.4%
- B/E move
- 7.8%
75Δ
- Pseudo strike
- 2.41
- IV
- 168.8%
- B/E move
- 7.7%
- Pseudo strike
- 4.49
- IV
- 315.1%
- B/E move
- 6.1%
80Δ
- Pseudo strike
- 2.30
- IV
- 161.8%
- B/E move
- 5.9%
- Pseudo strike
- 4.76
- IV
- 303.7%
- B/E move
- 4.4%
Options history
Table
| Date | IV (%) |
|---|---|
| 167.71% | |
| 166.02% | |
| 169.79% | |
| 175.81% | |
| 180.92% | |
| 176.40% | |
| 174.16% | |
| 181.48% | |
| 176.20% | |
| 186.72% |