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Tradr 2X Long BE Daily ETF BEX

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Market dataready · fetched 2026-10-22T15:23:52.151Z

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 · 2026-10-22T15:23:26.922927621Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T15:20:19.259890+00:00

Share price$21.64
1D-7.5%
$20.93$21.65$22.37$23.08$23.805:30 AM6:30 AM9:00 AM1:00 PMBEX
Sold putSold call

Tradr 2X Long BE Daily ETF options

Live interpolated BEX call and put midpoint premiums by absolute delta.Tradr 2X Long BE Daily ETF$0.43$5.28$10.13$14.98$19.84$6.62$16.58$26.54$36.50$46.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BEX spot · $21.64BEX PRICE$0.95$1.26$1.61$1.94$2.32$2.69$3.14$3.63$4.09$4.69$5.33$6.05$6.79$1.60$2.15$2.86$3.50$4.34$5.31$6.27$7.73$8.84$10.70$12.79$15.32$18.44
PutsFair1.00×
CallsFair1.01×
SkewBearish+12.83 pp
Implied moveBearish±$9.41
TiltBearish38.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.92172.7%75.0%16.10180.5%33.0%
25Δ33.93171.8%62.6%17.55178.3%28.8%
30Δ31.83174.9%54.5%18.92182.2%25.8%
35Δ29.44172.1%45.0%20.30178.4%22.3%
40Δ27.60171.8%38.3%21.71180.1%19.7%
45Δ25.79168.4%31.6%23.21181.8%17.3%
50Δ24.32168.9%26.9%24.70180.1%14.9%
55Δ22.92169.5%22.6%26.57185.0%13.0%
60Δ21.52166.3%18.4%28.16181.0%10.7%
65Δ20.23167.6%15.1%30.40184.0%9.0%
70Δ18.94168.3%12.2%32.86185.8%7.2%
75Δ17.64168.2%9.5%35.74187.3%5.6%
80Δ16.35165.1%6.9%39.20188.1%4.1%

20Δ

Calls
Pseudo strike
36.92
IV
172.7%
B/E move
75.0%
Puts
Pseudo strike
16.10
IV
180.5%
B/E move
33.0%

25Δ

Calls
Pseudo strike
33.93
IV
171.8%
B/E move
62.6%
Puts
Pseudo strike
17.55
IV
178.3%
B/E move
28.8%

30Δ

Calls
Pseudo strike
31.83
IV
174.9%
B/E move
54.5%
Puts
Pseudo strike
18.92
IV
182.2%
B/E move
25.8%

35Δ

Calls
Pseudo strike
29.44
IV
172.1%
B/E move
45.0%
Puts
Pseudo strike
20.30
IV
178.4%
B/E move
22.3%

40Δ

Calls
Pseudo strike
27.60
IV
171.8%
B/E move
38.3%
Puts
Pseudo strike
21.71
IV
180.1%
B/E move
19.7%

45Δ

Calls
Pseudo strike
25.79
IV
168.4%
B/E move
31.6%
Puts
Pseudo strike
23.21
IV
181.8%
B/E move
17.3%

50Δ

Calls
Pseudo strike
24.32
IV
168.9%
B/E move
26.9%
Puts
Pseudo strike
24.70
IV
180.1%
B/E move
14.9%

55Δ

Calls
Pseudo strike
22.92
IV
169.5%
B/E move
22.6%
Puts
Pseudo strike
26.57
IV
185.0%
B/E move
13.0%

60Δ

Calls
Pseudo strike
21.52
IV
166.3%
B/E move
18.4%
Puts
Pseudo strike
28.16
IV
181.0%
B/E move
10.7%

65Δ

Calls
Pseudo strike
20.23
IV
167.6%
B/E move
15.1%
Puts
Pseudo strike
30.40
IV
184.0%
B/E move
9.0%

70Δ

Calls
Pseudo strike
18.94
IV
168.3%
B/E move
12.2%
Puts
Pseudo strike
32.86
IV
185.8%
B/E move
7.2%

75Δ

Calls
Pseudo strike
17.64
IV
168.2%
B/E move
9.5%
Puts
Pseudo strike
35.74
IV
187.3%
B/E move
5.6%

80Δ

Calls
Pseudo strike
16.35
IV
165.1%
B/E move
6.9%
Puts
Pseudo strike
39.20
IV
188.1%
B/E move
4.1%

Options history

No recorded observations