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Tradr 2X Long BE Daily ETF BEX

i

Market dataready · fetched 2026-11-11T15:49:13.833Z

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 · 2026-11-11T15:49:11.121791276Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:49:13.028620+00:00

Share price$18.50
1D+15.9%
$15.54$16.33$17.12$17.91$18.705:30 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$0.25$2.44$4.63$6.81$9.00$7.39$12.94$18.50$24.05$29.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BEX spot · $18.50BEX PRICE$0.48$0.68$0.85$1.03$1.28$1.57$1.76$2.00$2.29$2.64$2.99$3.34$3.91$0.83$1.09$1.31$1.54$1.85$2.38$2.97$3.54$4.07$4.80$5.77$7.06$8.37
PutsCheap0.67×
CallsCheap0.57×
SkewBearish+29.28 pp
Implied moveBearish±$4.74
TiltBearish29.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.89164.7%31.8%14.76211.5%24.7%
25Δ23.23175.4%29.3%15.63209.5%21.4%
30Δ22.24175.0%24.8%16.48199.1%18.0%
35Δ21.33172.4%20.9%17.25188.5%15.0%
40Δ20.65177.8%18.5%17.94186.5%13.0%
45Δ20.06187.8%17.0%18.70196.5%11.8%
50Δ19.28179.6%13.8%19.52205.4%10.6%
55Δ18.58175.2%11.3%20.34207.8%9.1%
60Δ17.93174.3%9.3%21.16204.4%7.6%
65Δ17.29175.7%7.8%22.12204.2%6.3%
70Δ16.65174.1%6.2%23.30208.9%5.2%
75Δ16.02170.1%4.7%24.77216.2%4.2%
80Δ15.25173.0%3.6%26.29217.2%3.1%

20Δ

Calls
Pseudo strike
23.89
IV
164.7%
B/E move
31.8%
Puts
Pseudo strike
14.76
IV
211.5%
B/E move
24.7%

25Δ

Calls
Pseudo strike
23.23
IV
175.4%
B/E move
29.3%
Puts
Pseudo strike
15.63
IV
209.5%
B/E move
21.4%

30Δ

Calls
Pseudo strike
22.24
IV
175.0%
B/E move
24.8%
Puts
Pseudo strike
16.48
IV
199.1%
B/E move
18.0%

35Δ

Calls
Pseudo strike
21.33
IV
172.4%
B/E move
20.9%
Puts
Pseudo strike
17.25
IV
188.5%
B/E move
15.0%

40Δ

Calls
Pseudo strike
20.65
IV
177.8%
B/E move
18.5%
Puts
Pseudo strike
17.94
IV
186.5%
B/E move
13.0%

45Δ

Calls
Pseudo strike
20.06
IV
187.8%
B/E move
17.0%
Puts
Pseudo strike
18.70
IV
196.5%
B/E move
11.8%

50Δ

Calls
Pseudo strike
19.28
IV
179.6%
B/E move
13.8%
Puts
Pseudo strike
19.52
IV
205.4%
B/E move
10.6%

55Δ

Calls
Pseudo strike
18.58
IV
175.2%
B/E move
11.3%
Puts
Pseudo strike
20.34
IV
207.8%
B/E move
9.1%

60Δ

Calls
Pseudo strike
17.93
IV
174.3%
B/E move
9.3%
Puts
Pseudo strike
21.16
IV
204.4%
B/E move
7.6%

65Δ

Calls
Pseudo strike
17.29
IV
175.7%
B/E move
7.8%
Puts
Pseudo strike
22.12
IV
204.2%
B/E move
6.3%

70Δ

Calls
Pseudo strike
16.65
IV
174.1%
B/E move
6.2%
Puts
Pseudo strike
23.30
IV
208.9%
B/E move
5.2%

75Δ

Calls
Pseudo strike
16.02
IV
170.1%
B/E move
4.7%
Puts
Pseudo strike
24.77
IV
216.2%
B/E move
4.2%

80Δ

Calls
Pseudo strike
15.25
IV
173.0%
B/E move
3.6%
Puts
Pseudo strike
26.29
IV
217.2%
B/E move
3.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations