Tradr 2X Short BE Daily ETF BEZ
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Market dataready · fetched 2026-10-22T21:30:50.752Z
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T21:30:10.906713383Z
FundamentalsTradr ETFs · ready · as of 2026-10-21 · fetched 2026-10-22T21:30:49.196934+00:00
Share price$7.65
1D+19.6%
Sold putSold callAH
Tradr 2X Short BE Daily ETF options
PutsExpensive1.15×
CallsCheap0.91×
SkewBearish+47.02 pp
Implied moveBearish±$4.00
TiltBearish14.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.65 | 186.6% | 34.0% | |||
| 25Δ | 11.90 | 170.0% | 61.4% | 6.18 | 188.0% | 30.0% |
| 30Δ | 11.11 | 171.1% | 52.6% | 6.70 | 192.9% | 26.9% |
| 35Δ | 10.27 | 165.8% | 43.0% | 7.23 | 195.3% | 23.9% |
| 40Δ | 9.62 | 164.1% | 36.1% | 7.76 | 194.3% | 20.9% |
| 45Δ | 9.06 | 164.4% | 30.7% | 8.45 | 203.1% | 18.7% |
| 50Δ | 8.56 | 164.5% | 26.2% | 9.25 | 216.1% | 17.0% |
| 55Δ | 8.06 | 164.5% | 21.8% | 10.13 | 223.0% | 14.9% |
| 60Δ | 7.60 | 156.8% | 17.5% | 11.29 | 234.2% | 13.0% |
| 65Δ | 7.15 | 147.9% | 13.2% | |||
| 70Δ | 6.75 | 141.8% | 10.1% | |||
| 75Δ | 6.38 | 137.1% | 7.7% | |||
| 80Δ | 6.01 | 132.3% | 5.3% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.65
- IV
- 186.6%
- B/E move
- 34.0%
25Δ
- Pseudo strike
- 11.90
- IV
- 170.0%
- B/E move
- 61.4%
- Pseudo strike
- 6.18
- IV
- 188.0%
- B/E move
- 30.0%
30Δ
- Pseudo strike
- 11.11
- IV
- 171.1%
- B/E move
- 52.6%
- Pseudo strike
- 6.70
- IV
- 192.9%
- B/E move
- 26.9%
35Δ
- Pseudo strike
- 10.27
- IV
- 165.8%
- B/E move
- 43.0%
- Pseudo strike
- 7.23
- IV
- 195.3%
- B/E move
- 23.9%
40Δ
- Pseudo strike
- 9.62
- IV
- 164.1%
- B/E move
- 36.1%
- Pseudo strike
- 7.76
- IV
- 194.3%
- B/E move
- 20.9%
45Δ
- Pseudo strike
- 9.06
- IV
- 164.4%
- B/E move
- 30.7%
- Pseudo strike
- 8.45
- IV
- 203.1%
- B/E move
- 18.7%
50Δ
- Pseudo strike
- 8.56
- IV
- 164.5%
- B/E move
- 26.2%
- Pseudo strike
- 9.25
- IV
- 216.1%
- B/E move
- 17.0%
55Δ
- Pseudo strike
- 8.06
- IV
- 164.5%
- B/E move
- 21.8%
- Pseudo strike
- 10.13
- IV
- 223.0%
- B/E move
- 14.9%
60Δ
- Pseudo strike
- 7.60
- IV
- 156.8%
- B/E move
- 17.5%
- Pseudo strike
- 11.29
- IV
- 234.2%
- B/E move
- 13.0%
65Δ
- Pseudo strike
- 7.15
- IV
- 147.9%
- B/E move
- 13.2%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 6.75
- IV
- 141.8%
- B/E move
- 10.1%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 6.38
- IV
- 137.1%
- B/E move
- 7.7%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 6.01
- IV
- 132.3%
- B/E move
- 5.3%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations