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Tradr 2X Short CBRS Daily ETF CBRZ

i

Market dataready · fetched 2026-11-13T19:13:18.373Z

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 · 2026-11-13T19:09:01.551700401Z

FundamentalsTradr ETFs · ready · as of 2026-11-12 · fetched 2026-11-13T19:13:17.769185+00:00

Share price$18.60
1D-1.2%
$16$18$20$21$235:30 AM6:30 AM9:00 AM1:00 PMCBRZ
Sold putSold call

Tradr 2X Short CBRS Daily ETF options

Live interpolated CBRZ call and put midpoint premiums by absolute delta.Tradr 2X Short CBRS Daily ETF$0.40$2.37$4.34$6.31$8.28$5.06$13.11$21.15$29.20$37.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBRZ spot · $18.60CBRZ PRICE$0.61$0.80$1.02$1.26$1.49$1.71$1.96$2.28$2.68$2.99$3.43$3.95$4.42$0.80$1.07$1.32$1.60$1.93$2.34$2.75$3.21$3.80$5.03$5.93$6.98$7.71
PutsCheap0.57×
CallsFair0.95×
SkewBullish-9.26 pp
Implied moveBearish±$4.71
TiltBearish21.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.40247.2%45.3%14.93233.1%24.0%
25Δ24.79243.3%37.6%15.76233.6%21.0%
30Δ23.56243.6%32.2%16.57226.2%18.0%
35Δ22.53245.6%27.9%17.33219.9%15.4%
40Δ21.45241.7%23.3%18.05217.9%13.3%
45Δ20.46234.6%19.2%18.77219.6%11.7%
50Δ19.58228.8%15.8%19.48218.1%10.1%
55Δ18.81230.5%13.4%20.22216.3%8.5%
60Δ18.08238.3%11.6%21.05218.8%7.2%
65Δ17.33231.4%9.3%22.42240.6%6.5%
70Δ16.55232.2%7.4%23.54242.4%5.3%
75Δ15.75235.7%5.9%24.79243.5%4.2%
80Δ14.97229.4%4.3%25.75232.1%3.0%

20Δ

Calls
Pseudo strike
26.40
IV
247.2%
B/E move
45.3%
Puts
Pseudo strike
14.93
IV
233.1%
B/E move
24.0%

25Δ

Calls
Pseudo strike
24.79
IV
243.3%
B/E move
37.6%
Puts
Pseudo strike
15.76
IV
233.6%
B/E move
21.0%

30Δ

Calls
Pseudo strike
23.56
IV
243.6%
B/E move
32.2%
Puts
Pseudo strike
16.57
IV
226.2%
B/E move
18.0%

35Δ

Calls
Pseudo strike
22.53
IV
245.6%
B/E move
27.9%
Puts
Pseudo strike
17.33
IV
219.9%
B/E move
15.4%

40Δ

Calls
Pseudo strike
21.45
IV
241.7%
B/E move
23.3%
Puts
Pseudo strike
18.05
IV
217.9%
B/E move
13.3%

45Δ

Calls
Pseudo strike
20.46
IV
234.6%
B/E move
19.2%
Puts
Pseudo strike
18.77
IV
219.6%
B/E move
11.7%

50Δ

Calls
Pseudo strike
19.58
IV
228.8%
B/E move
15.8%
Puts
Pseudo strike
19.48
IV
218.1%
B/E move
10.1%

55Δ

Calls
Pseudo strike
18.81
IV
230.5%
B/E move
13.4%
Puts
Pseudo strike
20.22
IV
216.3%
B/E move
8.5%

60Δ

Calls
Pseudo strike
18.08
IV
238.3%
B/E move
11.6%
Puts
Pseudo strike
21.05
IV
218.8%
B/E move
7.2%

65Δ

Calls
Pseudo strike
17.33
IV
231.4%
B/E move
9.3%
Puts
Pseudo strike
22.42
IV
240.6%
B/E move
6.5%

70Δ

Calls
Pseudo strike
16.55
IV
232.2%
B/E move
7.4%
Puts
Pseudo strike
23.54
IV
242.4%
B/E move
5.3%

75Δ

Calls
Pseudo strike
15.75
IV
235.7%
B/E move
5.9%
Puts
Pseudo strike
24.79
IV
243.5%
B/E move
4.2%

80Δ

Calls
Pseudo strike
14.97
IV
229.4%
B/E move
4.3%
Puts
Pseudo strike
25.75
IV
232.1%
B/E move
3.0%

Options history

IV · four-Friday blend157.38%
Daily close
CBRZ127.9%181.0%234.1%2026-08-17: 226.74%2026-08-19: 193.95%2026-08-20: 211.11%2026-08-21: 171.49%2026-08-24: 169.30%2026-08-25: 166.74%2026-08-26: 164.08%2026-08-27: 158.90%2026-08-28: 153.89%2026-08-31: 149.83%2026-09-01: 145.01%2026-09-02: 143.67%2026-09-03: 140.41%2026-09-04: 156.04%2026-09-08: 143.72%2026-09-09: 143.89%2026-09-10: 145.28%2026-09-11: 139.82%2026-09-14: 143.71%2026-09-15: 155.68%2026-09-16: 160.02%2026-09-17: 163.08%2026-09-18: 143.92%2026-09-21: 146.97%2026-09-22: 149.88%2026-09-23: 141.10%2026-09-24: 142.95%2026-09-25: 143.87%2026-09-28: 141.95%2026-09-29: 145.17%2026-09-30: 145.13%2026-10-01: 137.72%2026-10-02: 135.21%2026-10-05: 145.75%2026-10-06: 141.89%2026-10-07: 139.12%2026-10-08: 135.73%2026-10-09: 136.10%2026-10-12: 145.64%2026-10-13: 149.50%2026-10-14: 150.99%2026-10-15: 157.38%Aug 17Sep 16Oct 15
42 observations2026-08-17 — 2026-10-15
Table
DateIV (%)
226.74%
193.95%
211.11%
171.49%
169.30%
166.74%
164.08%
158.90%
153.89%
149.83%
145.01%
143.67%
140.41%
156.04%
143.72%
143.89%
145.28%
139.82%
143.71%
155.68%
160.02%
163.08%
143.92%
146.97%
149.88%
141.10%
142.95%
143.87%
141.95%
145.17%
145.13%
137.72%
135.21%
145.75%
141.89%
139.12%
135.73%
136.10%
145.64%
149.50%
150.99%
157.38%