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Tradr 2X Short CBRS Daily ETF CBRZ

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Market dataready · fetched 2026-10-23T06:08:07.145Z

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 · 2026-10-23T00:00:01.7032575Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:08:06.623803+00:00

Share price$24.27
1D+10.9%
AH$22.31$23.02$23.74$24.45$25.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCBRZ
Sold putSold callAH

Tradr 2X Short CBRS Daily ETF options

Live interpolated CBRZ call and put midpoint premiums by absolute delta.Tradr 2X Short CBRS Daily ETF$1.67$3.31$4.96$6.60$8.24$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECBRZ PRICE$5.26$5.83$6.65$7.77$1.85$2.49$3.22$4.09
PutsExpensive1.09×
CallsCheap0.91×
SkewBearish+17.78 pp
Implied move——
TiltBullish37.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.99187.4%33.5%
25Δ19.63186.1%29.4%
30Δ21.22185.9%25.8%
35Δ22.81187.7%22.9%
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ22.70170.7%15.2%
70Δ21.27165.3%11.6%
75Δ19.83166.6%9.1%
80Δ18.23173.5%7.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.99
IV
187.4%
B/E move
33.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.63
IV
186.1%
B/E move
29.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.22
IV
185.9%
B/E move
25.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.81
IV
187.7%
B/E move
22.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
22.70
IV
170.7%
B/E move
15.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
21.27
IV
165.3%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
19.83
IV
166.6%
B/E move
9.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.23
IV
173.5%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations