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Tradr 2X Long CEG Daily ETF CEGX

i

Market dataready · fetched 2026-11-13T01:25:56.537Z

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 · 2026-11-13T01:00:01.569698229Z

FundamentalsTradr ETFs · ready · as of 2026-11-12 · fetched 2026-11-13T01:25:56.129081+00:00

Share price$13.39
1D+9.8%
AH$12.09$12.44$12.79$13.14$13.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCEGX
Sold putSold callAH

Tradr 2X Long CEG Daily ETF options

Live interpolated CEGX call and put midpoint premiums by absolute delta.Tradr 2X Long CEG Daily ETF$0.20$0.74$1.28$1.82$2.36$8.48$10.52$12.56$14.60$16.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CEGX spot · $13.39CEGX PRICE$0.25$0.32$0.37$0.41$0.46$0.56$0.66$0.76$0.86$1.13$1.49$1.84$2.20$0.32$0.41$0.47$0.54$0.62$0.75$0.87$0.99$1.12$1.30$1.49$1.67$2.08
PutsCheap0.83×
CallsCheap0.78×
SkewBearish+5.33 pp
Implied moveBearish±$1.53
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.95126.9%21.0%11.55132.5%16.2%
25Δ15.33118.3%16.9%12.03124.9%13.2%
30Δ14.80108.7%13.3%12.37116.3%11.1%
35Δ14.3798.0%10.4%12.72107.7%9.1%
40Δ13.9788.7%7.8%13.05100.5%7.2%
45Δ13.7588.4%6.9%13.2999.0%6.3%
50Δ13.5288.1%6.0%13.5397.5%5.4%
55Δ13.3087.8%5.0%13.7896.0%4.5%
60Δ13.0887.5%4.1%14.0294.5%3.6%
65Δ12.7389.5%3.5%14.2993.0%3.0%
70Δ12.3092.7%3.0%14.5591.5%2.4%
75Δ11.8895.9%2.5%14.8290.0%1.8%
80Δ11.4599.1%2.0%15.2995.8%1.4%

20Δ

Calls
Pseudo strike
15.95
IV
126.9%
B/E move
21.0%
Puts
Pseudo strike
11.55
IV
132.5%
B/E move
16.2%

25Δ

Calls
Pseudo strike
15.33
IV
118.3%
B/E move
16.9%
Puts
Pseudo strike
12.03
IV
124.9%
B/E move
13.2%

30Δ

Calls
Pseudo strike
14.80
IV
108.7%
B/E move
13.3%
Puts
Pseudo strike
12.37
IV
116.3%
B/E move
11.1%

35Δ

Calls
Pseudo strike
14.37
IV
98.0%
B/E move
10.4%
Puts
Pseudo strike
12.72
IV
107.7%
B/E move
9.1%

40Δ

Calls
Pseudo strike
13.97
IV
88.7%
B/E move
7.8%
Puts
Pseudo strike
13.05
IV
100.5%
B/E move
7.2%

45Δ

Calls
Pseudo strike
13.75
IV
88.4%
B/E move
6.9%
Puts
Pseudo strike
13.29
IV
99.0%
B/E move
6.3%

50Δ

Calls
Pseudo strike
13.52
IV
88.1%
B/E move
6.0%
Puts
Pseudo strike
13.53
IV
97.5%
B/E move
5.4%

55Δ

Calls
Pseudo strike
13.30
IV
87.8%
B/E move
5.0%
Puts
Pseudo strike
13.78
IV
96.0%
B/E move
4.5%

60Δ

Calls
Pseudo strike
13.08
IV
87.5%
B/E move
4.1%
Puts
Pseudo strike
14.02
IV
94.5%
B/E move
3.6%

65Δ

Calls
Pseudo strike
12.73
IV
89.5%
B/E move
3.5%
Puts
Pseudo strike
14.29
IV
93.0%
B/E move
3.0%

70Δ

Calls
Pseudo strike
12.30
IV
92.7%
B/E move
3.0%
Puts
Pseudo strike
14.55
IV
91.5%
B/E move
2.4%

75Δ

Calls
Pseudo strike
11.88
IV
95.9%
B/E move
2.5%
Puts
Pseudo strike
14.82
IV
90.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
11.45
IV
99.1%
B/E move
2.0%
Puts
Pseudo strike
15.29
IV
95.8%
B/E move
1.4%

Options history

IV · four-Friday blend146.86%
Daily EOD
CEGX117.7%139.5%161.3%2026-10-20: 120.67%2026-10-22: 138.11%2026-10-23: 152.31%2026-10-26: 146.44%2026-10-27: 158.27%2026-10-30: 146.86%Oct 20Oct 23Oct 30
6 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
120.67%
138.11%
152.31%
146.44%
158.27%
146.86%