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Tradr 2X Long CLSK Daily ETF CLSX

i

Market dataready · fetched 2026-11-11T05:55:00.036Z

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 · 2026-11-11T01:00:01.735653832Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T05:54:59.628486+00:00

Share price$2.61
1D-3.9%
AH$2.39$2.53$2.66$2.79$2.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLSX
Sold putSold callAH

Tradr 2X Long CLSK Daily ETF options

Live interpolated CLSX call and put midpoint premiums by absolute delta.Tradr 2X Long CLSK Daily ETF$0.18$0.57$0.96$1.35$1.74$0.91$1.93$2.96$3.99$5.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive CLSX spot · $2.61CLSX PRICE$0.23$0.25$0.28$0.29$0.30$0.35$0.40$0.45$0.51$0.56$0.61$0.66$0.25$0.31$0.37$0.44$0.50$0.57$0.63$0.79$0.98$1.18$1.37$1.63
Puts——
Calls——
Skew——
Implied moveBearish±$0.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ6.47510.4%156.5%2.10294.0%28.9%
30Δ4.89435.4%96.9%2.24286.4%25.9%
35Δ3.97372.6%62.8%2.39278.8%22.9%
40Δ3.50322.7%45.3%2.53271.2%19.9%
45Δ3.04272.9%27.8%2.67263.6%16.9%
50Δ2.88261.0%23.7%2.81256.1%13.9%
55Δ2.75252.3%20.6%2.96248.5%10.9%
60Δ2.62243.6%17.6%3.16248.9%9.0%
65Δ2.49234.9%14.6%3.39252.9%7.7%
70Δ2.36226.2%11.6%3.62257.0%6.4%
75Δ2.22217.5%8.6%3.85261.0%5.1%
80Δ2.09208.8%5.6%4.14263.2%3.8%

20Δ

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

25Δ

Calls
Pseudo strike
6.47
IV
510.4%
B/E move
156.5%
Puts
Pseudo strike
2.10
IV
294.0%
B/E move
28.9%

30Δ

Calls
Pseudo strike
4.89
IV
435.4%
B/E move
96.9%
Puts
Pseudo strike
2.24
IV
286.4%
B/E move
25.9%

35Δ

Calls
Pseudo strike
3.97
IV
372.6%
B/E move
62.8%
Puts
Pseudo strike
2.39
IV
278.8%
B/E move
22.9%

40Δ

Calls
Pseudo strike
3.50
IV
322.7%
B/E move
45.3%
Puts
Pseudo strike
2.53
IV
271.2%
B/E move
19.9%

45Δ

Calls
Pseudo strike
3.04
IV
272.9%
B/E move
27.8%
Puts
Pseudo strike
2.67
IV
263.6%
B/E move
16.9%

50Δ

Calls
Pseudo strike
2.88
IV
261.0%
B/E move
23.7%
Puts
Pseudo strike
2.81
IV
256.1%
B/E move
13.9%

55Δ

Calls
Pseudo strike
2.75
IV
252.3%
B/E move
20.6%
Puts
Pseudo strike
2.96
IV
248.5%
B/E move
10.9%

60Δ

Calls
Pseudo strike
2.62
IV
243.6%
B/E move
17.6%
Puts
Pseudo strike
3.16
IV
248.9%
B/E move
9.0%

65Δ

Calls
Pseudo strike
2.49
IV
234.9%
B/E move
14.6%
Puts
Pseudo strike
3.39
IV
252.9%
B/E move
7.7%

70Δ

Calls
Pseudo strike
2.36
IV
226.2%
B/E move
11.6%
Puts
Pseudo strike
3.62
IV
257.0%
B/E move
6.4%

75Δ

Calls
Pseudo strike
2.22
IV
217.5%
B/E move
8.6%
Puts
Pseudo strike
3.85
IV
261.0%
B/E move
5.1%

80Δ

Calls
Pseudo strike
2.09
IV
208.8%
B/E move
5.6%
Puts
Pseudo strike
4.14
IV
263.2%
B/E move
3.8%

Options history

IV · four-Friday blend257.40%
Daily EOD
CLSX188.6%234.0%279.4%2026-10-21: 236.02%2026-10-22: 243.52%2026-10-23: 230.21%2026-10-27: 273.14%2026-10-28: 194.90%2026-10-29: 257.40%Oct 21Oct 23Oct 29
6 observations2026-10-21 — 2026-10-29
Table
DateIV (%)
236.02%
243.52%
230.21%
273.14%
194.90%
257.40%