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Tradr 2X Short COHR Daily ETF COHQ

i

Market dataready · fetched 2026-11-11T15:47:08.599Z

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 · 2026-11-11T15:47:04.521447513Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:47:08.083967+00:00

Share price$24.75
1D-5.7%
$25$26$27$29$305:30 AM6:30 AM9:00 AM1:00 PMCOHQ
Sold putSold call

Tradr 2X Short COHR Daily ETF options

Live interpolated COHQ call and put midpoint premiums by absolute delta.Tradr 2X Short COHR Daily ETF$0.61$2.71$4.80$6.90$9.00$2.29$20.11$37.92$55.74$73.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COHQ spot · $24.75COHQ PRICE$0.83$1.11$1.30$1.58$1.92$2.31$2.66$3.07$3.71$4.24$4.83$5.21$6.13$0.85$1.14$1.46$1.87$2.51$3.08$3.59$4.15$4.85$5.58$6.56$7.64$8.40
PutsCheap0.46×
CallsCheap0.74×
SkewBullish-31.49 pp
Implied moveBearish±$6.25
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.52222.4%46.9%20.49169.1%20.6%
25Δ33.58224.1%40.2%21.43170.2%18.0%
30Δ30.91203.1%30.1%22.32169.6%15.7%
35Δ29.49203.1%25.5%23.16173.4%14.0%
40Δ28.32205.7%22.2%24.01188.8%13.1%
45Δ27.27210.1%19.5%24.96192.3%11.6%
50Δ26.13207.6%16.3%25.90189.7%9.9%
55Δ25.07207.1%13.7%26.84186.9%8.3%
60Δ24.09220.8%12.3%27.86186.9%7.0%
65Δ23.02221.2%10.1%28.90184.9%5.8%
70Δ21.94220.9%8.1%30.15185.9%4.7%
75Δ20.98206.5%5.8%31.49183.5%3.6%
80Δ19.74212.0%4.5%32.49174.2%2.6%

20Δ

Calls
Pseudo strike
35.52
IV
222.4%
B/E move
46.9%
Puts
Pseudo strike
20.49
IV
169.1%
B/E move
20.6%

25Δ

Calls
Pseudo strike
33.58
IV
224.1%
B/E move
40.2%
Puts
Pseudo strike
21.43
IV
170.2%
B/E move
18.0%

30Δ

Calls
Pseudo strike
30.91
IV
203.1%
B/E move
30.1%
Puts
Pseudo strike
22.32
IV
169.6%
B/E move
15.7%

35Δ

Calls
Pseudo strike
29.49
IV
203.1%
B/E move
25.5%
Puts
Pseudo strike
23.16
IV
173.4%
B/E move
14.0%

40Δ

Calls
Pseudo strike
28.32
IV
205.7%
B/E move
22.2%
Puts
Pseudo strike
24.01
IV
188.8%
B/E move
13.1%

45Δ

Calls
Pseudo strike
27.27
IV
210.1%
B/E move
19.5%
Puts
Pseudo strike
24.96
IV
192.3%
B/E move
11.6%

50Δ

Calls
Pseudo strike
26.13
IV
207.6%
B/E move
16.3%
Puts
Pseudo strike
25.90
IV
189.7%
B/E move
9.9%

55Δ

Calls
Pseudo strike
25.07
IV
207.1%
B/E move
13.7%
Puts
Pseudo strike
26.84
IV
186.9%
B/E move
8.3%

60Δ

Calls
Pseudo strike
24.09
IV
220.8%
B/E move
12.3%
Puts
Pseudo strike
27.86
IV
186.9%
B/E move
7.0%

65Δ

Calls
Pseudo strike
23.02
IV
221.2%
B/E move
10.1%
Puts
Pseudo strike
28.90
IV
184.9%
B/E move
5.8%

70Δ

Calls
Pseudo strike
21.94
IV
220.9%
B/E move
8.1%
Puts
Pseudo strike
30.15
IV
185.9%
B/E move
4.7%

75Δ

Calls
Pseudo strike
20.98
IV
206.5%
B/E move
5.8%
Puts
Pseudo strike
31.49
IV
183.5%
B/E move
3.6%

80Δ

Calls
Pseudo strike
19.74
IV
212.0%
B/E move
4.5%
Puts
Pseudo strike
32.49
IV
174.2%
B/E move
2.6%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations