Tradr 2X Long COHR Daily ETF COHX
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Market dataready · fetched 2026-11-11T15:46:56.373Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T15:46:53.784117149Z
FundamentalsTradr ETFs · ready · as of 2026-11-10 · fetched 2026-11-11T15:46:55.889320+00:00
Tradr 2X Long COHR Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.37 | 219.9% | 25.4% | |||
| 25Δ | 16.09 | 163.9% | 26.6% | 10.91 | 234.7% | 23.2% |
| 30Δ | 15.32 | 154.8% | 21.4% | 11.52 | 258.6% | 21.9% |
| 35Δ | 14.78 | 155.2% | 18.3% | 12.20 | 289.6% | 20.9% |
| 40Δ | 14.40 | 162.8% | 16.7% | |||
| 45Δ | 14.01 | 170.4% | 15.1% | |||
| 50Δ | 14.04 | 241.7% | 12.1% | |||
| 55Δ | 14.39 | 219.0% | 9.8% | |||
| 60Δ | ||||||
| 65Δ | 17.46 | 293.3% | 8.5% | |||
| 70Δ | 11.86 | 168.4% | 6.4% | |||
| 75Δ | 11.62 | 149.5% | 4.9% | 23.27 | 374.6% | 6.8% |
| 80Δ | 11.39 | 130.5% | 3.4% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.37
- IV
- 219.9%
- B/E move
- 25.4%
25Δ
- Pseudo strike
- 16.09
- IV
- 163.9%
- B/E move
- 26.6%
- Pseudo strike
- 10.91
- IV
- 234.7%
- B/E move
- 23.2%
30Δ
- Pseudo strike
- 15.32
- IV
- 154.8%
- B/E move
- 21.4%
- Pseudo strike
- 11.52
- IV
- 258.6%
- B/E move
- 21.9%
35Δ
- Pseudo strike
- 14.78
- IV
- 155.2%
- B/E move
- 18.3%
- Pseudo strike
- 12.20
- IV
- 289.6%
- B/E move
- 20.9%
40Δ
- Pseudo strike
- 14.40
- IV
- 162.8%
- B/E move
- 16.7%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 14.01
- IV
- 170.4%
- B/E move
- 15.1%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 14.04
- IV
- 241.7%
- B/E move
- 12.1%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 14.39
- IV
- 219.0%
- B/E move
- 9.8%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 17.46
- IV
- 293.3%
- B/E move
- 8.5%
70Δ
- Pseudo strike
- 11.86
- IV
- 168.4%
- B/E move
- 6.4%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 11.62
- IV
- 149.5%
- B/E move
- 4.9%
- Pseudo strike
- 23.27
- IV
- 374.6%
- B/E move
- 6.8%
80Δ
- Pseudo strike
- 11.39
- IV
- 130.5%
- B/E move
- 3.4%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 145.50% | |
| 155.43% | |
| 145.99% | |
| 166.50% | |
| 156.47% | |
| 157.38% | |
| 154.28% | |
| 150.89% | |
| 151.13% | |
| 162.11% |