Tradr 2X Long COHR Daily ETF COHX
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Market dataready · fetched 2026-11-11T16:01:33.274Z
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 · 2026-11-11T16:01:28.564813702Z
FundamentalsTradr ETFs · ready · as of 2026-11-10 · fetched 2026-11-11T15:57:14.153408+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 | 10.90 | 186.6% | 22.2% | |||
| 25Δ | 16.26 | 154.5% | 24.9% | |||
| 30Δ | 15.67 | 155.4% | 21.4% | |||
| 35Δ | 15.22 | 160.7% | 19.2% | |||
| 40Δ | 14.78 | 167.1% | 17.2% | |||
| 45Δ | 14.36 | 174.5% | 15.6% | |||
| 50Δ | 14.32 | 242.8% | 12.3% | |||
| 55Δ | 14.75 | 217.9% | 9.7% | |||
| 60Δ | 17.00 | 304.6% | 10.6% | |||
| 65Δ | 18.40 | 315.5% | 9.1% | |||
| 70Δ | 19.48 | 307.7% | 7.2% | |||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.90
- IV
- 186.6%
- B/E move
- 22.2%
25Δ
- Pseudo strike
- 16.26
- IV
- 154.5%
- B/E move
- 24.9%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 15.67
- IV
- 155.4%
- B/E move
- 21.4%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 15.22
- IV
- 160.7%
- B/E move
- 19.2%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 14.78
- IV
- 167.1%
- B/E move
- 17.2%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 14.36
- IV
- 174.5%
- B/E move
- 15.6%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 14.32
- IV
- 242.8%
- B/E move
- 12.3%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 14.75
- IV
- 217.9%
- B/E move
- 9.7%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 17.00
- IV
- 304.6%
- B/E move
- 10.6%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 18.40
- IV
- 315.5%
- B/E move
- 9.1%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.48
- IV
- 307.7%
- B/E move
- 7.2%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- 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% |