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Tradr 2X Long CORZ Daily ETF COZX

i

Market dataready · fetched 2026-11-11T05:55:04.993Z

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 · 2026-11-11T01:00:01.639172096Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T05:55:04.557689+00:00

Share price$4.02
1D+13.2%
AH$3.49$3.64$3.79$3.93$4.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOZX
Sold putSold callAH

Tradr 2X Long CORZ Daily ETF options

Live interpolated COZX call and put midpoint premiums by absolute delta.Tradr 2X Long CORZ Daily ETF$0.29$0.63$0.97$1.30$1.64$1.56$2.73$3.90$5.08$6.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive COZX spot · $4.02COZX PRICE$0.33$0.33$0.35$0.38$0.41$0.44$0.47$0.56$0.68$0.79$0.91$1.03$0.39$0.44$0.48$0.53$0.58$0.66$0.75$0.84$0.93$1.02$1.11$1.29$1.55
PutsCheap0.81×
Calls——
Skew——
Implied moveBearish±$1.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.86396.7%38.6%
25Δ8.91464.9%129.8%3.18343.6%31.8%
30Δ6.31341.5%65.1%3.42314.2%26.9%
35Δ5.47292.5%44.8%3.67284.9%22.0%
40Δ4.92259.1%32.0%3.91255.5%17.1%
45Δ4.65236.8%25.8%4.11238.4%14.2%
50Δ4.37214.5%19.5%4.27227.9%12.4%
55Δ4.09192.1%13.3%4.43217.4%10.6%
60Δ3.88188.1%10.3%4.60206.9%8.7%
65Δ3.70192.5%8.9%4.76196.5%6.9%
70Δ3.53196.9%7.5%4.93186.0%5.0%
75Δ3.35201.3%6.1%5.16180.5%3.7%
80Δ3.17205.7%4.6%5.45179.2%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.86
IV
396.7%
B/E move
38.6%

25Δ

Calls
Pseudo strike
8.91
IV
464.9%
B/E move
129.8%
Puts
Pseudo strike
3.18
IV
343.6%
B/E move
31.8%

30Δ

Calls
Pseudo strike
6.31
IV
341.5%
B/E move
65.1%
Puts
Pseudo strike
3.42
IV
314.2%
B/E move
26.9%

35Δ

Calls
Pseudo strike
5.47
IV
292.5%
B/E move
44.8%
Puts
Pseudo strike
3.67
IV
284.9%
B/E move
22.0%

40Δ

Calls
Pseudo strike
4.92
IV
259.1%
B/E move
32.0%
Puts
Pseudo strike
3.91
IV
255.5%
B/E move
17.1%

45Δ

Calls
Pseudo strike
4.65
IV
236.8%
B/E move
25.8%
Puts
Pseudo strike
4.11
IV
238.4%
B/E move
14.2%

50Δ

Calls
Pseudo strike
4.37
IV
214.5%
B/E move
19.5%
Puts
Pseudo strike
4.27
IV
227.9%
B/E move
12.4%

55Δ

Calls
Pseudo strike
4.09
IV
192.1%
B/E move
13.3%
Puts
Pseudo strike
4.43
IV
217.4%
B/E move
10.6%

60Δ

Calls
Pseudo strike
3.88
IV
188.1%
B/E move
10.3%
Puts
Pseudo strike
4.60
IV
206.9%
B/E move
8.7%

65Δ

Calls
Pseudo strike
3.70
IV
192.5%
B/E move
8.9%
Puts
Pseudo strike
4.76
IV
196.5%
B/E move
6.9%

70Δ

Calls
Pseudo strike
3.53
IV
196.9%
B/E move
7.5%
Puts
Pseudo strike
4.93
IV
186.0%
B/E move
5.0%

75Δ

Calls
Pseudo strike
3.35
IV
201.3%
B/E move
6.1%
Puts
Pseudo strike
5.16
IV
180.5%
B/E move
3.7%

80Δ

Calls
Pseudo strike
3.17
IV
205.7%
B/E move
4.6%
Puts
Pseudo strike
5.45
IV
179.2%
B/E move
2.8%

Options history

IV · four-Friday blend166.44%
Daily EOD
COZX166.3%166.4%166.6%2026-10-30: 166.44%Oct 30
1 observations2026-10-30 — 2026-10-30
Table
DateIV (%)
166.44%