Tradr 2X Long CRDO Daily ETF CRDU
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Market dataready · fetched 2026-11-11T15:47:03.821Z
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 · 2026-11-11T15:47:01.225187926Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:47:02.572857+00:00
Tradr 2X Long CRDO Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.32 | 235.5% | 56.5% | 3.09 | 297.5% | 32.0% |
| 25Δ | 5.77 | 218.6% | 44.0% | 3.33 | 285.7% | 28.0% |
| 30Δ | 5.22 | 201.6% | 31.5% | 3.57 | 274.0% | 24.1% |
| 35Δ | 4.89 | 195.4% | 24.8% | 3.81 | 262.2% | 20.2% |
| 40Δ | 4.72 | 196.2% | 22.1% | 4.05 | 253.3% | 16.7% |
| 45Δ | 4.54 | 197.0% | 19.3% | 4.29 | 254.4% | 14.8% |
| 50Δ | 4.36 | 197.7% | 16.5% | 4.52 | 255.6% | 13.0% |
| 55Δ | 4.19 | 198.5% | 13.7% | 4.76 | 256.8% | 11.1% |
| 60Δ | 4.01 | 199.3% | 11.0% | 4.99 | 258.0% | 9.3% |
| 65Δ | 5.51 | 284.6% | 8.3% | |||
| 70Δ | 6.04 | 309.0% | 7.2% | |||
| 75Δ | 6.47 | 303.0% | 5.7% | |||
| 80Δ | 6.89 | 296.9% | 4.1% | |||
20Δ
- Pseudo strike
- 6.32
- IV
- 235.5%
- B/E move
- 56.5%
- Pseudo strike
- 3.09
- IV
- 297.5%
- B/E move
- 32.0%
25Δ
- Pseudo strike
- 5.77
- IV
- 218.6%
- B/E move
- 44.0%
- Pseudo strike
- 3.33
- IV
- 285.7%
- B/E move
- 28.0%
30Δ
- Pseudo strike
- 5.22
- IV
- 201.6%
- B/E move
- 31.5%
- Pseudo strike
- 3.57
- IV
- 274.0%
- B/E move
- 24.1%
35Δ
- Pseudo strike
- 4.89
- IV
- 195.4%
- B/E move
- 24.8%
- Pseudo strike
- 3.81
- IV
- 262.2%
- B/E move
- 20.2%
40Δ
- Pseudo strike
- 4.72
- IV
- 196.2%
- B/E move
- 22.1%
- Pseudo strike
- 4.05
- IV
- 253.3%
- B/E move
- 16.7%
45Δ
- Pseudo strike
- 4.54
- IV
- 197.0%
- B/E move
- 19.3%
- Pseudo strike
- 4.29
- IV
- 254.4%
- B/E move
- 14.8%
50Δ
- Pseudo strike
- 4.36
- IV
- 197.7%
- B/E move
- 16.5%
- Pseudo strike
- 4.52
- IV
- 255.6%
- B/E move
- 13.0%
55Δ
- Pseudo strike
- 4.19
- IV
- 198.5%
- B/E move
- 13.7%
- Pseudo strike
- 4.76
- IV
- 256.8%
- B/E move
- 11.1%
60Δ
- Pseudo strike
- 4.01
- IV
- 199.3%
- B/E move
- 11.0%
- Pseudo strike
- 4.99
- IV
- 258.0%
- B/E move
- 9.3%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.51
- IV
- 284.6%
- B/E move
- 8.3%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.04
- IV
- 309.0%
- B/E move
- 7.2%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.47
- IV
- 303.0%
- B/E move
- 5.7%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.89
- IV
- 296.9%
- B/E move
- 4.1%
Options history
Table
| Date | IV (%) |
|---|---|
| 154.75% | |
| 155.06% | |
| 158.42% | |
| 158.85% | |
| 162.01% | |
| 165.61% | |
| 163.08% | |
| 162.22% | |
| 169.86% |