IntraAlpha
Create free account Start free

Tradr 2X Long CRML Daily ETF CRMX

i

Market dataready · fetched 2026-11-11T15:39:54.395Z

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 · 2026-11-11T15:35:13.640523992Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:39:53.976449+00:00

Share price$10.87
1D+2.0%
$10.63$10.74$10.84$10.94$11.055:30 AM6:30 AM9:00 AM1:00 PMCRMX
Sold putSold call

Tradr 2X Long CRML Daily ETF options

Live interpolated CRMX call and put midpoint premiums by absolute delta.Tradr 2X Long CRML Daily ETF$0.34$1.59$2.85$4.10$5.36$4.81$8.44$12.08$15.72$19.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRMX spot · $10.87CRMX PRICE$0.47$0.58$0.66$0.76$0.86$0.98$1.16$1.35$1.60$1.87$2.27$2.71$3.12$0.72$0.80$0.98$1.17$1.39$1.61$1.88$2.16$2.56$3.02$3.69$4.34$4.99
PutsCheap0.87×
CallsExpensive1.05×
SkewNeutral+0.02 pp
Implied moveBearish±$3.05
TiltBearish22.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.20299.4%71.8%7.65352.2%36.3%
25Δ16.35278.6%55.8%9.00250.6%24.5%
30Δ14.35241.6%38.1%9.56241.8%21.1%
35Δ13.41224.6%30.3%10.10233.5%17.8%
40Δ12.63212.3%24.1%10.58227.5%15.4%
45Δ11.91202.6%18.7%11.07221.8%13.0%
50Δ11.46204.6%16.2%11.54218.0%11.2%
55Δ11.01206.6%13.7%12.01214.3%9.4%
60Δ10.56213.5%11.9%12.56214.9%8.0%
65Δ10.10220.5%10.1%13.17216.8%6.6%
70Δ9.56236.2%8.8%13.96223.2%5.5%
75Δ8.99254.3%7.6%14.74220.3%4.4%
80Δ8.37256.7%5.8%15.52216.8%3.2%

20Δ

Calls
Pseudo strike
18.20
IV
299.4%
B/E move
71.8%
Puts
Pseudo strike
7.65
IV
352.2%
B/E move
36.3%

25Δ

Calls
Pseudo strike
16.35
IV
278.6%
B/E move
55.8%
Puts
Pseudo strike
9.00
IV
250.6%
B/E move
24.5%

30Δ

Calls
Pseudo strike
14.35
IV
241.6%
B/E move
38.1%
Puts
Pseudo strike
9.56
IV
241.8%
B/E move
21.1%

35Δ

Calls
Pseudo strike
13.41
IV
224.6%
B/E move
30.3%
Puts
Pseudo strike
10.10
IV
233.5%
B/E move
17.8%

40Δ

Calls
Pseudo strike
12.63
IV
212.3%
B/E move
24.1%
Puts
Pseudo strike
10.58
IV
227.5%
B/E move
15.4%

45Δ

Calls
Pseudo strike
11.91
IV
202.6%
B/E move
18.7%
Puts
Pseudo strike
11.07
IV
221.8%
B/E move
13.0%

50Δ

Calls
Pseudo strike
11.46
IV
204.6%
B/E move
16.2%
Puts
Pseudo strike
11.54
IV
218.0%
B/E move
11.2%

55Δ

Calls
Pseudo strike
11.01
IV
206.6%
B/E move
13.7%
Puts
Pseudo strike
12.01
IV
214.3%
B/E move
9.4%

60Δ

Calls
Pseudo strike
10.56
IV
213.5%
B/E move
11.9%
Puts
Pseudo strike
12.56
IV
214.9%
B/E move
8.0%

65Δ

Calls
Pseudo strike
10.10
IV
220.5%
B/E move
10.1%
Puts
Pseudo strike
13.17
IV
216.8%
B/E move
6.6%

70Δ

Calls
Pseudo strike
9.56
IV
236.2%
B/E move
8.8%
Puts
Pseudo strike
13.96
IV
223.2%
B/E move
5.5%

75Δ

Calls
Pseudo strike
8.99
IV
254.3%
B/E move
7.6%
Puts
Pseudo strike
14.74
IV
220.3%
B/E move
4.4%

80Δ

Calls
Pseudo strike
8.37
IV
256.7%
B/E move
5.8%
Puts
Pseudo strike
15.52
IV
216.8%
B/E move
3.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations