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Tradr 2X Long CLS Daily ETF CSEX

i

Market dataready · fetched 2026-11-13T19:11:08.499Z

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 · 2026-11-13T19:09:49.170277588Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:11:07.617678+00:00

Share price$5.92
1D-16.3%
$5.22$5.71$6.21$6.71$7.205:30 AM6:30 AM9:00 AM1:00 PMCSEX
Sold putSold call

Tradr 2X Long CLS Daily ETF options

Live interpolated CSEX call and put midpoint premiums by absolute delta.Tradr 2X Long CLS Daily ETF$0.17$0.69$1.22$1.74$2.26$3.74$4.91$6.08$7.26$8.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CSEX spot · $5.92CSEX PRICE$0.23$0.28$0.32$0.37$0.41$0.46$0.51$0.57$0.63$0.69$0.75$0.81$0.84$0.99$1.14$1.29$1.50$1.80$2.11
Puts——
Calls——
Skew——
Implied moveBearish±$1.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ7.59210.6%32.2%
30Δ7.18203.3%26.1%
35Δ6.86193.9%21.4%
40Δ6.60182.8%17.9%
45Δ6.35171.8%14.3%
50Δ6.09160.7%10.8%6.18207.0%9.8%
55Δ5.92151.6%8.8%6.41205.0%8.4%
60Δ5.79143.6%7.6%6.63202.9%7.1%
65Δ5.67135.6%6.5%6.86200.9%5.7%
70Δ5.54127.6%5.4%7.14200.4%4.5%
75Δ5.42119.6%4.3%7.50202.5%3.6%
80Δ5.29111.6%3.2%7.87204.6%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
7.59
IV
210.6%
B/E move
32.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.18
IV
203.3%
B/E move
26.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
6.86
IV
193.9%
B/E move
21.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.60
IV
182.8%
B/E move
17.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.35
IV
171.8%
B/E move
14.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.09
IV
160.7%
B/E move
10.8%
Puts
Pseudo strike
6.18
IV
207.0%
B/E move
9.8%

55Δ

Calls
Pseudo strike
5.92
IV
151.6%
B/E move
8.8%
Puts
Pseudo strike
6.41
IV
205.0%
B/E move
8.4%

60Δ

Calls
Pseudo strike
5.79
IV
143.6%
B/E move
7.6%
Puts
Pseudo strike
6.63
IV
202.9%
B/E move
7.1%

65Δ

Calls
Pseudo strike
5.67
IV
135.6%
B/E move
6.5%
Puts
Pseudo strike
6.86
IV
200.9%
B/E move
5.7%

70Δ

Calls
Pseudo strike
5.54
IV
127.6%
B/E move
5.4%
Puts
Pseudo strike
7.14
IV
200.4%
B/E move
4.5%

75Δ

Calls
Pseudo strike
5.42
IV
119.6%
B/E move
4.3%
Puts
Pseudo strike
7.50
IV
202.5%
B/E move
3.6%

80Δ

Calls
Pseudo strike
5.29
IV
111.6%
B/E move
3.2%
Puts
Pseudo strike
7.87
IV
204.6%
B/E move
2.7%

Options history

IV · four-Friday blend121.44%
Daily EOD
CSEX113.5%171.1%228.7%2026-10-19: 155.58%2026-10-20: 155.87%2026-10-21: 163.98%2026-10-22: 198.11%2026-10-23: 180.42%2026-10-26: 220.77%2026-10-27: 194.53%2026-10-28: 206.09%2026-10-29: 191.89%2026-10-30: 121.44%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
155.58%
155.87%
163.98%
198.11%
180.42%
220.77%
194.53%
206.09%
191.89%
121.44%