IntraAlpha
Create free account Start free

Tradr 2X Long CLS Daily ETF CSEX

i

Market dataready · fetched 2026-10-23T06:08:08.217Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:01.795781524Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:08:07.869667+00:00

Share price$8.21
1D-14.2%
AH$7.99$8.46$8.92$9.38$9.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCSEX
Sold putSold callAH

Tradr 2X Long CLS Daily ETF options

Live interpolated CSEX call and put midpoint premiums by absolute delta.Tradr 2X Long CLS Daily ETF$0.21$1.63$3.05$4.47$5.89$2.88$7.03$11.17$15.31$19.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CSEX spot · $8.21CSEX PRICE$0.36$0.47$0.58$0.72$0.86$1.02$1.17$1.32$1.45$1.68$1.94$2.22$2.51$0.57$0.79$0.98$1.15$1.34$1.66$1.98$2.29$2.63$3.20$3.74$4.39$5.48
PutsExpensive1.05×
CallsExpensive1.31×
SkewBullish-3.01 pp
Implied moveBearish±$3.15
TiltBearish29.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.91172.7%73.9%6.17172.7%31.8%
25Δ12.75170.4%61.1%6.67174.6%28.3%
30Δ11.71166.3%49.8%7.17172.5%24.7%
35Δ11.03170.1%43.2%7.63163.4%20.9%
40Δ10.38170.2%37.1%8.11156.8%17.6%
45Δ9.76169.7%31.4%8.59158.8%15.5%
50Δ9.19168.4%26.3%9.08160.0%13.4%
55Δ8.64162.6%21.3%9.56157.1%11.4%
60Δ8.10154.6%16.4%10.06154.7%9.4%
65Δ7.64156.5%13.6%10.75158.5%7.9%
70Δ7.19160.8%11.3%11.42157.6%6.3%
75Δ6.72161.8%8.9%12.20156.6%4.8%
80Δ6.24160.5%6.6%13.39161.9%3.6%

20Δ

Calls
Pseudo strike
13.91
IV
172.7%
B/E move
73.9%
Puts
Pseudo strike
6.17
IV
172.7%
B/E move
31.8%

25Δ

Calls
Pseudo strike
12.75
IV
170.4%
B/E move
61.1%
Puts
Pseudo strike
6.67
IV
174.6%
B/E move
28.3%

30Δ

Calls
Pseudo strike
11.71
IV
166.3%
B/E move
49.8%
Puts
Pseudo strike
7.17
IV
172.5%
B/E move
24.7%

35Δ

Calls
Pseudo strike
11.03
IV
170.1%
B/E move
43.2%
Puts
Pseudo strike
7.63
IV
163.4%
B/E move
20.9%

40Δ

Calls
Pseudo strike
10.38
IV
170.2%
B/E move
37.1%
Puts
Pseudo strike
8.11
IV
156.8%
B/E move
17.6%

45Δ

Calls
Pseudo strike
9.76
IV
169.7%
B/E move
31.4%
Puts
Pseudo strike
8.59
IV
158.8%
B/E move
15.5%

50Δ

Calls
Pseudo strike
9.19
IV
168.4%
B/E move
26.3%
Puts
Pseudo strike
9.08
IV
160.0%
B/E move
13.4%

55Δ

Calls
Pseudo strike
8.64
IV
162.6%
B/E move
21.3%
Puts
Pseudo strike
9.56
IV
157.1%
B/E move
11.4%

60Δ

Calls
Pseudo strike
8.10
IV
154.6%
B/E move
16.4%
Puts
Pseudo strike
10.06
IV
154.7%
B/E move
9.4%

65Δ

Calls
Pseudo strike
7.64
IV
156.5%
B/E move
13.6%
Puts
Pseudo strike
10.75
IV
158.5%
B/E move
7.9%

70Δ

Calls
Pseudo strike
7.19
IV
160.8%
B/E move
11.3%
Puts
Pseudo strike
11.42
IV
157.6%
B/E move
6.3%

75Δ

Calls
Pseudo strike
6.72
IV
161.8%
B/E move
8.9%
Puts
Pseudo strike
12.20
IV
156.6%
B/E move
4.8%

80Δ

Calls
Pseudo strike
6.24
IV
160.5%
B/E move
6.6%
Puts
Pseudo strike
13.39
IV
161.9%
B/E move
3.6%

Options history

CSEX155.22159.92164.632026-10-20: 155.87%2026-10-21: 163.98%Oct 20Oct 21
Table
DateIV
155.87%
163.98%