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Tradr 2X Long CRWV Daily ETF CWVX

i

Market dataready · fetched 2026-11-11T14:54:16.528Z

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 · 2026-11-11T14:54:13.342171347Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:54:14.166422+00:00

Share price$5.37
1D+1.4%
$4.98$5.08$5.18$5.28$5.385:30 AM6:30 AM9:00 AM1:00 PMCWVX
Sold putSold call

Tradr 2X Long CRWV Daily ETF options

Live interpolated CWVX call and put midpoint premiums by absolute delta.Tradr 2X Long CRWV Daily ETF$0.06$1.00$1.95$2.89$3.83$1.96$3.65$5.34$7.03$8.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CWVX spot · $5.37CWVX PRICE$0.16$0.21$0.29$0.36$0.43$0.50$0.56$0.63$0.70$0.77$0.90$1.04$1.18$0.29$0.39$0.49$0.60$0.72$0.85$0.97$1.10$1.56$2.09$2.69$3.18$3.56
PutsCheap0.78×
CallsCheap0.60×
SkewBearish+61.45 pp
Implied moveBearish±$1.54
TiltBearish41.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.44200.5%41.8%4.17241.4%27.7%
25Δ6.87186.6%32.0%4.44240.8%24.5%
30Δ6.63193.1%29.0%4.72240.2%21.3%
35Δ6.40199.7%25.9%4.99239.6%18.1%
40Δ6.16206.3%22.8%5.23234.7%15.9%
45Δ5.93208.2%19.7%5.47229.6%13.8%
50Δ5.70200.2%16.8%5.71224.5%11.7%
55Δ5.48192.3%13.8%5.96219.4%9.5%
60Δ5.25184.4%10.9%6.46245.0%8.7%
65Δ5.02176.5%8.0%7.02277.0%8.2%
70Δ4.81173.8%6.5%7.69292.9%6.9%
75Δ4.60171.7%5.2%8.24294.2%5.5%
80Δ4.39169.6%4.0%8.71282.4%4.0%

20Δ

Calls
Pseudo strike
7.44
IV
200.5%
B/E move
41.8%
Puts
Pseudo strike
4.17
IV
241.4%
B/E move
27.7%

25Δ

Calls
Pseudo strike
6.87
IV
186.6%
B/E move
32.0%
Puts
Pseudo strike
4.44
IV
240.8%
B/E move
24.5%

30Δ

Calls
Pseudo strike
6.63
IV
193.1%
B/E move
29.0%
Puts
Pseudo strike
4.72
IV
240.2%
B/E move
21.3%

35Δ

Calls
Pseudo strike
6.40
IV
199.7%
B/E move
25.9%
Puts
Pseudo strike
4.99
IV
239.6%
B/E move
18.1%

40Δ

Calls
Pseudo strike
6.16
IV
206.3%
B/E move
22.8%
Puts
Pseudo strike
5.23
IV
234.7%
B/E move
15.9%

45Δ

Calls
Pseudo strike
5.93
IV
208.2%
B/E move
19.7%
Puts
Pseudo strike
5.47
IV
229.6%
B/E move
13.8%

50Δ

Calls
Pseudo strike
5.70
IV
200.2%
B/E move
16.8%
Puts
Pseudo strike
5.71
IV
224.5%
B/E move
11.7%

55Δ

Calls
Pseudo strike
5.48
IV
192.3%
B/E move
13.8%
Puts
Pseudo strike
5.96
IV
219.4%
B/E move
9.5%

60Δ

Calls
Pseudo strike
5.25
IV
184.4%
B/E move
10.9%
Puts
Pseudo strike
6.46
IV
245.0%
B/E move
8.7%

65Δ

Calls
Pseudo strike
5.02
IV
176.5%
B/E move
8.0%
Puts
Pseudo strike
7.02
IV
277.0%
B/E move
8.2%

70Δ

Calls
Pseudo strike
4.81
IV
173.8%
B/E move
6.5%
Puts
Pseudo strike
7.69
IV
292.9%
B/E move
6.9%

75Δ

Calls
Pseudo strike
4.60
IV
171.7%
B/E move
5.2%
Puts
Pseudo strike
8.24
IV
294.2%
B/E move
5.5%

80Δ

Calls
Pseudo strike
4.39
IV
169.6%
B/E move
4.0%
Puts
Pseudo strike
8.71
IV
282.4%
B/E move
4.0%

Options history

IV · four-Friday blend185.95%
Daily EOD
CWVX169.0%178.5%188.0%2026-10-19: 170.28%2026-10-20: 171.55%2026-10-21: 171.83%2026-10-22: 186.65%2026-10-23: 184.73%2026-10-26: 185.71%2026-10-27: 183.06%2026-10-28: 179.16%2026-10-29: 177.44%2026-10-30: 185.95%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
170.28%
171.55%
171.83%
186.65%
184.73%
185.71%
183.06%
179.16%
177.44%
185.95%