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Tradr 2X Long FLY Daily ETF FLYT

i

Market dataready · fetched 2026-11-11T14:47:46.357Z

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 · 2026-11-11T14:47:41.768439438Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:47:45.786507+00:00

Share price$5.30
1D+12.6%
$4.38$4.71$5.05$5.39$5.725:30 AM6:30 AM9:00 AM1:00 PMFLYT
Sold putSold call

Tradr 2X Long FLY Daily ETF options

Live interpolated FLYT call and put midpoint premiums by absolute delta.Tradr 2X Long FLY Daily ETF$0.24$0.73$1.21$1.70$2.18$1.17$3.17$5.17$7.17$9.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FLYT spot · $5.30FLYT PRICE$0.30$0.37$0.45$0.54$0.66$0.77$0.89$1.01$1.14$1.28$1.41$0.31$0.38$0.46$0.53$0.65$0.79$0.93$1.07$1.23$1.41$1.60$1.78$2.04
PutsCheap0.76×
Calls——
Skew——
Implied moveBearish±$1.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.05267.4%29.5%
25Δ4.34251.7%25.4%
30Δ6.68207.8%31.6%4.62236.0%21.4%
35Δ6.42215.2%28.3%4.91220.4%17.3%
40Δ6.17222.5%24.9%5.16215.3%14.8%
45Δ5.92229.6%21.9%5.40215.0%13.0%
50Δ5.67236.2%19.4%5.63214.6%11.3%
55Δ5.43242.7%17.0%5.87214.2%9.5%
60Δ5.18249.3%14.5%6.11211.5%7.9%
65Δ4.93251.8%12.1%6.36205.9%6.6%
70Δ4.68243.9%9.9%6.62200.2%5.3%
75Δ4.43236.1%7.6%6.87194.6%4.0%
80Δ4.18228.2%5.3%7.19188.9%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.05
IV
267.4%
B/E move
29.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.34
IV
251.7%
B/E move
25.4%

30Δ

Calls
Pseudo strike
6.68
IV
207.8%
B/E move
31.6%
Puts
Pseudo strike
4.62
IV
236.0%
B/E move
21.4%

35Δ

Calls
Pseudo strike
6.42
IV
215.2%
B/E move
28.3%
Puts
Pseudo strike
4.91
IV
220.4%
B/E move
17.3%

40Δ

Calls
Pseudo strike
6.17
IV
222.5%
B/E move
24.9%
Puts
Pseudo strike
5.16
IV
215.3%
B/E move
14.8%

45Δ

Calls
Pseudo strike
5.92
IV
229.6%
B/E move
21.9%
Puts
Pseudo strike
5.40
IV
215.0%
B/E move
13.0%

50Δ

Calls
Pseudo strike
5.67
IV
236.2%
B/E move
19.4%
Puts
Pseudo strike
5.63
IV
214.6%
B/E move
11.3%

55Δ

Calls
Pseudo strike
5.43
IV
242.7%
B/E move
17.0%
Puts
Pseudo strike
5.87
IV
214.2%
B/E move
9.5%

60Δ

Calls
Pseudo strike
5.18
IV
249.3%
B/E move
14.5%
Puts
Pseudo strike
6.11
IV
211.5%
B/E move
7.9%

65Δ

Calls
Pseudo strike
4.93
IV
251.8%
B/E move
12.1%
Puts
Pseudo strike
6.36
IV
205.9%
B/E move
6.6%

70Δ

Calls
Pseudo strike
4.68
IV
243.9%
B/E move
9.9%
Puts
Pseudo strike
6.62
IV
200.2%
B/E move
5.3%

75Δ

Calls
Pseudo strike
4.43
IV
236.1%
B/E move
7.6%
Puts
Pseudo strike
6.87
IV
194.6%
B/E move
4.0%

80Δ

Calls
Pseudo strike
4.18
IV
228.2%
B/E move
5.3%
Puts
Pseudo strike
7.19
IV
188.9%
B/E move
2.8%

Options history

IV · four-Friday blend239.70%
Daily close
FLYT173.9%209.2%244.6%2026-09-15: 197.14%2026-09-17: 201.58%2026-10-05: 180.10%2026-10-06: 180.52%2026-10-07: 180.46%2026-10-08: 178.79%2026-10-09: 179.13%2026-10-12: 202.47%2026-10-14: 239.70%Sep 15Oct 7Oct 14
9 observations2026-09-15 — 2026-10-14
Table
DateIV (%)
197.14%
201.58%
180.10%
180.52%
180.46%
178.79%
179.13%
202.47%
239.70%