Share price$2.85
1D
Price history unavailable.
Tradr 2X Long FLY Daily ETF FLYT
i
Market dataready · fetched 2026-10-22T10:07:16.017Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T09:14:35.3881878Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T10:04:25.290456+00:00
Tradr 2X Long FLY Daily ETF options
PutsExpensive1.16×
CallsExpensive1.49×
SkewBullish-33.98 pp
Implied moveBearish±$1.41
TiltBearish36.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.02 | 250.0% | 40.8% | |||
| 25Δ | 2.23 | 236.1% | 36.0% | |||
| 30Δ | 5.59 | 260.7% | 106.2% | 2.44 | 222.2% | 31.2% |
| 35Δ | 4.68 | 235.5% | 75.6% | 2.65 | 208.4% | 26.4% |
| 40Δ | 4.09 | 219.6% | 56.3% | 2.86 | 194.5% | 21.6% |
| 45Δ | 3.77 | 218.5% | 47.7% | 3.08 | 185.1% | 17.7% |
| 50Δ | 3.50 | 219.8% | 40.8% | 3.31 | 184.2% | 15.5% |
| 55Δ | 3.23 | 221.1% | 34.0% | 3.53 | 183.3% | 13.3% |
| 60Δ | 2.97 | 223.5% | 27.6% | 3.76 | 182.4% | 11.1% |
| 65Δ | 2.73 | 232.2% | 23.8% | 3.99 | 181.4% | 8.9% |
| 70Δ | 2.49 | 241.0% | 20.1% | 4.61 | 187.2% | 7.4% |
| 75Δ | 2.25 | 249.8% | 16.3% | 5.25 | 193.3% | 5.8% |
| 80Δ | 2.02 | 258.5% | 12.5% | 5.90 | 199.5% | 4.3% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.02
- IV
- 250.0%
- B/E move
- 40.8%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.23
- IV
- 236.1%
- B/E move
- 36.0%
30Δ
- Pseudo strike
- 5.59
- IV
- 260.7%
- B/E move
- 106.2%
- Pseudo strike
- 2.44
- IV
- 222.2%
- B/E move
- 31.2%
35Δ
- Pseudo strike
- 4.68
- IV
- 235.5%
- B/E move
- 75.6%
- Pseudo strike
- 2.65
- IV
- 208.4%
- B/E move
- 26.4%
40Δ
- Pseudo strike
- 4.09
- IV
- 219.6%
- B/E move
- 56.3%
- Pseudo strike
- 2.86
- IV
- 194.5%
- B/E move
- 21.6%
45Δ
- Pseudo strike
- 3.77
- IV
- 218.5%
- B/E move
- 47.7%
- Pseudo strike
- 3.08
- IV
- 185.1%
- B/E move
- 17.7%
50Δ
- Pseudo strike
- 3.50
- IV
- 219.8%
- B/E move
- 40.8%
- Pseudo strike
- 3.31
- IV
- 184.2%
- B/E move
- 15.5%
55Δ
- Pseudo strike
- 3.23
- IV
- 221.1%
- B/E move
- 34.0%
- Pseudo strike
- 3.53
- IV
- 183.3%
- B/E move
- 13.3%
60Δ
- Pseudo strike
- 2.97
- IV
- 223.5%
- B/E move
- 27.6%
- Pseudo strike
- 3.76
- IV
- 182.4%
- B/E move
- 11.1%
65Δ
- Pseudo strike
- 2.73
- IV
- 232.2%
- B/E move
- 23.8%
- Pseudo strike
- 3.99
- IV
- 181.4%
- B/E move
- 8.9%
70Δ
- Pseudo strike
- 2.49
- IV
- 241.0%
- B/E move
- 20.1%
- Pseudo strike
- 4.61
- IV
- 187.2%
- B/E move
- 7.4%
75Δ
- Pseudo strike
- 2.25
- IV
- 249.8%
- B/E move
- 16.3%
- Pseudo strike
- 5.25
- IV
- 193.3%
- B/E move
- 5.8%
80Δ
- Pseudo strike
- 2.02
- IV
- 258.5%
- B/E move
- 12.5%
- Pseudo strike
- 5.90
- IV
- 199.5%
- B/E move
- 4.3%
Options history
No recorded observations