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Tradr 2X Long GEV Daily ETF GEVX

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Market dataready · fetched 2026-10-22T20:46:46.534Z

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 · 2026-10-22T20:36:19.869122349Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:46:39.241141+00:00

Share price$12.65
1D-16.5%
AH$12.00$12.84$13.69$14.54$15.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGEVX
Sold putSold callAH

Tradr 2X Long GEV Daily ETF options

Live interpolated GEVX call and put midpoint premiums by absolute delta.Tradr 2X Long GEV Daily ETF$0.35$1.77$3.20$4.63$6.06$6.80$10.69$14.57$18.45$22.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GEVX spot · $12.65GEVX PRICE$0.50$0.54$0.66$0.81$1.00$1.21$1.38$1.59$1.87$2.10$2.24$2.42$2.76$0.61$0.79$0.98$1.18$1.50$1.89$2.34$2.75$3.06$3.43$3.89$4.85$5.65
PutsFair1.04×
CallsExpensive1.15×
SkewBearish+5.08 pp
Implied moveBearish±$3.72
TiltBearish26.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.96151.9%61.7%10.02126.7%25.6%
25Δ16.85118.9%37.5%10.65123.4%22.1%
30Δ15.82113.8%30.3%11.24119.7%18.9%
35Δ15.10112.9%25.7%11.79115.5%16.1%
40Δ14.55116.6%23.0%12.35117.8%14.2%
45Δ14.04120.9%20.5%12.92124.1%12.8%
50Δ13.43117.7%17.1%13.55127.6%11.3%
55Δ12.84116.2%14.1%14.17128.0%9.7%
60Δ12.32120.0%12.2%14.70122.9%7.9%
65Δ11.82118.7%10.1%15.28118.9%6.3%
70Δ11.36109.2%7.5%15.91116.4%4.9%
75Δ10.89101.4%5.3%17.00122.4%4.0%
80Δ10.39100.3%4.0%17.94121.2%2.8%

20Δ

Calls
Pseudo strike
19.96
IV
151.9%
B/E move
61.7%
Puts
Pseudo strike
10.02
IV
126.7%
B/E move
25.6%

25Δ

Calls
Pseudo strike
16.85
IV
118.9%
B/E move
37.5%
Puts
Pseudo strike
10.65
IV
123.4%
B/E move
22.1%

30Δ

Calls
Pseudo strike
15.82
IV
113.8%
B/E move
30.3%
Puts
Pseudo strike
11.24
IV
119.7%
B/E move
18.9%

35Δ

Calls
Pseudo strike
15.10
IV
112.9%
B/E move
25.7%
Puts
Pseudo strike
11.79
IV
115.5%
B/E move
16.1%

40Δ

Calls
Pseudo strike
14.55
IV
116.6%
B/E move
23.0%
Puts
Pseudo strike
12.35
IV
117.8%
B/E move
14.2%

45Δ

Calls
Pseudo strike
14.04
IV
120.9%
B/E move
20.5%
Puts
Pseudo strike
12.92
IV
124.1%
B/E move
12.8%

50Δ

Calls
Pseudo strike
13.43
IV
117.7%
B/E move
17.1%
Puts
Pseudo strike
13.55
IV
127.6%
B/E move
11.3%

55Δ

Calls
Pseudo strike
12.84
IV
116.2%
B/E move
14.1%
Puts
Pseudo strike
14.17
IV
128.0%
B/E move
9.7%

60Δ

Calls
Pseudo strike
12.32
IV
120.0%
B/E move
12.2%
Puts
Pseudo strike
14.70
IV
122.9%
B/E move
7.9%

65Δ

Calls
Pseudo strike
11.82
IV
118.7%
B/E move
10.1%
Puts
Pseudo strike
15.28
IV
118.9%
B/E move
6.3%

70Δ

Calls
Pseudo strike
11.36
IV
109.2%
B/E move
7.5%
Puts
Pseudo strike
15.91
IV
116.4%
B/E move
4.9%

75Δ

Calls
Pseudo strike
10.89
IV
101.4%
B/E move
5.3%
Puts
Pseudo strike
17.00
IV
122.4%
B/E move
4.0%

80Δ

Calls
Pseudo strike
10.39
IV
100.3%
B/E move
4.0%
Puts
Pseudo strike
17.94
IV
121.2%
B/E move
2.8%

Options history

No recorded observations