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Tradr 2X Long IBM Daily ETF IBX

i

Market dataready · fetched 2026-11-12T15:28:27.570Z

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 · 2026-11-12T15:28:23.514346773Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:28:26.360688+00:00

Share price$19.07
1D-2.0%
$18.89$19.04$19.20$19.35$19.505:30 AM6:30 AM9:00 AM1:00 PMIBX
Sold putSold call

Tradr 2X Long IBM Daily ETF options

Live interpolated IBX call and put midpoint premiums by absolute delta.Tradr 2X Long IBM Daily ETF$0.81$1.48$2.16$2.83$3.51$16.56$17.73$18.91$20.08$21.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IBX spot · $19.07IBX PRICE$0.88$1.09$1.38$1.67$3.31$1.34$1.43$1.47$1.52$1.58$1.79$2.00$2.06$2.10$2.14$2.18$2.95
Puts——
Calls——
Skew——
Implied moveBearish±$3.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.25325.3%32.3%
25Δ15.75270.0%24.9%
30Δ
35Δ17.80185.7%14.3%
40Δ20.24117.6%10.7%18.44163.4%11.3%
45Δ19.86125.6%9.9%19.01144.1%8.6%
50Δ19.44135.4%9.2%19.48138.6%7.3%
55Δ19.01145.2%8.4%19.95133.1%5.9%
60Δ20.21121.8%4.8%
65Δ20.44109.8%3.8%
70Δ20.6797.7%2.8%
75Δ20.9185.6%1.8%
80Δ16.27145.4%2.7%21.7985.6%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.25
IV
325.3%
B/E move
32.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.75
IV
270.0%
B/E move
24.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.80
IV
185.7%
B/E move
14.3%

40Δ

Calls
Pseudo strike
20.24
IV
117.6%
B/E move
10.7%
Puts
Pseudo strike
18.44
IV
163.4%
B/E move
11.3%

45Δ

Calls
Pseudo strike
19.86
IV
125.6%
B/E move
9.9%
Puts
Pseudo strike
19.01
IV
144.1%
B/E move
8.6%

50Δ

Calls
Pseudo strike
19.44
IV
135.4%
B/E move
9.2%
Puts
Pseudo strike
19.48
IV
138.6%
B/E move
7.3%

55Δ

Calls
Pseudo strike
19.01
IV
145.2%
B/E move
8.4%
Puts
Pseudo strike
19.95
IV
133.1%
B/E move
5.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.21
IV
121.8%
B/E move
4.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.44
IV
109.8%
B/E move
3.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.67
IV
97.7%
B/E move
2.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.91
IV
85.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
16.27
IV
145.4%
B/E move
2.7%
Puts
Pseudo strike
21.79
IV
85.6%
B/E move
1.2%

Options history

IV · four-Friday blend77.66%
Daily close
IBX62.7%163.4%264.0%2026-08-14: 250.15%2026-08-20: 200.38%2026-08-21: 86.49%2026-08-24: 91.79%2026-08-25: 84.62%2026-08-26: 93.00%2026-08-27: 85.38%2026-08-28: 88.57%2026-08-31: 90.51%2026-09-01: 91.76%2026-09-02: 89.91%2026-09-03: 86.26%2026-09-04: 86.32%2026-09-08: 82.33%2026-09-09: 105.72%2026-09-10: 95.84%2026-09-15: 96.11%2026-09-16: 131.79%2026-09-17: 150.62%2026-09-18: 92.93%2026-09-21: 86.36%2026-09-22: 82.34%2026-09-23: 86.16%2026-09-24: 95.56%2026-09-25: 95.06%2026-09-28: 95.80%2026-09-29: 89.79%2026-09-30: 99.17%2026-10-01: 92.58%2026-10-02: 106.18%2026-10-05: 95.91%2026-10-06: 96.99%2026-10-07: 117.53%2026-10-08: 115.19%2026-10-09: 111.51%2026-10-12: 138.19%2026-10-13: 89.66%2026-10-14: 136.00%2026-10-16: 82.61%2026-10-19: 84.08%2026-10-20: 80.88%2026-10-22: 76.60%2026-10-23: 76.74%2026-10-26: 80.53%2026-10-27: 77.80%2026-10-28: 77.77%2026-10-30: 77.66%Aug 14Sep 24Oct 30
47 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
250.15%
200.38%
86.49%
91.79%
84.62%
93.00%
85.38%
88.57%
90.51%
91.76%
89.91%
86.26%
86.32%
82.33%
105.72%
95.84%
96.11%
131.79%
150.62%
92.93%
86.36%
82.34%
86.16%
95.56%
95.06%
95.80%
89.79%
99.17%
92.58%
106.18%
95.91%
96.99%
117.53%
115.19%
111.51%
138.19%
89.66%
136.00%
82.61%
84.08%
80.88%
76.60%
76.74%
80.53%
77.80%
77.77%
77.66%