IntraAlpha
Create free account Start free

Tradr 2X Long IBM Daily ETF IBX

i

Market datapartial · fetched 2026-10-23T03:15:41.719Z

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 · 2026-10-23T00:00:03.801000217Z

FundamentalsAlpha Vantage · unavailable

Share price$19.99
1D+15.6%
AH$16.51$17.45$18.40$19.35$20.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIBX
Sold putSold callAH

Tradr 2X Long IBM Daily ETF options

Live interpolated IBX call and put midpoint premiums by absolute delta.Tradr 2X Long IBM Daily ETF$0.26$1.67$3.07$4.48$5.89$13.40$16.89$20.39$23.88$27.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBX spot · $19.99IBX PRICE$0.41$0.54$1.14$1.66$1.62$1.36$1.52$1.76$2.10$2.49$3.00$3.54$4.39$1.76$1.01$0.86$1.05$1.22$1.37$2.72$2.85$2.82$4.03$4.75$5.48$5.01
PutsExpensive1.07×
CallsCheap0.88×
SkewBullish-1.08 pp
Implied moveBearish±$4.24
TiltBearish15.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.2571.6%23.4%14.55206.1%36.0%
25Δ23.5472.0%20.5%17.21105.0%18.9%
30Δ25.45121.3%33.0%18.4071.6%12.3%
35Δ26.45158.4%40.6%18.9470.7%10.5%
40Δ24.12129.7%28.8%19.4367.6%8.9%
45Δ21.4283.6%14.0%19.9264.2%7.2%
50Δ20.5376.7%10.3%20.8999.3%9.1%
55Δ19.9877.0%8.8%21.3292.7%7.6%
60Δ19.4179.5%7.6%21.6880.7%5.7%
65Δ18.8282.9%6.6%23.0094.0%5.1%
70Δ18.1488.5%5.7%23.9394.0%4.1%
75Δ17.3992.1%4.7%24.8594.0%3.1%
80Δ16.3496.5%3.7%24.6475.8%1.8%

20Δ

Calls
Pseudo strike
24.25
IV
71.6%
B/E move
23.4%
Puts
Pseudo strike
14.55
IV
206.1%
B/E move
36.0%

25Δ

Calls
Pseudo strike
23.54
IV
72.0%
B/E move
20.5%
Puts
Pseudo strike
17.21
IV
105.0%
B/E move
18.9%

30Δ

Calls
Pseudo strike
25.45
IV
121.3%
B/E move
33.0%
Puts
Pseudo strike
18.40
IV
71.6%
B/E move
12.3%

35Δ

Calls
Pseudo strike
26.45
IV
158.4%
B/E move
40.6%
Puts
Pseudo strike
18.94
IV
70.7%
B/E move
10.5%

40Δ

Calls
Pseudo strike
24.12
IV
129.7%
B/E move
28.8%
Puts
Pseudo strike
19.43
IV
67.6%
B/E move
8.9%

45Δ

Calls
Pseudo strike
21.42
IV
83.6%
B/E move
14.0%
Puts
Pseudo strike
19.92
IV
64.2%
B/E move
7.2%

50Δ

Calls
Pseudo strike
20.53
IV
76.7%
B/E move
10.3%
Puts
Pseudo strike
20.89
IV
99.3%
B/E move
9.1%

55Δ

Calls
Pseudo strike
19.98
IV
77.0%
B/E move
8.8%
Puts
Pseudo strike
21.32
IV
92.7%
B/E move
7.6%

60Δ

Calls
Pseudo strike
19.41
IV
79.5%
B/E move
7.6%
Puts
Pseudo strike
21.68
IV
80.7%
B/E move
5.7%

65Δ

Calls
Pseudo strike
18.82
IV
82.9%
B/E move
6.6%
Puts
Pseudo strike
23.00
IV
94.0%
B/E move
5.1%

70Δ

Calls
Pseudo strike
18.14
IV
88.5%
B/E move
5.7%
Puts
Pseudo strike
23.93
IV
94.0%
B/E move
4.1%

75Δ

Calls
Pseudo strike
17.39
IV
92.1%
B/E move
4.7%
Puts
Pseudo strike
24.85
IV
94.0%
B/E move
3.1%

80Δ

Calls
Pseudo strike
16.34
IV
96.5%
B/E move
3.7%
Puts
Pseudo strike
24.64
IV
75.8%
B/E move
1.8%

Options history

No recorded observations