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Tradr 2X Long IBM Daily ETF IBX

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Market dataready · fetched 2026-10-22T20:44:16.913Z

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 · 2026-10-22T20:40:20.820519221Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:44:16.314343+00:00

Share price$19.84
1D+16.0%
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$0.30$1.57$2.84$4.12$5.39$13.43$16.86$20.28$23.70$27.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBX spot · $19.84IBX PRICE$0.43$0.55$1.18$1.48$1.60$1.33$1.57$1.84$2.19$2.63$3.16$3.74$4.87$1.74$1.14$0.83$1.01$1.17$1.32$2.19$3.10$3.48$3.85$3.42$4.64$5.02
PutsFair1.05×
CallsCheap0.91×
SkewBullish-6.29 pp
Implied moveBearish±$3.76
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.3976.1%25.1%14.45206.0%36.0%
25Δ23.3972.7%20.6%16.85118.1%20.8%
30Δ25.61126.9%35.0%18.2969.5%12.0%
35Δ25.44140.9%35.7%18.8168.4%10.3%
40Δ23.89128.2%28.5%19.2965.8%8.7%
45Δ20.9979.6%12.5%19.7562.4%7.1%
50Δ20.4280.2%10.8%20.5381.6%7.5%
55Δ19.8481.4%9.3%21.3997.9%7.8%
60Δ19.2684.4%8.1%22.0494.4%6.4%
65Δ18.6289.3%7.1%22.6990.8%5.0%
70Δ17.9195.5%6.2%22.6770.2%3.0%
75Δ17.1299.7%5.1%23.9779.6%2.6%
80Δ15.79109.4%4.1%24.5077.6%1.8%

20Δ

Calls
Pseudo strike
24.39
IV
76.1%
B/E move
25.1%
Puts
Pseudo strike
14.45
IV
206.0%
B/E move
36.0%

25Δ

Calls
Pseudo strike
23.39
IV
72.7%
B/E move
20.6%
Puts
Pseudo strike
16.85
IV
118.1%
B/E move
20.8%

30Δ

Calls
Pseudo strike
25.61
IV
126.9%
B/E move
35.0%
Puts
Pseudo strike
18.29
IV
69.5%
B/E move
12.0%

35Δ

Calls
Pseudo strike
25.44
IV
140.9%
B/E move
35.7%
Puts
Pseudo strike
18.81
IV
68.4%
B/E move
10.3%

40Δ

Calls
Pseudo strike
23.89
IV
128.2%
B/E move
28.5%
Puts
Pseudo strike
19.29
IV
65.8%
B/E move
8.7%

45Δ

Calls
Pseudo strike
20.99
IV
79.6%
B/E move
12.5%
Puts
Pseudo strike
19.75
IV
62.4%
B/E move
7.1%

50Δ

Calls
Pseudo strike
20.42
IV
80.2%
B/E move
10.8%
Puts
Pseudo strike
20.53
IV
81.6%
B/E move
7.5%

55Δ

Calls
Pseudo strike
19.84
IV
81.4%
B/E move
9.3%
Puts
Pseudo strike
21.39
IV
97.9%
B/E move
7.8%

60Δ

Calls
Pseudo strike
19.26
IV
84.4%
B/E move
8.1%
Puts
Pseudo strike
22.04
IV
94.4%
B/E move
6.4%

65Δ

Calls
Pseudo strike
18.62
IV
89.3%
B/E move
7.1%
Puts
Pseudo strike
22.69
IV
90.8%
B/E move
5.0%

70Δ

Calls
Pseudo strike
17.91
IV
95.5%
B/E move
6.2%
Puts
Pseudo strike
22.67
IV
70.2%
B/E move
3.0%

75Δ

Calls
Pseudo strike
17.12
IV
99.7%
B/E move
5.1%
Puts
Pseudo strike
23.97
IV
79.6%
B/E move
2.6%

80Δ

Calls
Pseudo strike
15.79
IV
109.4%
B/E move
4.1%
Puts
Pseudo strike
24.50
IV
77.6%
B/E move
1.8%

Options history

No recorded observations