Tradr 2X Long IREN Daily ETF IREX
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Market dataready · fetched 2026-11-11T15:51:26.465Z
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: 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 dataPriceAlpaca · sip · 2026-11-11T15:51:21.025642335Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:51:25.927908+00:00
Tradr 2X Long IREN Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.14 | 272.8% | 31.0% | |||
| 25Δ | 3.95 | 236.5% | 43.9% | 2.29 | 267.5% | 27.8% |
| 30Δ | 3.77 | 233.1% | 38.6% | 2.45 | 262.2% | 24.5% |
| 35Δ | 3.58 | 229.7% | 33.4% | 2.60 | 257.0% | 21.3% |
| 40Δ | 3.39 | 226.3% | 28.2% | 2.75 | 251.7% | 18.0% |
| 45Δ | 3.21 | 223.0% | 23.0% | 2.91 | 246.4% | 14.8% |
| 50Δ | 3.02 | 219.6% | 17.7% | 3.10 | 248.8% | 12.3% |
| 55Δ | 2.89 | 214.6% | 15.4% | 3.34 | 262.8% | 11.0% |
| 60Δ | 2.77 | 209.3% | 13.5% | |||
| 65Δ | 2.65 | 204.0% | 11.6% | |||
| 70Δ | 2.53 | 198.8% | 9.6% | |||
| 75Δ | 2.41 | 193.5% | 7.7% | |||
| 80Δ | 2.29 | 188.3% | 5.8% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.14
- IV
- 272.8%
- B/E move
- 31.0%
25Δ
- Pseudo strike
- 3.95
- IV
- 236.5%
- B/E move
- 43.9%
- Pseudo strike
- 2.29
- IV
- 267.5%
- B/E move
- 27.8%
30Δ
- Pseudo strike
- 3.77
- IV
- 233.1%
- B/E move
- 38.6%
- Pseudo strike
- 2.45
- IV
- 262.2%
- B/E move
- 24.5%
35Δ
- Pseudo strike
- 3.58
- IV
- 229.7%
- B/E move
- 33.4%
- Pseudo strike
- 2.60
- IV
- 257.0%
- B/E move
- 21.3%
40Δ
- Pseudo strike
- 3.39
- IV
- 226.3%
- B/E move
- 28.2%
- Pseudo strike
- 2.75
- IV
- 251.7%
- B/E move
- 18.0%
45Δ
- Pseudo strike
- 3.21
- IV
- 223.0%
- B/E move
- 23.0%
- Pseudo strike
- 2.91
- IV
- 246.4%
- B/E move
- 14.8%
50Δ
- Pseudo strike
- 3.02
- IV
- 219.6%
- B/E move
- 17.7%
- Pseudo strike
- 3.10
- IV
- 248.8%
- B/E move
- 12.3%
55Δ
- Pseudo strike
- 2.89
- IV
- 214.6%
- B/E move
- 15.4%
- Pseudo strike
- 3.34
- IV
- 262.8%
- B/E move
- 11.0%
60Δ
- Pseudo strike
- 2.77
- IV
- 209.3%
- B/E move
- 13.5%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 2.65
- IV
- 204.0%
- B/E move
- 11.6%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 2.53
- IV
- 198.8%
- B/E move
- 9.6%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 2.41
- IV
- 193.5%
- B/E move
- 7.7%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 2.29
- IV
- 188.3%
- B/E move
- 5.8%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 215.21% | |
| 170.30% | |
| 177.09% | |
| 174.74% | |
| 171.71% | |
| 169.01% | |
| 167.93% | |
| 170.59% | |
| 165.77% | |
| 172.70% | |
| 169.12% | |
| 168.40% | |
| 186.64% | |
| 221.67% | |
| 245.41% |