Tradr 2X Long JOBY Daily ETF JOBX
i
Market dataready · fetched 2026-11-11T14:55:21.042Z
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 · 2026-11-11T14:54:15.975792536Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:55:20.505009+00:00
Tradr 2X Long JOBY Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.19 | 300.0% | 32.0% | |||
| 25Δ | 5.72 | 252.6% | 25.0% | |||
| 30Δ | 9.60 | 269.5% | 44.6% | 6.13 | 220.4% | 19.9% |
| 35Δ | 8.66 | 233.2% | 31.6% | 6.42 | 205.2% | 16.8% |
| 40Δ | 8.01 | 208.0% | 22.9% | 6.70 | 190.0% | 13.8% |
| 45Δ | 7.65 | 192.8% | 18.6% | 6.99 | 174.8% | 10.7% |
| 50Δ | 7.31 | 177.7% | 14.4% | 7.25 | 173.7% | 9.3% |
| 55Δ | 6.98 | 163.2% | 10.4% | 7.50 | 173.4% | 8.0% |
| 60Δ | 6.81 | 153.3% | 8.9% | 7.76 | 173.1% | 6.7% |
| 65Δ | 6.64 | 143.3% | 7.4% | 8.06 | 175.1% | 5.5% |
| 70Δ | 6.47 | 133.4% | 5.8% | 8.72 | 201.6% | 5.0% |
| 75Δ | 6.29 | 123.5% | 4.3% | 9.39 | 218.1% | 4.2% |
| 80Δ | 6.12 | 113.5% | 2.8% | 10.18 | 231.0% | 3.3% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.19
- IV
- 300.0%
- B/E move
- 32.0%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.72
- IV
- 252.6%
- B/E move
- 25.0%
30Δ
- Pseudo strike
- 9.60
- IV
- 269.5%
- B/E move
- 44.6%
- Pseudo strike
- 6.13
- IV
- 220.4%
- B/E move
- 19.9%
35Δ
- Pseudo strike
- 8.66
- IV
- 233.2%
- B/E move
- 31.6%
- Pseudo strike
- 6.42
- IV
- 205.2%
- B/E move
- 16.8%
40Δ
- Pseudo strike
- 8.01
- IV
- 208.0%
- B/E move
- 22.9%
- Pseudo strike
- 6.70
- IV
- 190.0%
- B/E move
- 13.8%
45Δ
- Pseudo strike
- 7.65
- IV
- 192.8%
- B/E move
- 18.6%
- Pseudo strike
- 6.99
- IV
- 174.8%
- B/E move
- 10.7%
50Δ
- Pseudo strike
- 7.31
- IV
- 177.7%
- B/E move
- 14.4%
- Pseudo strike
- 7.25
- IV
- 173.7%
- B/E move
- 9.3%
55Δ
- Pseudo strike
- 6.98
- IV
- 163.2%
- B/E move
- 10.4%
- Pseudo strike
- 7.50
- IV
- 173.4%
- B/E move
- 8.0%
60Δ
- Pseudo strike
- 6.81
- IV
- 153.3%
- B/E move
- 8.9%
- Pseudo strike
- 7.76
- IV
- 173.1%
- B/E move
- 6.7%
65Δ
- Pseudo strike
- 6.64
- IV
- 143.3%
- B/E move
- 7.4%
- Pseudo strike
- 8.06
- IV
- 175.1%
- B/E move
- 5.5%
70Δ
- Pseudo strike
- 6.47
- IV
- 133.4%
- B/E move
- 5.8%
- Pseudo strike
- 8.72
- IV
- 201.6%
- B/E move
- 5.0%
75Δ
- Pseudo strike
- 6.29
- IV
- 123.5%
- B/E move
- 4.3%
- Pseudo strike
- 9.39
- IV
- 218.1%
- B/E move
- 4.2%
80Δ
- Pseudo strike
- 6.12
- IV
- 113.5%
- B/E move
- 2.8%
- Pseudo strike
- 10.18
- IV
- 231.0%
- B/E move
- 3.3%
Options history
No recorded observations