Tradr 2X Long ALAB Daily ETF LABX
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Market dataready · fetched 2026-11-11T13:44:37.551Z
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 · 2026-11-11T13:43:57.017486207Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:44:37.140295+00:00
Tradr 2X Long ALAB Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.62 | 209.5% | 47.1% | 3.96 | 300.1% | 32.0% |
| 25Δ | 6.60 | 163.2% | 28.0% | 4.30 | 310.7% | 28.9% |
| 30Δ | 5.99 | 124.3% | 16.6% | 4.63 | 322.2% | 26.1% |
| 35Δ | 5.87 | 117.7% | 14.8% | 4.97 | 333.6% | 23.3% |
| 40Δ | 5.75 | 111.2% | 13.1% | 5.35 | 339.7% | 20.8% |
| 45Δ | 5.64 | 104.6% | 11.4% | 5.75 | 345.2% | 18.4% |
| 50Δ | 5.52 | 98.0% | 9.7% | 6.30 | 366.2% | 16.5% |
| 55Δ | 5.40 | 91.4% | 7.9% | 7.15 | 411.1% | 15.6% |
| 60Δ | 5.28 | 84.8% | 6.2% | 8.08 | 437.7% | 13.8% |
| 65Δ | 5.16 | 78.2% | 4.5% | 10.37 | 523.8% | 13.3% |
| 70Δ | 5.05 | 71.7% | 2.8% | 11.45 | 515.9% | 10.8% |
| 75Δ | ||||||
| 80Δ | 20.82 | 636.1% | 7.5% | |||
20Δ
- Pseudo strike
- 7.62
- IV
- 209.5%
- B/E move
- 47.1%
- Pseudo strike
- 3.96
- IV
- 300.1%
- B/E move
- 32.0%
25Δ
- Pseudo strike
- 6.60
- IV
- 163.2%
- B/E move
- 28.0%
- Pseudo strike
- 4.30
- IV
- 310.7%
- B/E move
- 28.9%
30Δ
- Pseudo strike
- 5.99
- IV
- 124.3%
- B/E move
- 16.6%
- Pseudo strike
- 4.63
- IV
- 322.2%
- B/E move
- 26.1%
35Δ
- Pseudo strike
- 5.87
- IV
- 117.7%
- B/E move
- 14.8%
- Pseudo strike
- 4.97
- IV
- 333.6%
- B/E move
- 23.3%
40Δ
- Pseudo strike
- 5.75
- IV
- 111.2%
- B/E move
- 13.1%
- Pseudo strike
- 5.35
- IV
- 339.7%
- B/E move
- 20.8%
45Δ
- Pseudo strike
- 5.64
- IV
- 104.6%
- B/E move
- 11.4%
- Pseudo strike
- 5.75
- IV
- 345.2%
- B/E move
- 18.4%
50Δ
- Pseudo strike
- 5.52
- IV
- 98.0%
- B/E move
- 9.7%
- Pseudo strike
- 6.30
- IV
- 366.2%
- B/E move
- 16.5%
55Δ
- Pseudo strike
- 5.40
- IV
- 91.4%
- B/E move
- 7.9%
- Pseudo strike
- 7.15
- IV
- 411.1%
- B/E move
- 15.6%
60Δ
- Pseudo strike
- 5.28
- IV
- 84.8%
- B/E move
- 6.2%
- Pseudo strike
- 8.08
- IV
- 437.7%
- B/E move
- 13.8%
65Δ
- Pseudo strike
- 5.16
- IV
- 78.2%
- B/E move
- 4.5%
- Pseudo strike
- 10.37
- IV
- 523.8%
- B/E move
- 13.3%
70Δ
- Pseudo strike
- 5.05
- IV
- 71.7%
- B/E move
- 2.8%
- Pseudo strike
- 11.45
- IV
- 515.9%
- B/E move
- 10.8%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 20.82
- IV
- 636.1%
- B/E move
- 7.5%
Options history
Table
| Date | IV (%) |
|---|---|
| 169.76% | |
| 169.89% | |
| 165.50% | |
| 176.21% |