Tradr 2X Long LEU Daily ETF LEUX
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Market dataready · fetched 2026-11-11T13:51:17.350Z
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 · 2026-11-11T13:21:17.364898438Z
FundamentalsTradr ETFs · ready · as of 2026-11-10 · fetched 2026-11-11T13:51:16.957861+00:00
Tradr 2X Long LEU Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.68 | 382.8% | 107.6% | 3.25 | 265.1% | 30.2% |
| 25Δ | 6.55 | 287.7% | 58.2% | 3.50 | 259.1% | 26.3% |
| 30Δ | 5.68 | 235.2% | 38.2% | 3.74 | 253.1% | 22.5% |
| 35Δ | 5.00 | 180.0% | 22.4% | 3.98 | 247.1% | 18.7% |
| 40Δ | 4.85 | 169.5% | 19.7% | 4.24 | 252.9% | 16.8% |
| 45Δ | 4.71 | 158.9% | 16.9% | 4.49 | 259.5% | 15.0% |
| 50Δ | 4.56 | 148.3% | 14.2% | 4.74 | 266.1% | 13.3% |
| 55Δ | 4.42 | 137.8% | 11.5% | 4.99 | 272.7% | 11.5% |
| 60Δ | 4.27 | 127.2% | 8.8% | 5.53 | 303.9% | 10.5% |
| 65Δ | 4.13 | 116.7% | 6.1% | 6.09 | 333.7% | 9.5% |
| 70Δ | 6.74 | 348.0% | 7.9% | |||
| 75Δ | 7.52 | 361.3% | 6.4% | |||
| 80Δ | 8.55 | 375.8% | 5.0% | |||
20Δ
- Pseudo strike
- 8.68
- IV
- 382.8%
- B/E move
- 107.6%
- Pseudo strike
- 3.25
- IV
- 265.1%
- B/E move
- 30.2%
25Δ
- Pseudo strike
- 6.55
- IV
- 287.7%
- B/E move
- 58.2%
- Pseudo strike
- 3.50
- IV
- 259.1%
- B/E move
- 26.3%
30Δ
- Pseudo strike
- 5.68
- IV
- 235.2%
- B/E move
- 38.2%
- Pseudo strike
- 3.74
- IV
- 253.1%
- B/E move
- 22.5%
35Δ
- Pseudo strike
- 5.00
- IV
- 180.0%
- B/E move
- 22.4%
- Pseudo strike
- 3.98
- IV
- 247.1%
- B/E move
- 18.7%
40Δ
- Pseudo strike
- 4.85
- IV
- 169.5%
- B/E move
- 19.7%
- Pseudo strike
- 4.24
- IV
- 252.9%
- B/E move
- 16.8%
45Δ
- Pseudo strike
- 4.71
- IV
- 158.9%
- B/E move
- 16.9%
- Pseudo strike
- 4.49
- IV
- 259.5%
- B/E move
- 15.0%
50Δ
- Pseudo strike
- 4.56
- IV
- 148.3%
- B/E move
- 14.2%
- Pseudo strike
- 4.74
- IV
- 266.1%
- B/E move
- 13.3%
55Δ
- Pseudo strike
- 4.42
- IV
- 137.8%
- B/E move
- 11.5%
- Pseudo strike
- 4.99
- IV
- 272.7%
- B/E move
- 11.5%
60Δ
- Pseudo strike
- 4.27
- IV
- 127.2%
- B/E move
- 8.8%
- Pseudo strike
- 5.53
- IV
- 303.9%
- B/E move
- 10.5%
65Δ
- Pseudo strike
- 4.13
- IV
- 116.7%
- B/E move
- 6.1%
- Pseudo strike
- 6.09
- IV
- 333.7%
- B/E move
- 9.5%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.74
- IV
- 348.0%
- B/E move
- 7.9%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.52
- IV
- 361.3%
- B/E move
- 6.4%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.55
- IV
- 375.8%
- B/E move
- 5.0%
Options history
No recorded observations