Tradr 2X Long LITE Daily ETF LITX
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Market dataready · fetched 2026-11-13T10:48:56.520Z
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 · 2026-11-13T10:48:48.455379895Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T10:48:55.826294+00:00
Tradr 2X Long LITE Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.87 | 176.4% | 30.2% | 9.07 | 176.0% | 19.6% |
| 25Δ | 13.34 | 180.7% | 26.2% | 9.46 | 173.2% | 17.0% |
| 30Δ | 12.83 | 182.6% | 22.4% | 9.86 | 170.4% | 14.4% |
| 35Δ | 12.38 | 180.7% | 19.2% | 10.20 | 166.5% | 12.4% |
| 40Δ | 11.94 | 180.2% | 16.2% | 10.51 | 162.0% | 10.6% |
| 45Δ | 11.60 | 186.6% | 14.5% | 10.82 | 157.5% | 8.9% |
| 50Δ | 11.25 | 193.0% | 12.9% | 11.10 | 152.2% | 7.4% |
| 55Δ | 10.90 | 199.2% | 11.3% | 11.35 | 145.7% | 6.3% |
| 60Δ | 10.51 | 204.8% | 9.7% | 11.60 | 139.2% | 5.1% |
| 65Δ | 10.13 | 210.4% | 8.2% | 11.85 | 132.7% | 4.0% |
| 70Δ | 9.72 | 210.7% | 6.8% | |||
| 75Δ | 9.29 | 208.3% | 5.3% | |||
| 80Δ | 8.79 | 209.9% | 4.0% | |||
20Δ
- Pseudo strike
- 13.87
- IV
- 176.4%
- B/E move
- 30.2%
- Pseudo strike
- 9.07
- IV
- 176.0%
- B/E move
- 19.6%
25Δ
- Pseudo strike
- 13.34
- IV
- 180.7%
- B/E move
- 26.2%
- Pseudo strike
- 9.46
- IV
- 173.2%
- B/E move
- 17.0%
30Δ
- Pseudo strike
- 12.83
- IV
- 182.6%
- B/E move
- 22.4%
- Pseudo strike
- 9.86
- IV
- 170.4%
- B/E move
- 14.4%
35Δ
- Pseudo strike
- 12.38
- IV
- 180.7%
- B/E move
- 19.2%
- Pseudo strike
- 10.20
- IV
- 166.5%
- B/E move
- 12.4%
40Δ
- Pseudo strike
- 11.94
- IV
- 180.2%
- B/E move
- 16.2%
- Pseudo strike
- 10.51
- IV
- 162.0%
- B/E move
- 10.6%
45Δ
- Pseudo strike
- 11.60
- IV
- 186.6%
- B/E move
- 14.5%
- Pseudo strike
- 10.82
- IV
- 157.5%
- B/E move
- 8.9%
50Δ
- Pseudo strike
- 11.25
- IV
- 193.0%
- B/E move
- 12.9%
- Pseudo strike
- 11.10
- IV
- 152.2%
- B/E move
- 7.4%
55Δ
- Pseudo strike
- 10.90
- IV
- 199.2%
- B/E move
- 11.3%
- Pseudo strike
- 11.35
- IV
- 145.7%
- B/E move
- 6.3%
60Δ
- Pseudo strike
- 10.51
- IV
- 204.8%
- B/E move
- 9.7%
- Pseudo strike
- 11.60
- IV
- 139.2%
- B/E move
- 5.1%
65Δ
- Pseudo strike
- 10.13
- IV
- 210.4%
- B/E move
- 8.2%
- Pseudo strike
- 11.85
- IV
- 132.7%
- B/E move
- 4.0%
70Δ
- Pseudo strike
- 9.72
- IV
- 210.7%
- B/E move
- 6.8%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 9.29
- IV
- 208.3%
- B/E move
- 5.3%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 8.79
- IV
- 209.9%
- B/E move
- 4.0%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations