IntraAlpha
Create free account Start free

Tradr 2X Short LITE Daily ETF LITZ

i

Market dataready · fetched 2026-11-13T02:10:35.111Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options 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 data

PriceAlpaca · sip · 2026-11-13T01:00:04.422427953Z

FundamentalsTradr ETFs · ready · as of 2026-11-12 · fetched 2026-11-13T02:10:34.483959+00:00

Share price$34.87
1D-3.1%
AH$33$34$36$37$395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLITZ
Sold putSold callAH

Tradr 2X Short LITE Daily ETF options

Live interpolated LITZ call and put midpoint premiums by absolute delta.Tradr 2X Short LITE Daily ETF$0.81$3.13$5.45$7.78$10.10$13.64$26.30$38.96$51.61$64.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LITZ spot · $34.87LITZ PRICE$1.06$1.26$1.49$1.81$2.25$2.69$3.13$3.58$4.15$4.71$5.33$6.29$6.70$1.26$1.52$1.84$2.34$2.89$3.44$4.14$4.86$5.57$6.29$7.23$8.37$9.43
PutsCheap0.52×
CallsCheap0.73×
SkewBullish-10.33 pp
Implied moveBearish±$7.28
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.70214.2%39.8%28.65192.3%21.4%
25Δ43.68188.8%28.9%30.34174.9%17.3%
30Δ41.20171.7%22.4%31.64164.7%14.5%
35Δ39.63167.5%18.9%32.75163.6%12.8%
40Δ38.46169.4%16.7%33.82165.5%11.3%
45Δ37.28171.3%14.6%34.89167.5%9.8%
50Δ36.11173.2%12.5%36.02166.2%8.6%
55Δ34.94175.0%10.5%37.15164.6%7.4%
60Δ33.80174.3%8.8%38.29163.0%6.2%
65Δ32.67173.6%7.2%39.42161.3%5.0%
70Δ31.53173.0%5.7%40.73161.7%3.9%
75Δ30.20180.0%4.6%42.16161.2%3.1%
80Δ29.30166.6%3.2%43.54157.9%2.2%

20Δ

Calls
Pseudo strike
47.70
IV
214.2%
B/E move
39.8%
Puts
Pseudo strike
28.65
IV
192.3%
B/E move
21.4%

25Δ

Calls
Pseudo strike
43.68
IV
188.8%
B/E move
28.9%
Puts
Pseudo strike
30.34
IV
174.9%
B/E move
17.3%

30Δ

Calls
Pseudo strike
41.20
IV
171.7%
B/E move
22.4%
Puts
Pseudo strike
31.64
IV
164.7%
B/E move
14.5%

35Δ

Calls
Pseudo strike
39.63
IV
167.5%
B/E move
18.9%
Puts
Pseudo strike
32.75
IV
163.6%
B/E move
12.8%

40Δ

Calls
Pseudo strike
38.46
IV
169.4%
B/E move
16.7%
Puts
Pseudo strike
33.82
IV
165.5%
B/E move
11.3%

45Δ

Calls
Pseudo strike
37.28
IV
171.3%
B/E move
14.6%
Puts
Pseudo strike
34.89
IV
167.5%
B/E move
9.8%

50Δ

Calls
Pseudo strike
36.11
IV
173.2%
B/E move
12.5%
Puts
Pseudo strike
36.02
IV
166.2%
B/E move
8.6%

55Δ

Calls
Pseudo strike
34.94
IV
175.0%
B/E move
10.5%
Puts
Pseudo strike
37.15
IV
164.6%
B/E move
7.4%

60Δ

Calls
Pseudo strike
33.80
IV
174.3%
B/E move
8.8%
Puts
Pseudo strike
38.29
IV
163.0%
B/E move
6.2%

65Δ

Calls
Pseudo strike
32.67
IV
173.6%
B/E move
7.2%
Puts
Pseudo strike
39.42
IV
161.3%
B/E move
5.0%

70Δ

Calls
Pseudo strike
31.53
IV
173.0%
B/E move
5.7%
Puts
Pseudo strike
40.73
IV
161.7%
B/E move
3.9%

75Δ

Calls
Pseudo strike
30.20
IV
180.0%
B/E move
4.6%
Puts
Pseudo strike
42.16
IV
161.2%
B/E move
3.1%

80Δ

Calls
Pseudo strike
29.30
IV
166.6%
B/E move
3.2%
Puts
Pseudo strike
43.54
IV
157.9%
B/E move
2.2%

Options history

IV · four-Friday blend89.95%
Daily EOD
LITZ87.0%108.3%129.6%2026-10-29: 126.66%2026-10-30: 89.95%Oct 29Oct 30
2 observations2026-10-29 — 2026-10-30
Table
DateIV (%)
126.66%
89.95%