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Tradr 2X Short LITE Daily ETF LITZ

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Market dataready · fetched 2026-10-22T23:23:18.093Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:21:35.169780267Z

FundamentalsTradr ETFs · ready · as of 2026-10-22 · fetched 2026-10-22T23:22:13.758778+00:00

Share price$35.27
1D+13.6%
AH$31$32$33$34$365:30 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$4.65$7.21$9.76$12.32$14.88$7.62$19.87$32.13$44.39$56.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LITZ spot · $35.27LITZ PRICE$5.03$5.12$5.34$5.62$6.08$6.37$6.54$6.72$4.93$5.15$6.20$7.24$9.08$11.73$14.14
PutsExpensive1.52×
CallsCheap0.80×
SkewBearish+96.62 pp
Implied moveBearish±$19.26
TiltBearish11.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.91283.4%43.3%
25Δ28.22236.3%34.6%
30Δ31.02224.3%29.7%
35Δ33.58212.4%25.3%
40Δ36.51213.0%22.2%
45Δ44.78202.5%41.2%39.91224.2%20.1%
50Δ39.74169.6%27.2%43.25224.1%17.5%
55Δ37.01149.9%20.1%
60Δ34.57133.0%14.0%
65Δ32.96124.1%10.7%
70Δ31.56112.0%7.5%
75Δ30.5398.1%5.1%
80Δ29.7886.3%3.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.91
IV
283.4%
B/E move
43.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.22
IV
236.3%
B/E move
34.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.02
IV
224.3%
B/E move
29.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.58
IV
212.4%
B/E move
25.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.51
IV
213.0%
B/E move
22.2%

45Δ

Calls
Pseudo strike
44.78
IV
202.5%
B/E move
41.2%
Puts
Pseudo strike
39.91
IV
224.2%
B/E move
20.1%

50Δ

Calls
Pseudo strike
39.74
IV
169.6%
B/E move
27.2%
Puts
Pseudo strike
43.25
IV
224.1%
B/E move
17.5%

55Δ

Calls
Pseudo strike
37.01
IV
149.9%
B/E move
20.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
34.57
IV
133.0%
B/E move
14.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
32.96
IV
124.1%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
31.56
IV
112.0%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
30.53
IV
98.1%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
29.78
IV
86.3%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations