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Tradr 2X Short LITE Daily ETF LITZ

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Market dataready · fetched 2026-10-23T00:23:38.569Z

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 · 2026-10-23T00:00:04.603210634Z

FundamentalsTradr ETFs · ready · as of 2026-10-22 · fetched 2026-10-23T00:15:31.548763+00:00

Share price$34.60
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$4.05$7.10$10.16$13.21$16.26$8.44$20.20$31.96$43.72$55.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LITZ spot · $34.60LITZ PRICE$5.03$5.15$5.39$5.77$6.28$6.44$6.72$6.80$4.38$5.52$5.57$6.90$8.20$10.73$13.11$15.38
PutsExpensive1.46×
CallsCheap0.84×
SkewBearish+82.08 pp
Implied moveBearish±$18.27
TiltBearish18.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.63263.1%41.5%
25Δ27.66251.9%36.0%
30Δ30.34210.3%28.4%
35Δ32.87208.2%25.0%
40Δ35.38202.3%21.4%
45Δ44.49208.4%43.1%38.63212.3%19.4%
50Δ39.37175.6%28.7%41.83215.9%17.0%
55Δ36.39155.0%20.7%44.97214.6%14.5%
60Δ34.04141.0%15.1%
65Δ32.25132.6%11.4%
70Δ30.85116.1%7.8%
75Δ29.77104.2%5.5%
80Δ29.0089.2%3.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.63
IV
263.1%
B/E move
41.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.66
IV
251.9%
B/E move
36.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.34
IV
210.3%
B/E move
28.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.87
IV
208.2%
B/E move
25.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.38
IV
202.3%
B/E move
21.4%

45Δ

Calls
Pseudo strike
44.49
IV
208.4%
B/E move
43.1%
Puts
Pseudo strike
38.63
IV
212.3%
B/E move
19.4%

50Δ

Calls
Pseudo strike
39.37
IV
175.6%
B/E move
28.7%
Puts
Pseudo strike
41.83
IV
215.9%
B/E move
17.0%

55Δ

Calls
Pseudo strike
36.39
IV
155.0%
B/E move
20.7%
Puts
Pseudo strike
44.97
IV
214.6%
B/E move
14.5%

60Δ

Calls
Pseudo strike
34.04
IV
141.0%
B/E move
15.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
32.25
IV
132.6%
B/E move
11.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
30.85
IV
116.1%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
29.77
IV
104.2%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
29.00
IV
89.2%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations