IntraAlpha
Create free account Start free

Tradr 2X Long LRCX Daily ETF LRCU

i

Market dataready · fetched 2026-11-11T14:59:01.127Z

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 · 2026-11-11T14:57:48.351565354Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:59:00.335639+00:00

Share price$24.59
1D-1.6%
$24.21$24.47$24.73$24.98$25.245:30 AM6:30 AM9:00 AM1:00 PMLRCU
Sold putSold call

Tradr 2X Long LRCX Daily ETF options

Live interpolated LRCU call and put midpoint premiums by absolute delta.Tradr 2X Long LRCX Daily ETF$0.33$2.44$4.54$6.65$8.75$13.87$19.02$24.17$29.32$34.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LRCU spot · $24.59LRCU PRICE$0.56$0.74$0.86$1.11$1.36$1.61$1.89$2.20$2.52$2.86$3.34$3.79$4.14$0.76$1.01$1.28$1.58$1.94$2.33$2.73$3.16$3.64$4.36$5.19$6.46$8.14
PutsCheap0.83×
CallsCheap0.69×
SkewBearish+15.86 pp
Implied moveBearish±$4.62
TiltBearish22.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.55142.6%26.5%20.64155.3%19.2%
25Δ29.32141.6%22.2%21.52153.5%16.6%
30Δ27.93128.6%17.0%22.34151.8%14.3%
35Δ27.32135.6%15.6%23.11150.9%12.5%
40Δ26.65139.2%13.9%23.84152.5%11.0%
45Δ25.91139.2%11.9%24.58152.2%9.5%
50Δ25.21139.5%10.2%25.32151.2%8.2%
55Δ24.53139.9%8.7%26.06149.7%6.9%
60Δ23.85139.9%7.3%26.82147.6%5.7%
65Δ23.18138.0%5.9%27.76151.3%4.8%
70Δ22.44141.0%4.9%28.80154.6%4.0%
75Δ21.74140.5%3.8%30.25162.7%3.3%
80Δ21.11132.6%2.7%32.11170.6%2.5%

20Δ

Calls
Pseudo strike
30.55
IV
142.6%
B/E move
26.5%
Puts
Pseudo strike
20.64
IV
155.3%
B/E move
19.2%

25Δ

Calls
Pseudo strike
29.32
IV
141.6%
B/E move
22.2%
Puts
Pseudo strike
21.52
IV
153.5%
B/E move
16.6%

30Δ

Calls
Pseudo strike
27.93
IV
128.6%
B/E move
17.0%
Puts
Pseudo strike
22.34
IV
151.8%
B/E move
14.3%

35Δ

Calls
Pseudo strike
27.32
IV
135.6%
B/E move
15.6%
Puts
Pseudo strike
23.11
IV
150.9%
B/E move
12.5%

40Δ

Calls
Pseudo strike
26.65
IV
139.2%
B/E move
13.9%
Puts
Pseudo strike
23.84
IV
152.5%
B/E move
11.0%

45Δ

Calls
Pseudo strike
25.91
IV
139.2%
B/E move
11.9%
Puts
Pseudo strike
24.58
IV
152.2%
B/E move
9.5%

50Δ

Calls
Pseudo strike
25.21
IV
139.5%
B/E move
10.2%
Puts
Pseudo strike
25.32
IV
151.2%
B/E move
8.2%

55Δ

Calls
Pseudo strike
24.53
IV
139.9%
B/E move
8.7%
Puts
Pseudo strike
26.06
IV
149.7%
B/E move
6.9%

60Δ

Calls
Pseudo strike
23.85
IV
139.9%
B/E move
7.3%
Puts
Pseudo strike
26.82
IV
147.6%
B/E move
5.7%

65Δ

Calls
Pseudo strike
23.18
IV
138.0%
B/E move
5.9%
Puts
Pseudo strike
27.76
IV
151.3%
B/E move
4.8%

70Δ

Calls
Pseudo strike
22.44
IV
141.0%
B/E move
4.9%
Puts
Pseudo strike
28.80
IV
154.6%
B/E move
4.0%

75Δ

Calls
Pseudo strike
21.74
IV
140.5%
B/E move
3.8%
Puts
Pseudo strike
30.25
IV
162.7%
B/E move
3.3%

80Δ

Calls
Pseudo strike
21.11
IV
132.6%
B/E move
2.7%
Puts
Pseudo strike
32.11
IV
170.6%
B/E move
2.5%

Options history

IV · four-Friday blend111.82%
Daily EOD
LRCU103.6%108.8%114.1%2026-10-20: 113.36%2026-10-21: 112.34%2026-10-23: 104.33%2026-10-26: 107.87%2026-10-27: 105.42%2026-10-29: 106.14%2026-10-30: 111.82%Oct 20Oct 26Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
113.36%
112.34%
104.33%
107.87%
105.42%
106.14%
111.82%