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Tradr 2X Long LRCX Daily ETF LRCU

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Market datapartial · fetched 2026-10-22T20:50:43.971Z

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 · 2026-10-22T20:36:48.754379337Z

FundamentalsAlpha Vantage · unavailable

Share price$26.08
1D-6.9%
AH$25$26$27$28$295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLRCU
Sold putSold callAH

Tradr 2X Long LRCX Daily ETF options

Live interpolated LRCU call and put midpoint premiums by absolute delta.Tradr 2X Long LRCX Daily ETF$0.46$3.75$7.04$10.34$13.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELRCU PRICE$0.82$1.11$1.36$1.60$2.00$5.35$6.11$7.20$8.14$9.96$12.68
PutsCheap0.79×
CallsFair0.98×
SkewBearish+8.41 pp
Implied move——
TiltBearish75.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.26115.1%42.2%
25Δ34.61118.1%37.0%
30Δ32.61114.0%30.3%
35Δ30.82108.1%24.3%
40Δ29.85113.2%22.1%
45Δ
50Δ
55Δ29.00122.6%9.3%
60Δ30.19120.0%7.7%
65Δ31.62121.0%6.4%
70Δ32.92118.0%5.0%
75Δ35.01122.1%3.9%
80Δ37.98129.1%3.0%

20Δ

Calls
Pseudo strike
36.26
IV
115.1%
B/E move
42.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
34.61
IV
118.1%
B/E move
37.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
32.61
IV
114.0%
B/E move
30.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
30.82
IV
108.1%
B/E move
24.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
29.85
IV
113.2%
B/E move
22.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.00
IV
122.6%
B/E move
9.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.19
IV
120.0%
B/E move
7.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.62
IV
121.0%
B/E move
6.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.92
IV
118.0%
B/E move
5.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.01
IV
122.1%
B/E move
3.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.98
IV
129.1%
B/E move
3.0%

Options history

No recorded observations