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Tradr 2X Long MCHP Daily ETF MCHU

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Market datapartial · fetched 2026-10-22T18:29:32.900Z

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 · 2026-10-22T15:31:38.857124313Z

FundamentalsAlpha Vantage · unavailable

Share price$12.91
1D+0.0%
$12.90$12.91$12.91$12.91$12.925:30 AM6:30 AM9:00 AM1:00 PMMCHU
Sold putSold call

Tradr 2X Long MCHP Daily ETF options

Live interpolated MCHU call and put midpoint premiums by absolute delta.Tradr 2X Long MCHP Daily ETF$1.29$1.85$2.42$2.99$3.55$2.52$7.09$11.67$16.24$20.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCHU spot · $12.91MCHU PRICE$1.35$1.57$1.80$2.03$2.25$2.48$2.71$2.94$3.16$3.39$1.51$1.63$1.75$1.87$1.99$2.18$2.43
PutsExpensive2.31×
CallsExpensive1.57×
SkewBearish+68.19 pp
Implied moveBearish±$4.46
TiltBullish27.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.41388.2%54.3%
25Δ8.65333.1%45.6%
30Δ9.89277.9%36.9%
35Δ19.68208.7%62.8%11.14222.8%28.2%
40Δ18.64199.8%56.6%12.38167.6%19.5%
45Δ17.61190.8%50.4%13.28136.9%14.0%
50Δ16.58181.9%44.1%13.85130.4%11.6%
55Δ15.55173.0%37.9%
60Δ14.51164.0%31.6%
65Δ13.48155.1%25.4%
70Δ12.45146.2%19.2%
75Δ11.42137.2%12.9%
80Δ10.38128.3%6.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.41
IV
388.2%
B/E move
54.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.65
IV
333.1%
B/E move
45.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.89
IV
277.9%
B/E move
36.9%

35Δ

Calls
Pseudo strike
19.68
IV
208.7%
B/E move
62.8%
Puts
Pseudo strike
11.14
IV
222.8%
B/E move
28.2%

40Δ

Calls
Pseudo strike
18.64
IV
199.8%
B/E move
56.6%
Puts
Pseudo strike
12.38
IV
167.6%
B/E move
19.5%

45Δ

Calls
Pseudo strike
17.61
IV
190.8%
B/E move
50.4%
Puts
Pseudo strike
13.28
IV
136.9%
B/E move
14.0%

50Δ

Calls
Pseudo strike
16.58
IV
181.9%
B/E move
44.1%
Puts
Pseudo strike
13.85
IV
130.4%
B/E move
11.6%

55Δ

Calls
Pseudo strike
15.55
IV
173.0%
B/E move
37.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
14.51
IV
164.0%
B/E move
31.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
13.48
IV
155.1%
B/E move
25.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
12.45
IV
146.2%
B/E move
19.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.42
IV
137.2%
B/E move
12.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.38
IV
128.3%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations