IntraAlpha
Create free account Start free

Tradr 2X Long MCHP Daily ETF MCHU

i

Market dataready · fetched 2026-11-13T02:55:29.349Z

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 · 2026-11-13T01:00:04.589075502Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:55:28.843380+00:00

Share price$8.39
1D+1.6%
AH$8.22$8.26$8.30$8.33$8.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCHU
Sold putSold callAH

Tradr 2X Long MCHP Daily ETF options

Live interpolated MCHU call and put midpoint premiums by absolute delta.Tradr 2X Long MCHP Daily ETF$0.38$0.79$1.19$1.60$2.00$3.41$5.91$8.40$10.90$13.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCHU spot · $8.39MCHU PRICE$0.42$0.42$0.46$0.49$0.55$0.61$0.67$0.72$0.78$0.85$0.98$1.11$1.24$0.45$0.49$0.54$0.60$0.67$0.75$0.83$0.91$0.99$1.19$1.40$1.61$1.89
PutsCheap0.50×
CallsCheap0.94×
SkewBullish-19.22 pp
Implied moveBearish±$1.50
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.27399.9%98.9%6.46275.0%28.4%
25Δ12.07282.2%48.9%7.08226.2%21.4%
30Δ10.68234.0%32.8%7.45203.7%17.7%
35Δ9.84200.6%23.2%7.82181.2%13.9%
40Δ9.38184.8%18.3%8.11165.7%11.3%
45Δ8.95169.9%13.9%8.33156.6%9.7%
50Δ8.70158.5%11.6%8.54147.5%8.1%
55Δ8.45147.2%9.3%8.76138.4%6.5%
60Δ8.20135.9%7.0%8.97129.3%4.9%
65Δ7.96126.2%5.0%9.24128.8%4.0%
70Δ7.76122.3%4.1%9.51129.4%3.3%
75Δ7.56118.4%3.3%9.78130.0%2.6%
80Δ7.36114.5%2.5%10.12132.5%1.9%

20Δ

Calls
Pseudo strike
16.27
IV
399.9%
B/E move
98.9%
Puts
Pseudo strike
6.46
IV
275.0%
B/E move
28.4%

25Δ

Calls
Pseudo strike
12.07
IV
282.2%
B/E move
48.9%
Puts
Pseudo strike
7.08
IV
226.2%
B/E move
21.4%

30Δ

Calls
Pseudo strike
10.68
IV
234.0%
B/E move
32.8%
Puts
Pseudo strike
7.45
IV
203.7%
B/E move
17.7%

35Δ

Calls
Pseudo strike
9.84
IV
200.6%
B/E move
23.2%
Puts
Pseudo strike
7.82
IV
181.2%
B/E move
13.9%

40Δ

Calls
Pseudo strike
9.38
IV
184.8%
B/E move
18.3%
Puts
Pseudo strike
8.11
IV
165.7%
B/E move
11.3%

45Δ

Calls
Pseudo strike
8.95
IV
169.9%
B/E move
13.9%
Puts
Pseudo strike
8.33
IV
156.6%
B/E move
9.7%

50Δ

Calls
Pseudo strike
8.70
IV
158.5%
B/E move
11.6%
Puts
Pseudo strike
8.54
IV
147.5%
B/E move
8.1%

55Δ

Calls
Pseudo strike
8.45
IV
147.2%
B/E move
9.3%
Puts
Pseudo strike
8.76
IV
138.4%
B/E move
6.5%

60Δ

Calls
Pseudo strike
8.20
IV
135.9%
B/E move
7.0%
Puts
Pseudo strike
8.97
IV
129.3%
B/E move
4.9%

65Δ

Calls
Pseudo strike
7.96
IV
126.2%
B/E move
5.0%
Puts
Pseudo strike
9.24
IV
128.8%
B/E move
4.0%

70Δ

Calls
Pseudo strike
7.76
IV
122.3%
B/E move
4.1%
Puts
Pseudo strike
9.51
IV
129.4%
B/E move
3.3%

75Δ

Calls
Pseudo strike
7.56
IV
118.4%
B/E move
3.3%
Puts
Pseudo strike
9.78
IV
130.0%
B/E move
2.6%

80Δ

Calls
Pseudo strike
7.36
IV
114.5%
B/E move
2.5%
Puts
Pseudo strike
10.12
IV
132.5%
B/E move
1.9%

Options history

IV · four-Friday blend110.95%
Daily EOD
MCHU109.0%123.4%137.9%2026-10-23: 135.89%2026-10-26: 119.96%2026-10-30: 110.95%Oct 23Oct 26Oct 30
3 observations2026-10-23 — 2026-10-30
Table
DateIV (%)
135.89%
119.96%
110.95%