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Tradr 2X Long MCHP Daily ETF MCHU

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Market dataready · fetched 2026-10-22T20:12:30.529Z

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 · 2026-10-22T20:10:04.530808925Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:12:30.191465+00:00

Share price$12.85
1D+0.0%
AH$12.90$12.91$12.91$12.91$12.925:30 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$1.17$2.53$3.88$5.24$6.59$5.97$9.40$12.83$16.25$19.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCHU spot · $12.85MCHU PRICE$1.32$1.46$1.61$1.79$1.94$2.11$2.31$2.61$2.93$3.31$1.37$1.58$1.82$1.80$1.96$2.16$2.45$2.87$3.36$3.93$4.59$5.27$6.20
PutsExpensive1.49×
CallsExpensive1.41×
SkewBearish+1.31 pp
Implied moveBearish±$4.24
TiltBearish29.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.18237.0%39.3%
25Δ10.30209.4%32.2%
30Δ11.21193.1%26.9%
35Δ19.10205.9%58.9%12.00160.3%20.6%
40Δ16.89185.6%42.8%12.62146.8%17.0%
45Δ15.39170.3%32.3%13.22136.6%13.9%
50Δ14.30160.2%25.2%13.81131.6%11.7%
55Δ13.38148.2%19.3%14.45130.3%9.8%
60Δ12.63138.1%14.7%15.15130.7%8.3%
65Δ11.98131.0%11.2%15.90130.6%6.8%
70Δ11.39128.8%8.9%16.74130.6%5.5%
75Δ10.79126.9%6.8%17.58128.3%4.2%
80Δ10.19125.3%5.0%18.67128.1%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.18
IV
237.0%
B/E move
39.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.30
IV
209.4%
B/E move
32.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.21
IV
193.1%
B/E move
26.9%

35Δ

Calls
Pseudo strike
19.10
IV
205.9%
B/E move
58.9%
Puts
Pseudo strike
12.00
IV
160.3%
B/E move
20.6%

40Δ

Calls
Pseudo strike
16.89
IV
185.6%
B/E move
42.8%
Puts
Pseudo strike
12.62
IV
146.8%
B/E move
17.0%

45Δ

Calls
Pseudo strike
15.39
IV
170.3%
B/E move
32.3%
Puts
Pseudo strike
13.22
IV
136.6%
B/E move
13.9%

50Δ

Calls
Pseudo strike
14.30
IV
160.2%
B/E move
25.2%
Puts
Pseudo strike
13.81
IV
131.6%
B/E move
11.7%

55Δ

Calls
Pseudo strike
13.38
IV
148.2%
B/E move
19.3%
Puts
Pseudo strike
14.45
IV
130.3%
B/E move
9.8%

60Δ

Calls
Pseudo strike
12.63
IV
138.1%
B/E move
14.7%
Puts
Pseudo strike
15.15
IV
130.7%
B/E move
8.3%

65Δ

Calls
Pseudo strike
11.98
IV
131.0%
B/E move
11.2%
Puts
Pseudo strike
15.90
IV
130.6%
B/E move
6.8%

70Δ

Calls
Pseudo strike
11.39
IV
128.8%
B/E move
8.9%
Puts
Pseudo strike
16.74
IV
130.6%
B/E move
5.5%

75Δ

Calls
Pseudo strike
10.79
IV
126.9%
B/E move
6.8%
Puts
Pseudo strike
17.58
IV
128.3%
B/E move
4.2%

80Δ

Calls
Pseudo strike
10.19
IV
125.3%
B/E move
5.0%
Puts
Pseudo strike
18.67
IV
128.1%
B/E move
3.0%

Options history

No recorded observations