Tradr 2X Short META Daily ETF METQ
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Market dataready · fetched 2026-11-13T02:10:49.864Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-13T01:00:04.622996172Z
FundamentalsTradr ETFs · ready · as of 2026-11-12 · fetched 2026-11-13T02:10:34.483959+00:00
Tradr 2X Short META Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.79 | 97.4% | 15.7% | 16.40 | 90.2% | 11.5% |
| 25Δ | 20.13 | 89.8% | 12.4% | 16.88 | 83.6% | 9.3% |
| 30Δ | 19.71 | 88.2% | 10.6% | 17.22 | 82.1% | 8.0% |
| 35Δ | 19.35 | 88.0% | 9.2% | 17.51 | 82.3% | 7.0% |
| 40Δ | 19.00 | 87.7% | 7.8% | 17.80 | 82.5% | 6.1% |
| 45Δ | 18.69 | 87.6% | 6.8% | 18.09 | 82.7% | 5.2% |
| 50Δ | 18.39 | 87.5% | 5.8% | 18.37 | 82.8% | 4.5% |
| 55Δ | 18.08 | 87.4% | 4.9% | 18.66 | 82.9% | 3.9% |
| 60Δ | 17.79 | 86.2% | 4.1% | 18.95 | 83.0% | 3.2% |
| 65Δ | 17.50 | 84.7% | 3.4% | 19.29 | 83.8% | 2.7% |
| 70Δ | 17.21 | 83.1% | 2.7% | 19.65 | 84.8% | 2.2% |
| 75Δ | 16.90 | 82.4% | 2.0% | 20.02 | 85.8% | 1.7% |
| 80Δ | 16.49 | 84.3% | 1.6% | 20.52 | 86.9% | 1.3% |
20Δ
- Pseudo strike
- 20.79
- IV
- 97.4%
- B/E move
- 15.7%
- Pseudo strike
- 16.40
- IV
- 90.2%
- B/E move
- 11.5%
25Δ
- Pseudo strike
- 20.13
- IV
- 89.8%
- B/E move
- 12.4%
- Pseudo strike
- 16.88
- IV
- 83.6%
- B/E move
- 9.3%
30Δ
- Pseudo strike
- 19.71
- IV
- 88.2%
- B/E move
- 10.6%
- Pseudo strike
- 17.22
- IV
- 82.1%
- B/E move
- 8.0%
35Δ
- Pseudo strike
- 19.35
- IV
- 88.0%
- B/E move
- 9.2%
- Pseudo strike
- 17.51
- IV
- 82.3%
- B/E move
- 7.0%
40Δ
- Pseudo strike
- 19.00
- IV
- 87.7%
- B/E move
- 7.8%
- Pseudo strike
- 17.80
- IV
- 82.5%
- B/E move
- 6.1%
45Δ
- Pseudo strike
- 18.69
- IV
- 87.6%
- B/E move
- 6.8%
- Pseudo strike
- 18.09
- IV
- 82.7%
- B/E move
- 5.2%
50Δ
- Pseudo strike
- 18.39
- IV
- 87.5%
- B/E move
- 5.8%
- Pseudo strike
- 18.37
- IV
- 82.8%
- B/E move
- 4.5%
55Δ
- Pseudo strike
- 18.08
- IV
- 87.4%
- B/E move
- 4.9%
- Pseudo strike
- 18.66
- IV
- 82.9%
- B/E move
- 3.9%
60Δ
- Pseudo strike
- 17.79
- IV
- 86.2%
- B/E move
- 4.1%
- Pseudo strike
- 18.95
- IV
- 83.0%
- B/E move
- 3.2%
65Δ
- Pseudo strike
- 17.50
- IV
- 84.7%
- B/E move
- 3.4%
- Pseudo strike
- 19.29
- IV
- 83.8%
- B/E move
- 2.7%
70Δ
- Pseudo strike
- 17.21
- IV
- 83.1%
- B/E move
- 2.7%
- Pseudo strike
- 19.65
- IV
- 84.8%
- B/E move
- 2.2%
75Δ
- Pseudo strike
- 16.90
- IV
- 82.4%
- B/E move
- 2.0%
- Pseudo strike
- 20.02
- IV
- 85.8%
- B/E move
- 1.7%
80Δ
- Pseudo strike
- 16.49
- IV
- 84.3%
- B/E move
- 1.6%
- Pseudo strike
- 20.52
- IV
- 86.9%
- B/E move
- 1.3%
Options history
No recorded observations