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Investment Managers Series Trust II Tradr 2X Long Innovation 100 Monthly ETF MQQQ

i

Market dataready · fetched 2026-11-11T15:15:53.146Z

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 · 2026-11-11T15:12:05.037154061Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:15:53.231643+00:00

Share price$204.42
1D+0.0%
$204.28$204.48$204.69$204.90$205.105:30 AM6:30 AM9:00 AM1:00 PMMQQQ
Sold putSold call

Investment Managers Series Trust II Tradr 2X Long Innovation 100 Monthly ETF options

Live interpolated MQQQ call and put midpoint premiums by absolute delta.Investment Managers Series Trust II Tradr 2X Long Innovation 100 Monthly ETF$2.43$6.28$10.13$13.97$17.82$174.38$189.23$204.08$218.93$233.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive MQQQ spot · $204.42MQQQ PRICE$2.85$3.57$4.38$5.35$6.31$7.53$8.78$9.88$11.53$13.72$15.90$3.64$4.36$5.20$6.12$7.05$8.12$9.18$10.62$12.24$14.29$16.71
Puts——
Calls——
Skew——
Implied moveBearish±$13.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ213.4347.6%5.8%196.0556.7%5.9%
35Δ211.3648.6%5.1%198.6655.0%5.0%
40Δ209.3149.6%4.5%200.9653.8%4.2%
45Δ207.3050.6%4.0%203.1453.0%3.6%
50Δ205.2851.7%3.5%205.3052.2%3.0%
55Δ203.1452.5%3.1%207.3451.1%2.5%
60Δ200.9853.3%2.6%209.3850.1%2.1%
65Δ198.8952.5%2.1%211.6049.8%1.7%
70Δ196.4953.4%1.8%213.9249.9%1.3%
75Δ193.6555.0%1.4%216.5950.2%1.0%
80Δ190.7955.5%1.1%219.5850.8%0.8%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
213.43
IV
47.6%
B/E move
5.8%
Puts
Pseudo strike
196.05
IV
56.7%
B/E move
5.9%

35Δ

Calls
Pseudo strike
211.36
IV
48.6%
B/E move
5.1%
Puts
Pseudo strike
198.66
IV
55.0%
B/E move
5.0%

40Δ

Calls
Pseudo strike
209.31
IV
49.6%
B/E move
4.5%
Puts
Pseudo strike
200.96
IV
53.8%
B/E move
4.2%

45Δ

Calls
Pseudo strike
207.30
IV
50.6%
B/E move
4.0%
Puts
Pseudo strike
203.14
IV
53.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
205.28
IV
51.7%
B/E move
3.5%
Puts
Pseudo strike
205.30
IV
52.2%
B/E move
3.0%

55Δ

Calls
Pseudo strike
203.14
IV
52.5%
B/E move
3.1%
Puts
Pseudo strike
207.34
IV
51.1%
B/E move
2.5%

60Δ

Calls
Pseudo strike
200.98
IV
53.3%
B/E move
2.6%
Puts
Pseudo strike
209.38
IV
50.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
198.89
IV
52.5%
B/E move
2.1%
Puts
Pseudo strike
211.60
IV
49.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
196.49
IV
53.4%
B/E move
1.8%
Puts
Pseudo strike
213.92
IV
49.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
193.65
IV
55.0%
B/E move
1.4%
Puts
Pseudo strike
216.59
IV
50.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
190.79
IV
55.5%
B/E move
1.1%
Puts
Pseudo strike
219.58
IV
50.8%
B/E move
0.8%

Options history

IV · four-Friday blend45.88%
Daily EOD
MQQQ39.3%42.8%46.4%2026-10-19: 39.79%2026-10-20: 40.60%2026-10-21: 40.10%2026-10-22: 44.65%2026-10-23: 44.55%2026-10-26: 42.74%2026-10-27: 41.59%2026-10-28: 40.55%2026-10-29: 40.87%2026-10-30: 45.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.79%
40.60%
40.10%
44.65%
44.55%
42.74%
41.59%
40.55%
40.87%
45.88%