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

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Market dataready · fetched 2026-10-22T18:44:10.962Z

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 · 2026-10-22T18:43:23.483445249Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T18:44:10.468871+00:00

Share price$216.69
1D-2.7%
$216$218$220$221$2235:30 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$1.93$9.77$17.60$25.44$33.27$176.26$198.17$220.08$241.99$263.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MQQQ spot · $216.69MQQQ PRICE$2.78$3.93$5.33$6.74$8.14$9.55$11.02$12.91$15.28$18.04$21.32$25.14$29.98$4.57$6.01$7.39$8.83$10.31$11.90$13.58$15.51$17.58$19.84$22.41$26.57$31.01
PutsExpensive1.17×
CallsExpensive1.43×
SkewBearish+2.72 pp
Implied moveBearish±$24.60
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ242.5342.9%13.2%190.6861.5%14.1%
25Δ238.1943.7%11.7%196.6260.4%12.0%
30Δ234.4444.8%10.7%202.0058.1%10.2%
35Δ230.7045.9%9.6%206.8856.0%8.6%
40Δ226.9547.0%8.5%211.5354.1%7.1%
45Δ223.2148.1%7.4%215.6952.4%6.0%
50Δ219.4649.1%6.4%219.5950.8%4.9%
55Δ215.6749.6%5.5%223.3849.6%4.1%
60Δ211.7350.9%4.8%227.1248.4%3.3%
65Δ207.5252.5%4.1%230.8947.3%2.6%
70Δ202.8754.4%3.5%234.7846.3%2.0%
75Δ197.7456.4%2.9%239.9747.4%1.5%
80Δ191.6558.7%2.3%245.4347.4%1.1%

20Δ

Calls
Pseudo strike
242.53
IV
42.9%
B/E move
13.2%
Puts
Pseudo strike
190.68
IV
61.5%
B/E move
14.1%

25Δ

Calls
Pseudo strike
238.19
IV
43.7%
B/E move
11.7%
Puts
Pseudo strike
196.62
IV
60.4%
B/E move
12.0%

30Δ

Calls
Pseudo strike
234.44
IV
44.8%
B/E move
10.7%
Puts
Pseudo strike
202.00
IV
58.1%
B/E move
10.2%

35Δ

Calls
Pseudo strike
230.70
IV
45.9%
B/E move
9.6%
Puts
Pseudo strike
206.88
IV
56.0%
B/E move
8.6%

40Δ

Calls
Pseudo strike
226.95
IV
47.0%
B/E move
8.5%
Puts
Pseudo strike
211.53
IV
54.1%
B/E move
7.1%

45Δ

Calls
Pseudo strike
223.21
IV
48.1%
B/E move
7.4%
Puts
Pseudo strike
215.69
IV
52.4%
B/E move
6.0%

50Δ

Calls
Pseudo strike
219.46
IV
49.1%
B/E move
6.4%
Puts
Pseudo strike
219.59
IV
50.8%
B/E move
4.9%

55Δ

Calls
Pseudo strike
215.67
IV
49.6%
B/E move
5.5%
Puts
Pseudo strike
223.38
IV
49.6%
B/E move
4.1%

60Δ

Calls
Pseudo strike
211.73
IV
50.9%
B/E move
4.8%
Puts
Pseudo strike
227.12
IV
48.4%
B/E move
3.3%

65Δ

Calls
Pseudo strike
207.52
IV
52.5%
B/E move
4.1%
Puts
Pseudo strike
230.89
IV
47.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
202.87
IV
54.4%
B/E move
3.5%
Puts
Pseudo strike
234.78
IV
46.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
197.74
IV
56.4%
B/E move
2.9%
Puts
Pseudo strike
239.97
IV
47.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
191.65
IV
58.7%
B/E move
2.3%
Puts
Pseudo strike
245.43
IV
47.4%
B/E move
1.1%

Options history

No recorded observations