Tradr 2X Long MRAM Daily ETF MRAX
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Market dataready · fetched 2026-11-12T17:28:37.640Z
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 · 2026-11-12T16:01:24.488208932Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T17:28:37.058767+00:00
Tradr 2X Long MRAM Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | 13.59 | 189.0% | 11.4% | |||
| 60Δ | 13.13 | 199.2% | 10.1% | |||
| 65Δ | 12.62 | 205.0% | 8.7% | 16.01 | 206.0% | 6.1% |
| 70Δ | 12.09 | 209.0% | 7.1% | 16.62 | 200.7% | 4.8% |
| 75Δ | 11.48 | 215.7% | 5.8% | 17.48 | 199.7% | 3.7% |
| 80Δ | 10.71 | 227.4% | 4.5% | 18.81 | 206.1% | 2.9% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 13.59
- IV
- 189.0%
- B/E move
- 11.4%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 13.13
- IV
- 199.2%
- B/E move
- 10.1%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 12.62
- IV
- 205.0%
- B/E move
- 8.7%
- Pseudo strike
- 16.01
- IV
- 206.0%
- B/E move
- 6.1%
70Δ
- Pseudo strike
- 12.09
- IV
- 209.0%
- B/E move
- 7.1%
- Pseudo strike
- 16.62
- IV
- 200.7%
- B/E move
- 4.8%
75Δ
- Pseudo strike
- 11.48
- IV
- 215.7%
- B/E move
- 5.8%
- Pseudo strike
- 17.48
- IV
- 199.7%
- B/E move
- 3.7%
80Δ
- Pseudo strike
- 10.71
- IV
- 227.4%
- B/E move
- 4.5%
- Pseudo strike
- 18.81
- IV
- 206.1%
- B/E move
- 2.9%
Options history
No recorded observations