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Tradr 2X Short NBIS Daily ETF NBIZ

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Market dataready · fetched 2026-11-13T18:53:52.979Z

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 · 2026-11-13T18:53:19.952937859Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:53:52.401659+00:00

Share price$45.71
1D+14.6%
$39$42$45$48$515:30 AM6:30 AM9:00 AM1:00 PMNBIZ
Sold putSold call

Tradr 2X Short NBIS Daily ETF options

Live interpolated NBIZ call and put midpoint premiums by absolute delta.Tradr 2X Short NBIS Daily ETF$1.41$4.89$8.37$11.86$15.34$21.06$34.36$47.65$60.94$74.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NBIZ spot · $45.71NBIZ PRICE$2.54$3.10$3.68$4.31$5.02$5.75$6.51$7.37$8.38$9.45$10.90$1.79$2.38$3.15$3.93$4.86$6.10$7.31$8.56$10.16$12.03$14.33
Puts——
Calls——
Skew——
Implied moveBearish±$12.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.15216.0%22.6%
25Δ39.12215.0%19.6%
30Δ58.28248.9%33.1%40.83220.5%17.6%
35Δ55.39246.3%28.0%42.61220.3%15.4%
40Δ52.80242.4%23.6%44.37222.6%13.6%
45Δ50.49241.8%19.9%46.27228.1%12.1%
50Δ48.41239.7%16.9%48.20229.9%10.6%
55Δ46.39237.2%14.1%50.15231.6%9.0%
60Δ44.41235.0%11.4%52.36232.8%7.7%
65Δ42.56232.3%9.2%54.80236.0%6.4%
70Δ40.70231.5%7.4%57.63239.6%5.3%
75Δ38.84228.5%5.7%
80Δ36.76230.2%4.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.15
IV
216.0%
B/E move
22.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.12
IV
215.0%
B/E move
19.6%

30Δ

Calls
Pseudo strike
58.28
IV
248.9%
B/E move
33.1%
Puts
Pseudo strike
40.83
IV
220.5%
B/E move
17.6%

35Δ

Calls
Pseudo strike
55.39
IV
246.3%
B/E move
28.0%
Puts
Pseudo strike
42.61
IV
220.3%
B/E move
15.4%

40Δ

Calls
Pseudo strike
52.80
IV
242.4%
B/E move
23.6%
Puts
Pseudo strike
44.37
IV
222.6%
B/E move
13.6%

45Δ

Calls
Pseudo strike
50.49
IV
241.8%
B/E move
19.9%
Puts
Pseudo strike
46.27
IV
228.1%
B/E move
12.1%

50Δ

Calls
Pseudo strike
48.41
IV
239.7%
B/E move
16.9%
Puts
Pseudo strike
48.20
IV
229.9%
B/E move
10.6%

55Δ

Calls
Pseudo strike
46.39
IV
237.2%
B/E move
14.1%
Puts
Pseudo strike
50.15
IV
231.6%
B/E move
9.0%

60Δ

Calls
Pseudo strike
44.41
IV
235.0%
B/E move
11.4%
Puts
Pseudo strike
52.36
IV
232.8%
B/E move
7.7%

65Δ

Calls
Pseudo strike
42.56
IV
232.3%
B/E move
9.2%
Puts
Pseudo strike
54.80
IV
236.0%
B/E move
6.4%

70Δ

Calls
Pseudo strike
40.70
IV
231.5%
B/E move
7.4%
Puts
Pseudo strike
57.63
IV
239.6%
B/E move
5.3%

75Δ

Calls
Pseudo strike
38.84
IV
228.5%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
36.76
IV
230.2%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations