IntraAlpha
Create free account Start free

Tradr 2X Short NBIS Daily ETF NBIZ

i

Market dataready · fetched 2026-10-22T20:47:48.696Z

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 · 2026-10-22T20:47:06.126183949Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:47:46.853092+00:00

Share price$40.31
1D+10.6%
AH$36$37$38$40$415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNBIZ
Sold putSold callAH

Tradr 2X Short NBIS Daily ETF options

Live interpolated NBIZ call and put midpoint premiums by absolute delta.Tradr 2X Short NBIS Daily ETF$3.27$5.91$8.55$11.18$13.82$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENBIZ PRICE$7.48$8.44$9.52$10.64$11.76$13.06$3.56$4.96$6.55$8.30$10.83
PutsExpensive1.30×
CallsExpensive1.07×
SkewBearish+26.45 pp
Implied move——
TiltBullish28.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.38205.7%35.9%
25Δ32.32209.6%32.1%
30Δ35.34212.1%28.6%
35Δ38.42212.9%25.3%
40Δ41.96220.3%22.8%
45Δ
50Δ
55Δ43.93194.6%27.5%
60Δ40.84191.3%22.2%
65Δ37.96189.4%17.8%
70Δ35.24185.7%13.8%
75Δ32.67179.3%10.2%
80Δ30.21173.6%7.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.38
IV
205.7%
B/E move
35.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.32
IV
209.6%
B/E move
32.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.34
IV
212.1%
B/E move
28.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.42
IV
212.9%
B/E move
25.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.96
IV
220.3%
B/E move
22.8%

45Δ

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

50Δ

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

55Δ

Calls
Pseudo strike
43.93
IV
194.6%
B/E move
27.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
40.84
IV
191.3%
B/E move
22.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
37.96
IV
189.4%
B/E move
17.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.24
IV
185.7%
B/E move
13.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
32.67
IV
179.3%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.21
IV
173.6%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations