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Tradr 2X Short NBIS Daily ETF NBIZ

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Market dataready · fetched 2026-10-24T14:12:48.999Z

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 · 2026-10-24T00:00:05.036641901Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T14:12:46.499344+00:00

Share price$39.49
1D+0.1%
AH$37.36$38.19$39.01$39.84$40.665:30 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$3.01$5.87$8.73$11.60$14.46$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENBIZ PRICE$7.38$8.41$9.49$10.74$12.10$13.63$3.32$4.53$5.88$7.45$9.28$11.62
PutsExpensive1.22×
CallsExpensive1.16×
SkewBearish+6.78 pp
Implied move——
TiltBullish18.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.93204.7%35.1%
25Δ31.76206.2%31.1%
30Δ34.54206.1%27.4%
35Δ37.36207.4%24.3%
40Δ40.32208.7%21.4%
45Δ43.62212.9%19.0%
50Δ
55Δ43.07202.8%27.7%
60Δ40.12203.3%22.9%
65Δ37.26201.5%18.4%
70Δ34.53201.0%14.6%
75Δ31.82199.7%11.2%
80Δ29.11197.0%8.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.93
IV
204.7%
B/E move
35.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.76
IV
206.2%
B/E move
31.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.54
IV
206.1%
B/E move
27.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.36
IV
207.4%
B/E move
24.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.32
IV
208.7%
B/E move
21.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.62
IV
212.9%
B/E move
19.0%

50Δ

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

55Δ

Calls
Pseudo strike
43.07
IV
202.8%
B/E move
27.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
40.12
IV
203.3%
B/E move
22.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
37.26
IV
201.5%
B/E move
18.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
34.53
IV
201.0%
B/E move
14.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.82
IV
199.7%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
29.11
IV
197.0%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations