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Tradr 2X Short NBIS Daily ETF NBIZ

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Market datapartial · fetched 2026-10-22T21:39:04.204Z

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 · 2026-10-22T21:36:07.438312924Z

FundamentalsAlpha Vantage · unavailable

Share price$40.60
1D+12.4%
AH$36$37$39$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$3.37$5.93$8.50$11.06$13.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENBIZ PRICE$7.44$8.38$9.43$10.52$11.60$12.89$3.65$5.07$6.67$8.50$11.13
PutsExpensive1.31×
CallsFair1.04×
SkewBearish+33.30 pp
Implied move——
TiltBullish26.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.54208.4%36.2%
25Δ32.54211.8%32.3%
30Δ35.60213.7%28.7%
35Δ38.76215.5%25.5%
40Δ42.40223.2%23.0%
45Δ
50Δ
55Δ44.07191.2%26.9%
60Δ41.02187.5%21.7%
65Δ38.17185.1%17.2%
70Δ35.50180.9%13.4%
75Δ33.00174.0%9.8%
80Δ30.58168.6%7.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.54
IV
208.4%
B/E move
36.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.54
IV
211.8%
B/E move
32.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.60
IV
213.7%
B/E move
28.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.76
IV
215.5%
B/E move
25.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.40
IV
223.2%
B/E move
23.0%

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
44.07
IV
191.2%
B/E move
26.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
41.02
IV
187.5%
B/E move
21.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
38.17
IV
185.1%
B/E move
17.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.50
IV
180.9%
B/E move
13.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
33.00
IV
174.0%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.58
IV
168.6%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations