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Tradr 2X Long NBIS Daily ETF NEBX

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Market datapartial · fetched 2026-10-23T19:38:22.961Z

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 · 2026-10-23T19:37:34.952671904Z

FundamentalsAlpha Vantage · unavailable

Share price$11.41
1D-0.8%
$11.03$11.28$11.52$11.77$12.025:30 AM6:30 AM9:00 AM1:00 PMNEBX
Sold putSold call

Tradr 2X Long NBIS Daily ETF options

Live interpolated NEBX call and put midpoint premiums by absolute delta.Tradr 2X Long NBIS Daily ETF$0.31$2.68$5.04$7.41$9.77$2.29$10.21$18.13$26.05$33.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NEBX spot · $11.41NEBX PRICE$0.56$0.71$0.90$1.11$1.32$1.58$1.84$2.09$2.44$2.84$3.25$3.72$3.97$1.05$1.33$1.59$1.99$2.48$2.97$3.42$4.02$4.71$5.56$6.40$7.56$9.09
PutsFair1.05×
CallsExpensive1.18×
SkewBullish-8.65 pp
Implied moveBearish±$5.26
TiltBearish32.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.90205.1%96.9%8.26216.5%36.8%
25Δ18.87191.6%71.6%9.16204.8%31.3%
30Δ17.48192.8%61.2%9.97193.1%26.5%
35Δ16.32194.8%52.8%10.74191.7%23.3%
40Δ15.14193.6%44.3%11.54193.3%20.5%
45Δ14.23197.4%38.6%12.33192.6%17.9%
50Δ13.31198.2%32.8%13.10187.6%15.1%
55Δ12.39195.3%26.9%13.95186.5%12.9%
60Δ11.57199.3%22.8%14.88185.7%10.8%
65Δ10.82208.0%19.7%15.95186.0%8.9%
70Δ9.99212.1%16.1%17.00183.3%7.1%
75Δ9.14215.8%12.8%18.35183.1%5.5%
80Δ8.43197.0%8.7%20.05184.2%4.0%

20Δ

Calls
Pseudo strike
21.90
IV
205.1%
B/E move
96.9%
Puts
Pseudo strike
8.26
IV
216.5%
B/E move
36.8%

25Δ

Calls
Pseudo strike
18.87
IV
191.6%
B/E move
71.6%
Puts
Pseudo strike
9.16
IV
204.8%
B/E move
31.3%

30Δ

Calls
Pseudo strike
17.48
IV
192.8%
B/E move
61.2%
Puts
Pseudo strike
9.97
IV
193.1%
B/E move
26.5%

35Δ

Calls
Pseudo strike
16.32
IV
194.8%
B/E move
52.8%
Puts
Pseudo strike
10.74
IV
191.7%
B/E move
23.3%

40Δ

Calls
Pseudo strike
15.14
IV
193.6%
B/E move
44.3%
Puts
Pseudo strike
11.54
IV
193.3%
B/E move
20.5%

45Δ

Calls
Pseudo strike
14.23
IV
197.4%
B/E move
38.6%
Puts
Pseudo strike
12.33
IV
192.6%
B/E move
17.9%

50Δ

Calls
Pseudo strike
13.31
IV
198.2%
B/E move
32.8%
Puts
Pseudo strike
13.10
IV
187.6%
B/E move
15.1%

55Δ

Calls
Pseudo strike
12.39
IV
195.3%
B/E move
26.9%
Puts
Pseudo strike
13.95
IV
186.5%
B/E move
12.9%

60Δ

Calls
Pseudo strike
11.57
IV
199.3%
B/E move
22.8%
Puts
Pseudo strike
14.88
IV
185.7%
B/E move
10.8%

65Δ

Calls
Pseudo strike
10.82
IV
208.0%
B/E move
19.7%
Puts
Pseudo strike
15.95
IV
186.0%
B/E move
8.9%

70Δ

Calls
Pseudo strike
9.99
IV
212.1%
B/E move
16.1%
Puts
Pseudo strike
17.00
IV
183.3%
B/E move
7.1%

75Δ

Calls
Pseudo strike
9.14
IV
215.8%
B/E move
12.8%
Puts
Pseudo strike
18.35
IV
183.1%
B/E move
5.5%

80Δ

Calls
Pseudo strike
8.43
IV
197.0%
B/E move
8.7%
Puts
Pseudo strike
20.05
IV
184.2%
B/E move
4.0%

Options history

No recorded observations