Tradr 2X Long NBIS Daily ETF NEBX
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Market dataready · fetched 2026-11-13T10:49:00.594Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-13T10:48:26.533915556Z
FundamentalsTradr ETFs · ready · as of 2026-11-12 · fetched 2026-11-13T10:48:59.917914+00:00
Tradr 2X Long NBIS Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.85 | 259.5% | 50.3% | 4.85 | 216.3% | 23.6% |
| 25Δ | 8.13 | 243.9% | 39.2% | 5.14 | 216.0% | 20.4% |
| 30Δ | 7.74 | 248.2% | 34.1% | 5.38 | 218.3% | 18.2% |
| 35Δ | 7.42 | 256.7% | 30.2% | 5.61 | 220.6% | 16.0% |
| 40Δ | 7.10 | 265.2% | 26.4% | 5.85 | 222.9% | 13.9% |
| 45Δ | 6.79 | 269.2% | 23.0% | 6.10 | 224.4% | 12.0% |
| 50Δ | 6.49 | 271.4% | 19.9% | 6.37 | 224.8% | 10.5% |
| 55Δ | 6.19 | 273.5% | 16.8% | 6.64 | 225.1% | 9.1% |
| 60Δ | 5.89 | 275.1% | 14.0% | 6.90 | 225.5% | 7.6% |
| 65Δ | 5.59 | 275.7% | 11.8% | 7.16 | 219.5% | 6.3% |
| 70Δ | 5.30 | 276.4% | 9.6% | 7.40 | 210.1% | 5.1% |
| 75Δ | 5.00 | 277.0% | 7.4% | 7.65 | 200.6% | 3.9% |
| 80Δ | 4.63 | 281.3% | 5.7% | 7.89 | 191.1% | 2.7% |
20Δ
- Pseudo strike
- 8.85
- IV
- 259.5%
- B/E move
- 50.3%
- Pseudo strike
- 4.85
- IV
- 216.3%
- B/E move
- 23.6%
25Δ
- Pseudo strike
- 8.13
- IV
- 243.9%
- B/E move
- 39.2%
- Pseudo strike
- 5.14
- IV
- 216.0%
- B/E move
- 20.4%
30Δ
- Pseudo strike
- 7.74
- IV
- 248.2%
- B/E move
- 34.1%
- Pseudo strike
- 5.38
- IV
- 218.3%
- B/E move
- 18.2%
35Δ
- Pseudo strike
- 7.42
- IV
- 256.7%
- B/E move
- 30.2%
- Pseudo strike
- 5.61
- IV
- 220.6%
- B/E move
- 16.0%
40Δ
- Pseudo strike
- 7.10
- IV
- 265.2%
- B/E move
- 26.4%
- Pseudo strike
- 5.85
- IV
- 222.9%
- B/E move
- 13.9%
45Δ
- Pseudo strike
- 6.79
- IV
- 269.2%
- B/E move
- 23.0%
- Pseudo strike
- 6.10
- IV
- 224.4%
- B/E move
- 12.0%
50Δ
- Pseudo strike
- 6.49
- IV
- 271.4%
- B/E move
- 19.9%
- Pseudo strike
- 6.37
- IV
- 224.8%
- B/E move
- 10.5%
55Δ
- Pseudo strike
- 6.19
- IV
- 273.5%
- B/E move
- 16.8%
- Pseudo strike
- 6.64
- IV
- 225.1%
- B/E move
- 9.1%
60Δ
- Pseudo strike
- 5.89
- IV
- 275.1%
- B/E move
- 14.0%
- Pseudo strike
- 6.90
- IV
- 225.5%
- B/E move
- 7.6%
65Δ
- Pseudo strike
- 5.59
- IV
- 275.7%
- B/E move
- 11.8%
- Pseudo strike
- 7.16
- IV
- 219.5%
- B/E move
- 6.3%
70Δ
- Pseudo strike
- 5.30
- IV
- 276.4%
- B/E move
- 9.6%
- Pseudo strike
- 7.40
- IV
- 210.1%
- B/E move
- 5.1%
75Δ
- Pseudo strike
- 5.00
- IV
- 277.0%
- B/E move
- 7.4%
- Pseudo strike
- 7.65
- IV
- 200.6%
- B/E move
- 3.9%
80Δ
- Pseudo strike
- 4.63
- IV
- 281.3%
- B/E move
- 5.7%
- Pseudo strike
- 7.89
- IV
- 191.1%
- B/E move
- 2.7%
Options history
Table
| Date | IV (%) |
|---|---|
| 183.31% |