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Tradr 2X Long NBIS Daily ETF NEBX

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Market datapartial · fetched 2026-10-22T18:29:19.351Z

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 · 2026-10-22T18:29:05.088255455Z

FundamentalsAlpha Vantage · unavailable

Share price$11.08
1D-11.6%
$10.87$11.34$11.81$12.28$12.755:30 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$0.33$2.61$4.89$7.17$9.46$2.04$10.03$18.01$26.00$33.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NEBX spot · $11.08NEBX PRICE$0.58$0.74$0.89$1.10$1.34$1.55$1.83$2.02$2.42$2.79$3.15$3.56$4.01$0.95$1.20$1.63$2.04$2.47$2.94$3.35$4.14$4.81$5.45$6.79$7.64$8.80
PutsFair1.04×
CallsExpensive1.25×
SkewBullish-11.90 pp
Implied moveBearish±$5.18
TiltBearish33.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.18213.3%105.4%8.09201.7%35.6%
25Δ19.68207.8%84.3%8.93191.3%30.3%
30Δ17.21193.2%63.4%9.70195.9%27.1%
35Δ16.09197.2%55.2%10.47196.5%24.0%
40Δ15.06200.8%48.0%11.24194.0%20.8%
45Δ13.91197.4%39.6%12.02192.0%18.0%
50Δ13.06201.5%34.4%12.74185.6%15.2%
55Δ12.01190.8%26.6%13.75190.4%13.2%
60Δ11.31202.7%23.9%14.66188.7%11.1%
65Δ10.53207.2%20.2%15.54183.7%9.0%
70Δ9.70206.4%16.0%17.06190.8%7.4%
75Δ8.89206.8%12.4%18.10184.5%5.5%
80Δ8.08204.9%9.1%19.44180.2%3.9%

20Δ

Calls
Pseudo strike
22.18
IV
213.3%
B/E move
105.4%
Puts
Pseudo strike
8.09
IV
201.7%
B/E move
35.6%

25Δ

Calls
Pseudo strike
19.68
IV
207.8%
B/E move
84.3%
Puts
Pseudo strike
8.93
IV
191.3%
B/E move
30.3%

30Δ

Calls
Pseudo strike
17.21
IV
193.2%
B/E move
63.4%
Puts
Pseudo strike
9.70
IV
195.9%
B/E move
27.1%

35Δ

Calls
Pseudo strike
16.09
IV
197.2%
B/E move
55.2%
Puts
Pseudo strike
10.47
IV
196.5%
B/E move
24.0%

40Δ

Calls
Pseudo strike
15.06
IV
200.8%
B/E move
48.0%
Puts
Pseudo strike
11.24
IV
194.0%
B/E move
20.8%

45Δ

Calls
Pseudo strike
13.91
IV
197.4%
B/E move
39.6%
Puts
Pseudo strike
12.02
IV
192.0%
B/E move
18.0%

50Δ

Calls
Pseudo strike
13.06
IV
201.5%
B/E move
34.4%
Puts
Pseudo strike
12.74
IV
185.6%
B/E move
15.2%

55Δ

Calls
Pseudo strike
12.01
IV
190.8%
B/E move
26.6%
Puts
Pseudo strike
13.75
IV
190.4%
B/E move
13.2%

60Δ

Calls
Pseudo strike
11.31
IV
202.7%
B/E move
23.9%
Puts
Pseudo strike
14.66
IV
188.7%
B/E move
11.1%

65Δ

Calls
Pseudo strike
10.53
IV
207.2%
B/E move
20.2%
Puts
Pseudo strike
15.54
IV
183.7%
B/E move
9.0%

70Δ

Calls
Pseudo strike
9.70
IV
206.4%
B/E move
16.0%
Puts
Pseudo strike
17.06
IV
190.8%
B/E move
7.4%

75Δ

Calls
Pseudo strike
8.89
IV
206.8%
B/E move
12.4%
Puts
Pseudo strike
18.10
IV
184.5%
B/E move
5.5%

80Δ

Calls
Pseudo strike
8.08
IV
204.9%
B/E move
9.1%
Puts
Pseudo strike
19.44
IV
180.2%
B/E move
3.9%

Options history

No recorded observations