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Tradr 2X Long NBIS Daily ETF NEBX

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Market datapartial · fetched 2026-10-23T02:01:07.880Z

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 · 2026-10-23T00:00:04.911589191Z

FundamentalsAlpha Vantage · unavailable

Share price$11.41
1D-11.3%
AH$10.87$11.34$11.81$12.28$12.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNEBX
Sold putSold callAH

Tradr 2X Long NBIS Daily ETF options

Live interpolated NEBX call and put midpoint premiums by absolute delta.Tradr 2X Long NBIS Daily ETF$0.28$3.05$5.83$8.60$11.38$1.65$9.75$17.84$25.94$34.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NEBX spot · $11.41NEBX PRICE$0.58$0.72$0.88$1.07$1.31$1.55$1.79$2.04$2.33$2.68$3.11$3.50$3.91$1.04$1.43$1.90$2.25$2.73$3.37$4.06$4.80$5.43$6.66$7.91$9.12$10.58
PutsExpensive1.13×
CallsExpensive1.16×
SkewBearish+17.44 pp
Implied moveBearish±$5.85
TiltBearish41.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.16206.9%99.3%8.28211.2%36.6%
25Δ19.10192.6%73.7%9.15211.8%32.4%
30Δ17.18184.2%58.2%10.01216.1%29.0%
35Δ15.93182.9%49.0%10.83206.8%24.8%
40Δ15.06187.8%43.4%11.68204.0%21.6%
45Δ14.11189.0%37.2%12.61206.4%19.0%
50Δ13.16187.0%31.0%13.59207.4%16.5%
55Δ12.29184.8%25.6%14.60206.7%14.1%
60Δ11.49184.3%21.1%15.51201.4%11.7%
65Δ10.73187.4%17.5%16.96206.8%9.7%
70Δ9.98194.7%14.7%18.42207.3%7.9%
75Δ9.20192.7%11.3%19.85203.8%6.0%
80Δ8.43188.5%8.2%21.50199.7%4.2%

20Δ

Calls
Pseudo strike
22.16
IV
206.9%
B/E move
99.3%
Puts
Pseudo strike
8.28
IV
211.2%
B/E move
36.6%

25Δ

Calls
Pseudo strike
19.10
IV
192.6%
B/E move
73.7%
Puts
Pseudo strike
9.15
IV
211.8%
B/E move
32.4%

30Δ

Calls
Pseudo strike
17.18
IV
184.2%
B/E move
58.2%
Puts
Pseudo strike
10.01
IV
216.1%
B/E move
29.0%

35Δ

Calls
Pseudo strike
15.93
IV
182.9%
B/E move
49.0%
Puts
Pseudo strike
10.83
IV
206.8%
B/E move
24.8%

40Δ

Calls
Pseudo strike
15.06
IV
187.8%
B/E move
43.4%
Puts
Pseudo strike
11.68
IV
204.0%
B/E move
21.6%

45Δ

Calls
Pseudo strike
14.11
IV
189.0%
B/E move
37.2%
Puts
Pseudo strike
12.61
IV
206.4%
B/E move
19.0%

50Δ

Calls
Pseudo strike
13.16
IV
187.0%
B/E move
31.0%
Puts
Pseudo strike
13.59
IV
207.4%
B/E move
16.5%

55Δ

Calls
Pseudo strike
12.29
IV
184.8%
B/E move
25.6%
Puts
Pseudo strike
14.60
IV
206.7%
B/E move
14.1%

60Δ

Calls
Pseudo strike
11.49
IV
184.3%
B/E move
21.1%
Puts
Pseudo strike
15.51
IV
201.4%
B/E move
11.7%

65Δ

Calls
Pseudo strike
10.73
IV
187.4%
B/E move
17.5%
Puts
Pseudo strike
16.96
IV
206.8%
B/E move
9.7%

70Δ

Calls
Pseudo strike
9.98
IV
194.7%
B/E move
14.7%
Puts
Pseudo strike
18.42
IV
207.3%
B/E move
7.9%

75Δ

Calls
Pseudo strike
9.20
IV
192.7%
B/E move
11.3%
Puts
Pseudo strike
19.85
IV
203.8%
B/E move
6.0%

80Δ

Calls
Pseudo strike
8.43
IV
188.5%
B/E move
8.2%
Puts
Pseudo strike
21.50
IV
199.7%
B/E move
4.2%

Options history

No recorded observations