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Tradr 2X Long NBIS Daily ETF NEBX

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Market datapartial · fetched 2026-10-22T23:10:16.640Z

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 · 2026-10-22T23:07:29.442365594Z

FundamentalsAlpha Vantage · unavailable

Share price$11.01
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$0.34$2.49$4.65$6.80$8.95$2.03$10.02$18.01$26.00$33.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NEBX spot · $11.01NEBX PRICE$0.58$0.72$0.89$1.09$1.33$1.58$1.83$2.10$2.42$2.82$3.27$3.71$4.22$0.95$1.28$1.70$2.07$2.41$2.88$3.50$4.11$4.76$5.33$5.86$7.32$8.33
PutsFair1.04×
CallsExpensive1.27×
SkewBullish-17.74 pp
Implied moveBearish±$5.33
TiltBearish31.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.19215.6%106.7%8.05201.9%35.5%
25Δ19.06202.0%79.7%8.85201.2%31.3%
30Δ17.12194.7%63.5%9.64203.7%27.9%
35Δ15.87194.9%54.0%10.41199.9%24.3%
40Δ14.98201.3%48.1%11.15191.9%20.7%
45Δ13.99203.5%41.4%11.92189.8%17.9%
50Δ13.00202.6%34.7%12.79191.9%15.6%
55Δ12.10202.1%28.9%13.66190.6%13.3%
60Δ11.27204.5%24.3%14.55188.2%11.1%
65Δ10.48212.7%20.8%15.35182.2%9.0%
70Δ9.67220.3%17.5%16.12174.1%6.9%
75Δ8.81222.4%13.6%17.73180.7%5.4%
80Δ7.92225.4%10.2%18.92175.4%3.8%

20Δ

Calls
Pseudo strike
22.19
IV
215.6%
B/E move
106.7%
Puts
Pseudo strike
8.05
IV
201.9%
B/E move
35.5%

25Δ

Calls
Pseudo strike
19.06
IV
202.0%
B/E move
79.7%
Puts
Pseudo strike
8.85
IV
201.2%
B/E move
31.3%

30Δ

Calls
Pseudo strike
17.12
IV
194.7%
B/E move
63.5%
Puts
Pseudo strike
9.64
IV
203.7%
B/E move
27.9%

35Δ

Calls
Pseudo strike
15.87
IV
194.9%
B/E move
54.0%
Puts
Pseudo strike
10.41
IV
199.9%
B/E move
24.3%

40Δ

Calls
Pseudo strike
14.98
IV
201.3%
B/E move
48.1%
Puts
Pseudo strike
11.15
IV
191.9%
B/E move
20.7%

45Δ

Calls
Pseudo strike
13.99
IV
203.5%
B/E move
41.4%
Puts
Pseudo strike
11.92
IV
189.8%
B/E move
17.9%

50Δ

Calls
Pseudo strike
13.00
IV
202.6%
B/E move
34.7%
Puts
Pseudo strike
12.79
IV
191.9%
B/E move
15.6%

55Δ

Calls
Pseudo strike
12.10
IV
202.1%
B/E move
28.9%
Puts
Pseudo strike
13.66
IV
190.6%
B/E move
13.3%

60Δ

Calls
Pseudo strike
11.27
IV
204.5%
B/E move
24.3%
Puts
Pseudo strike
14.55
IV
188.2%
B/E move
11.1%

65Δ

Calls
Pseudo strike
10.48
IV
212.7%
B/E move
20.8%
Puts
Pseudo strike
15.35
IV
182.2%
B/E move
9.0%

70Δ

Calls
Pseudo strike
9.67
IV
220.3%
B/E move
17.5%
Puts
Pseudo strike
16.12
IV
174.1%
B/E move
6.9%

75Δ

Calls
Pseudo strike
8.81
IV
222.4%
B/E move
13.6%
Puts
Pseudo strike
17.73
IV
180.7%
B/E move
5.4%

80Δ

Calls
Pseudo strike
7.92
IV
225.4%
B/E move
10.2%
Puts
Pseudo strike
18.92
IV
175.4%
B/E move
3.8%

Options history

No recorded observations