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Investment Managers Series Trust II Tradr 1.5X Short NVDA Daily ETF NVDS

i

Market dataready · fetched 2026-11-12T16:04:19.085Z

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: 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 data

PriceAlpaca · sip · 2026-11-12T16:04:10.370961872Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:04:17.428512+00:00

Share price$27.67
1D-5.1%
$27.16$28.13$29.09$30.05$31.025:30 AM6:30 AM9:00 AM1:00 PMNVDS
Sold putSold call

Investment Managers Series Trust II Tradr 1.5X Short NVDA Daily ETF options

Live interpolated NVDS call and put midpoint premiums by absolute delta.Investment Managers Series Trust II Tradr 1.5X Short NVDA Daily ETF$0.54$1.54$2.53$3.53$4.52$18.43$22.79$27.14$31.50$35.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NVDS spot · $27.67NVDS PRICE$1.42$1.65$1.91$2.23$2.57$2.93$3.27$3.63$4.24$0.65$0.92$1.19$1.48$1.83$2.20$2.60$3.04$3.66
Puts——
Calls——
Skew——
Implied moveBearish±$4.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.00129.5%15.6%
25Δ24.71133.8%14.0%
30Δ25.43135.5%12.4%
35Δ26.15135.9%10.8%
40Δ29.75135.7%12.6%26.85138.0%9.6%
45Δ28.94132.6%10.5%27.56138.4%8.3%
50Δ28.23131.4%8.9%28.29138.4%7.2%
55Δ27.54131.7%7.6%29.03138.7%6.1%
60Δ26.86132.3%6.4%29.87142.3%5.3%
65Δ26.19131.2%5.2%
70Δ25.54127.3%4.1%
75Δ24.89123.4%3.1%
80Δ24.09125.7%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.00
IV
129.5%
B/E move
15.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.71
IV
133.8%
B/E move
14.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.43
IV
135.5%
B/E move
12.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.15
IV
135.9%
B/E move
10.8%

40Δ

Calls
Pseudo strike
29.75
IV
135.7%
B/E move
12.6%
Puts
Pseudo strike
26.85
IV
138.0%
B/E move
9.6%

45Δ

Calls
Pseudo strike
28.94
IV
132.6%
B/E move
10.5%
Puts
Pseudo strike
27.56
IV
138.4%
B/E move
8.3%

50Δ

Calls
Pseudo strike
28.23
IV
131.4%
B/E move
8.9%
Puts
Pseudo strike
28.29
IV
138.4%
B/E move
7.2%

55Δ

Calls
Pseudo strike
27.54
IV
131.7%
B/E move
7.6%
Puts
Pseudo strike
29.03
IV
138.7%
B/E move
6.1%

60Δ

Calls
Pseudo strike
26.86
IV
132.3%
B/E move
6.4%
Puts
Pseudo strike
29.87
IV
142.3%
B/E move
5.3%

65Δ

Calls
Pseudo strike
26.19
IV
131.2%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
25.54
IV
127.3%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
24.89
IV
123.4%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.09
IV
125.7%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations