Tradr 2X Long NVTS Daily ETF NVTX
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Market dataready · fetched 2026-11-12T16:29:23.213Z
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 · 2026-11-12T16:26:22.108590891Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:29:22.001180+00:00
Tradr 2X Long NVTS Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.67 | 187.5% | 35.0% | 7.64 | 221.0% | 24.5% |
| 25Δ | 12.02 | 185.2% | 29.1% | 8.15 | 208.3% | 20.4% |
| 30Δ | 11.62 | 192.0% | 26.2% | 8.55 | 200.2% | 17.5% |
| 35Δ | 11.23 | 199.1% | 23.3% | 8.94 | 192.0% | 14.6% |
| 40Δ | 10.84 | 204.0% | 20.5% | 9.29 | 191.2% | 12.8% |
| 45Δ | 10.45 | 205.6% | 17.9% | 9.64 | 191.7% | 11.1% |
| 50Δ | 10.05 | 207.3% | 15.2% | 9.98 | 192.2% | 9.5% |
| 55Δ | 9.68 | 209.0% | 13.0% | 10.35 | 190.5% | 8.2% |
| 60Δ | 9.30 | 210.6% | 11.0% | 10.71 | 188.8% | 6.8% |
| 65Δ | 8.92 | 212.9% | 9.0% | 11.14 | 189.7% | 5.6% |
| 70Δ | 8.50 | 217.5% | 7.5% | 11.77 | 200.7% | 4.8% |
| 75Δ | 8.09 | 222.1% | 6.0% | 12.26 | 198.2% | 3.8% |
| 80Δ | 7.64 | 221.4% | 4.6% | 12.67 | 188.0% | 2.7% |
20Δ
- Pseudo strike
- 12.67
- IV
- 187.5%
- B/E move
- 35.0%
- Pseudo strike
- 7.64
- IV
- 221.0%
- B/E move
- 24.5%
25Δ
- Pseudo strike
- 12.02
- IV
- 185.2%
- B/E move
- 29.1%
- Pseudo strike
- 8.15
- IV
- 208.3%
- B/E move
- 20.4%
30Δ
- Pseudo strike
- 11.62
- IV
- 192.0%
- B/E move
- 26.2%
- Pseudo strike
- 8.55
- IV
- 200.2%
- B/E move
- 17.5%
35Δ
- Pseudo strike
- 11.23
- IV
- 199.1%
- B/E move
- 23.3%
- Pseudo strike
- 8.94
- IV
- 192.0%
- B/E move
- 14.6%
40Δ
- Pseudo strike
- 10.84
- IV
- 204.0%
- B/E move
- 20.5%
- Pseudo strike
- 9.29
- IV
- 191.2%
- B/E move
- 12.8%
45Δ
- Pseudo strike
- 10.45
- IV
- 205.6%
- B/E move
- 17.9%
- Pseudo strike
- 9.64
- IV
- 191.7%
- B/E move
- 11.1%
50Δ
- Pseudo strike
- 10.05
- IV
- 207.3%
- B/E move
- 15.2%
- Pseudo strike
- 9.98
- IV
- 192.2%
- B/E move
- 9.5%
55Δ
- Pseudo strike
- 9.68
- IV
- 209.0%
- B/E move
- 13.0%
- Pseudo strike
- 10.35
- IV
- 190.5%
- B/E move
- 8.2%
60Δ
- Pseudo strike
- 9.30
- IV
- 210.6%
- B/E move
- 11.0%
- Pseudo strike
- 10.71
- IV
- 188.8%
- B/E move
- 6.8%
65Δ
- Pseudo strike
- 8.92
- IV
- 212.9%
- B/E move
- 9.0%
- Pseudo strike
- 11.14
- IV
- 189.7%
- B/E move
- 5.6%
70Δ
- Pseudo strike
- 8.50
- IV
- 217.5%
- B/E move
- 7.5%
- Pseudo strike
- 11.77
- IV
- 200.7%
- B/E move
- 4.8%
75Δ
- Pseudo strike
- 8.09
- IV
- 222.1%
- B/E move
- 6.0%
- Pseudo strike
- 12.26
- IV
- 198.2%
- B/E move
- 3.8%
80Δ
- Pseudo strike
- 7.64
- IV
- 221.4%
- B/E move
- 4.6%
- Pseudo strike
- 12.67
- IV
- 188.0%
- B/E move
- 2.7%
Options history
Table
| Date | IV (%) |
|---|---|
| 224.37% | |
| 167.01% |