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Tradr 2X Long ONDS Daily ETF ONDU

i

Market dataready · fetched 2026-11-13T02:22:04.659Z

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 · 2026-11-13T01:00:05.380153243Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:22:04.257723+00:00

Share price$6.23
1D-9.4%
AH$5.86$6.14$6.42$6.69$6.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONDU
Sold putSold callAH

Tradr 2X Long ONDS Daily ETF options

Live interpolated ONDU call and put midpoint premiums by absolute delta.Tradr 2X Long ONDS Daily ETF$0.12$0.89$1.67$2.44$3.21$3.17$4.68$6.19$7.70$9.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONDU spot · $6.23ONDU PRICE$0.21$0.28$0.35$0.42$0.48$0.56$0.64$0.72$0.81$0.93$1.06$1.19$1.31$0.30$0.37$0.45$0.53$0.63$0.78$0.94$1.09$1.27$1.66$2.05$2.51$2.99
PutsCheap0.80×
CallsCheap0.79×
SkewBearish+9.45 pp
Implied moveBearish±$1.58
TiltBearish27.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.82232.8%44.9%4.90246.2%26.0%
25Δ8.40237.5%39.4%5.23227.1%22.0%
30Δ7.99241.7%33.9%5.50216.6%18.9%
35Δ7.57229.3%28.1%5.78206.2%15.8%
40Δ7.14216.9%22.3%6.05198.0%13.0%
45Δ6.83209.7%18.5%6.29199.0%11.6%
50Δ6.57205.0%15.7%6.54200.0%10.1%
55Δ6.31200.4%12.9%6.78201.0%8.6%
60Δ6.05195.8%10.1%7.05203.8%7.2%
65Δ5.82192.4%8.3%7.50219.9%6.3%
70Δ5.60189.3%6.8%7.94236.0%5.4%
75Δ5.37186.2%5.3%8.47242.0%4.4%
80Δ5.15183.1%3.8%9.01246.8%3.3%

20Δ

Calls
Pseudo strike
8.82
IV
232.8%
B/E move
44.9%
Puts
Pseudo strike
4.90
IV
246.2%
B/E move
26.0%

25Δ

Calls
Pseudo strike
8.40
IV
237.5%
B/E move
39.4%
Puts
Pseudo strike
5.23
IV
227.1%
B/E move
22.0%

30Δ

Calls
Pseudo strike
7.99
IV
241.7%
B/E move
33.9%
Puts
Pseudo strike
5.50
IV
216.6%
B/E move
18.9%

35Δ

Calls
Pseudo strike
7.57
IV
229.3%
B/E move
28.1%
Puts
Pseudo strike
5.78
IV
206.2%
B/E move
15.8%

40Δ

Calls
Pseudo strike
7.14
IV
216.9%
B/E move
22.3%
Puts
Pseudo strike
6.05
IV
198.0%
B/E move
13.0%

45Δ

Calls
Pseudo strike
6.83
IV
209.7%
B/E move
18.5%
Puts
Pseudo strike
6.29
IV
199.0%
B/E move
11.6%

50Δ

Calls
Pseudo strike
6.57
IV
205.0%
B/E move
15.7%
Puts
Pseudo strike
6.54
IV
200.0%
B/E move
10.1%

55Δ

Calls
Pseudo strike
6.31
IV
200.4%
B/E move
12.9%
Puts
Pseudo strike
6.78
IV
201.0%
B/E move
8.6%

60Δ

Calls
Pseudo strike
6.05
IV
195.8%
B/E move
10.1%
Puts
Pseudo strike
7.05
IV
203.8%
B/E move
7.2%

65Δ

Calls
Pseudo strike
5.82
IV
192.4%
B/E move
8.3%
Puts
Pseudo strike
7.50
IV
219.9%
B/E move
6.3%

70Δ

Calls
Pseudo strike
5.60
IV
189.3%
B/E move
6.8%
Puts
Pseudo strike
7.94
IV
236.0%
B/E move
5.4%

75Δ

Calls
Pseudo strike
5.37
IV
186.2%
B/E move
5.3%
Puts
Pseudo strike
8.47
IV
242.0%
B/E move
4.4%

80Δ

Calls
Pseudo strike
5.15
IV
183.1%
B/E move
3.8%
Puts
Pseudo strike
9.01
IV
246.8%
B/E move
3.3%

Options history

IV · four-Friday blend170.14%
Daily EOD
ONDU142.6%157.4%172.2%2026-10-19: 147.43%2026-10-20: 146.14%2026-10-21: 144.63%2026-10-22: 151.54%2026-10-23: 158.33%2026-10-26: 158.11%2026-10-30: 170.14%Oct 19Oct 22Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
147.43%
146.14%
144.63%
151.54%
158.33%
158.11%
170.14%