Tradr 2X Long ON Daily ETF ONX
i
Market dataready · fetched 2026-10-23T00:20:45.222Z
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-23T00:00:05.348636767Z
FundamentalsTradr ETFs · ready · as of 2026-10-22 · fetched 2026-10-23T00:15:31.548763+00:00
Share price$6.37
1D-4.0%
Sold putSold callAH
Tradr 2X Long ON Daily ETF options
PutsExpensive1.38×
CallsExpensive1.25×
SkewNeutral-0.21 pp
Implied moveBearish±$2.10
TiltBearish29.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.54 | 229.3% | 38.6% | |||
| 25Δ | 5.11 | 195.0% | 30.7% | |||
| 30Δ | 10.75 | 220.9% | 77.6% | 5.53 | 177.8% | 25.7% |
| 35Δ | 9.14 | 193.1% | 53.3% | 5.94 | 160.6% | 20.7% |
| 40Δ | 8.25 | 178.2% | 40.5% | 6.26 | 151.6% | 17.6% |
| 45Δ | 7.57 | 163.2% | 30.9% | 6.56 | 144.0% | 14.9% |
| 50Δ | 6.97 | 147.9% | 22.5% | 6.86 | 136.3% | 12.1% |
| 55Δ | 6.62 | 141.2% | 18.6% | 7.20 | 132.9% | 10.0% |
| 60Δ | 6.27 | 134.4% | 14.6% | 7.56 | 132.8% | 8.5% |
| 65Δ | 5.93 | 129.4% | 11.0% | 7.92 | 132.7% | 6.9% |
| 70Δ | 5.62 | 130.0% | 9.1% | 8.42 | 135.0% | 5.6% |
| 75Δ | 5.32 | 130.7% | 7.2% | 8.96 | 138.0% | 4.3% |
| 80Δ | 5.01 | 131.3% | 5.2% | 9.68 | 140.6% | 3.2% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.54
- IV
- 229.3%
- B/E move
- 38.6%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.11
- IV
- 195.0%
- B/E move
- 30.7%
30Δ
- Pseudo strike
- 10.75
- IV
- 220.9%
- B/E move
- 77.6%
- Pseudo strike
- 5.53
- IV
- 177.8%
- B/E move
- 25.7%
35Δ
- Pseudo strike
- 9.14
- IV
- 193.1%
- B/E move
- 53.3%
- Pseudo strike
- 5.94
- IV
- 160.6%
- B/E move
- 20.7%
40Δ
- Pseudo strike
- 8.25
- IV
- 178.2%
- B/E move
- 40.5%
- Pseudo strike
- 6.26
- IV
- 151.6%
- B/E move
- 17.6%
45Δ
- Pseudo strike
- 7.57
- IV
- 163.2%
- B/E move
- 30.9%
- Pseudo strike
- 6.56
- IV
- 144.0%
- B/E move
- 14.9%
50Δ
- Pseudo strike
- 6.97
- IV
- 147.9%
- B/E move
- 22.5%
- Pseudo strike
- 6.86
- IV
- 136.3%
- B/E move
- 12.1%
55Δ
- Pseudo strike
- 6.62
- IV
- 141.2%
- B/E move
- 18.6%
- Pseudo strike
- 7.20
- IV
- 132.9%
- B/E move
- 10.0%
60Δ
- Pseudo strike
- 6.27
- IV
- 134.4%
- B/E move
- 14.6%
- Pseudo strike
- 7.56
- IV
- 132.8%
- B/E move
- 8.5%
65Δ
- Pseudo strike
- 5.93
- IV
- 129.4%
- B/E move
- 11.0%
- Pseudo strike
- 7.92
- IV
- 132.7%
- B/E move
- 6.9%
70Δ
- Pseudo strike
- 5.62
- IV
- 130.0%
- B/E move
- 9.1%
- Pseudo strike
- 8.42
- IV
- 135.0%
- B/E move
- 5.6%
75Δ
- Pseudo strike
- 5.32
- IV
- 130.7%
- B/E move
- 7.2%
- Pseudo strike
- 8.96
- IV
- 138.0%
- B/E move
- 4.3%
80Δ
- Pseudo strike
- 5.01
- IV
- 131.3%
- B/E move
- 5.2%
- Pseudo strike
- 9.68
- IV
- 140.6%
- B/E move
- 3.2%
Options history
No recorded observations