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Tradr 2X Long ON Daily ETF ONX

i

Market dataready · fetched 2026-11-13T01:26:36.308Z

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 · 2026-11-13T01:00:05.380162244Z

FundamentalsTradr ETFs · ready · as of 2026-11-12 · fetched 2026-11-13T01:25:56.129081+00:00

Share price$6.19
1D+7.7%
AH$5.71$5.85$5.99$6.13$6.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONX
Sold putSold callAH

Tradr 2X Long ON Daily ETF options

Live interpolated ONX call and put midpoint premiums by absolute delta.Tradr 2X Long ON Daily ETF$0.18$0.60$1.03$1.46$1.88$3.98$5.01$6.05$7.08$8.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONX spot · $6.19ONX PRICE$0.23$0.25$0.28$0.30$0.35$0.40$0.45$0.50$0.55$0.64$0.75$0.85$0.95$0.25$0.29$0.34$0.38$0.43$0.54$0.65$0.76$0.87$0.98$1.17$1.46$1.76
PutsExpensive1.06×
CallsCheap0.91×
SkewBearish+6.81 pp
Implied moveBearish±$1.10
TiltBearish20.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.28265.2%53.6%5.00212.3%23.2%
25Δ8.04213.9%34.0%5.26195.5%19.9%
30Δ7.49186.4%25.4%5.51178.7%16.5%
35Δ6.98161.3%17.7%5.76161.9%13.2%
40Δ6.79154.0%15.4%6.01145.7%9.9%
45Δ6.60146.7%13.1%6.18145.3%8.8%
50Δ6.41139.4%10.7%6.36145.0%7.7%
55Δ6.21132.1%8.4%6.54144.7%6.7%
60Δ6.02124.8%6.0%6.72144.4%5.6%
65Δ5.86121.1%5.1%6.89144.1%4.5%
70Δ5.71117.9%4.3%7.14146.6%3.6%
75Δ5.55114.7%3.5%7.47153.2%2.9%
80Δ5.40111.5%2.7%7.81159.9%2.2%

20Δ

Calls
Pseudo strike
9.28
IV
265.2%
B/E move
53.6%
Puts
Pseudo strike
5.00
IV
212.3%
B/E move
23.2%

25Δ

Calls
Pseudo strike
8.04
IV
213.9%
B/E move
34.0%
Puts
Pseudo strike
5.26
IV
195.5%
B/E move
19.9%

30Δ

Calls
Pseudo strike
7.49
IV
186.4%
B/E move
25.4%
Puts
Pseudo strike
5.51
IV
178.7%
B/E move
16.5%

35Δ

Calls
Pseudo strike
6.98
IV
161.3%
B/E move
17.7%
Puts
Pseudo strike
5.76
IV
161.9%
B/E move
13.2%

40Δ

Calls
Pseudo strike
6.79
IV
154.0%
B/E move
15.4%
Puts
Pseudo strike
6.01
IV
145.7%
B/E move
9.9%

45Δ

Calls
Pseudo strike
6.60
IV
146.7%
B/E move
13.1%
Puts
Pseudo strike
6.18
IV
145.3%
B/E move
8.8%

50Δ

Calls
Pseudo strike
6.41
IV
139.4%
B/E move
10.7%
Puts
Pseudo strike
6.36
IV
145.0%
B/E move
7.7%

55Δ

Calls
Pseudo strike
6.21
IV
132.1%
B/E move
8.4%
Puts
Pseudo strike
6.54
IV
144.7%
B/E move
6.7%

60Δ

Calls
Pseudo strike
6.02
IV
124.8%
B/E move
6.0%
Puts
Pseudo strike
6.72
IV
144.4%
B/E move
5.6%

65Δ

Calls
Pseudo strike
5.86
IV
121.1%
B/E move
5.1%
Puts
Pseudo strike
6.89
IV
144.1%
B/E move
4.5%

70Δ

Calls
Pseudo strike
5.71
IV
117.9%
B/E move
4.3%
Puts
Pseudo strike
7.14
IV
146.6%
B/E move
3.6%

75Δ

Calls
Pseudo strike
5.55
IV
114.7%
B/E move
3.5%
Puts
Pseudo strike
7.47
IV
153.2%
B/E move
2.9%

80Δ

Calls
Pseudo strike
5.40
IV
111.5%
B/E move
2.7%
Puts
Pseudo strike
7.81
IV
159.9%
B/E move
2.2%

Options history

IV · four-Friday blend114.21%
Daily EOD
ONX114.1%114.2%114.3%2026-10-30: 114.21%Oct 30
1 observations2026-10-30 — 2026-10-30
Table
DateIV (%)
114.21%