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Tradr 2X Short ORCL Daily ETF ORCZ

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Market dataready · fetched 2026-10-23T04:44:12.030Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:05.513200334Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T04:44:10.467488+00:00

Share price$20.02
1D+1.8%
AH$19.25$19.67$20.09$20.51$20.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMORCZ
Sold putSold callAH

Tradr 2X Short ORCL Daily ETF options

Live interpolated ORCZ call and put midpoint premiums by absolute delta.Tradr 2X Short ORCL Daily ETF$0.68$2.19$3.70$5.21$6.71$11.55$15.77$19.99$24.21$28.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORCZ spot · $20.02ORCZ PRICE$1.15$1.39$1.65$1.94$2.18$2.53$2.88$3.24$3.68$4.18$4.75$0.85$1.15$1.49$1.85$2.29$2.80$3.43$4.22$5.09$6.28
PutsFair1.03×
CallsFair1.04×
SkewBearish+1.07 pp
Implied moveBearish±$5.61
TiltBalanced0.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.13115.9%23.6%
25Δ17.01117.1%20.8%
30Δ25.87129.7%34.9%17.85117.3%18.3%
35Δ24.53128.0%29.5%18.68117.0%16.0%
40Δ23.32126.0%24.7%19.50117.9%14.0%
45Δ22.28125.1%21.0%20.35119.6%12.3%
50Δ21.23119.6%16.9%21.29122.7%10.8%
55Δ20.35120.0%14.3%22.34127.2%9.5%
60Δ19.51118.9%11.9%23.49129.9%8.1%
65Δ18.68116.5%9.5%24.91135.7%6.9%
70Δ17.86116.1%7.6%
75Δ17.03115.9%5.9%
80Δ16.16114.7%4.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.13
IV
115.9%
B/E move
23.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.01
IV
117.1%
B/E move
20.8%

30Δ

Calls
Pseudo strike
25.87
IV
129.7%
B/E move
34.9%
Puts
Pseudo strike
17.85
IV
117.3%
B/E move
18.3%

35Δ

Calls
Pseudo strike
24.53
IV
128.0%
B/E move
29.5%
Puts
Pseudo strike
18.68
IV
117.0%
B/E move
16.0%

40Δ

Calls
Pseudo strike
23.32
IV
126.0%
B/E move
24.7%
Puts
Pseudo strike
19.50
IV
117.9%
B/E move
14.0%

45Δ

Calls
Pseudo strike
22.28
IV
125.1%
B/E move
21.0%
Puts
Pseudo strike
20.35
IV
119.6%
B/E move
12.3%

50Δ

Calls
Pseudo strike
21.23
IV
119.6%
B/E move
16.9%
Puts
Pseudo strike
21.29
IV
122.7%
B/E move
10.8%

55Δ

Calls
Pseudo strike
20.35
IV
120.0%
B/E move
14.3%
Puts
Pseudo strike
22.34
IV
127.2%
B/E move
9.5%

60Δ

Calls
Pseudo strike
19.51
IV
118.9%
B/E move
11.9%
Puts
Pseudo strike
23.49
IV
129.9%
B/E move
8.1%

65Δ

Calls
Pseudo strike
18.68
IV
116.5%
B/E move
9.5%
Puts
Pseudo strike
24.91
IV
135.7%
B/E move
6.9%

70Δ

Calls
Pseudo strike
17.86
IV
116.1%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
17.03
IV
115.9%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.16
IV
114.7%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations