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Tradr 2X Short ORCL Daily ETF ORCZ

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Market dataready · fetched 2026-11-12T06:54:06.490Z

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 · 2026-11-12T01:00:05.467519375Z

FundamentalsTradr ETFs · ready · as of 2026-11-11 · fetched 2026-11-12T06:54:05.867886+00:00

Share price$16.76
1D-8.4%
AH$15.85$16.55$17.24$17.94$18.635:30 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$0.26$1.15$2.04$2.94$3.83$10.68$14.02$17.36$20.69$24.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORCZ spot · $16.76ORCZ PRICE$0.35$0.46$0.58$0.68$0.81$1.00$1.20$1.40$1.60$1.83$2.10$2.42$3.00$0.46$0.61$0.74$0.88$1.08$1.31$1.55$1.84$2.12$2.43$2.74$3.15$3.58
PutsCheap0.73×
CallsCheap0.76×
SkewBearish+1.01 pp
Implied moveBearish±$2.75
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.45138.1%24.1%14.29146.1%17.4%
25Δ19.60134.5%19.6%14.84145.3%15.1%
30Δ19.00134.7%16.8%15.34140.6%12.9%
35Δ18.41128.4%13.9%15.83134.2%10.8%
40Δ17.88125.4%11.5%16.28133.3%9.3%
45Δ17.50130.4%10.4%16.70135.3%8.2%
50Δ17.11135.3%9.2%17.13136.7%7.1%
55Δ16.69136.1%7.9%17.58136.9%6.1%
60Δ16.27135.3%6.6%18.03137.0%5.1%
65Δ15.84135.0%5.4%18.49134.6%4.2%
70Δ15.39135.6%4.4%18.95132.2%3.3%
75Δ14.92137.5%3.4%19.48129.9%2.5%
80Δ14.23150.4%2.8%20.03127.7%1.8%

20Δ

Calls
Pseudo strike
20.45
IV
138.1%
B/E move
24.1%
Puts
Pseudo strike
14.29
IV
146.1%
B/E move
17.4%

25Δ

Calls
Pseudo strike
19.60
IV
134.5%
B/E move
19.6%
Puts
Pseudo strike
14.84
IV
145.3%
B/E move
15.1%

30Δ

Calls
Pseudo strike
19.00
IV
134.7%
B/E move
16.8%
Puts
Pseudo strike
15.34
IV
140.6%
B/E move
12.9%

35Δ

Calls
Pseudo strike
18.41
IV
128.4%
B/E move
13.9%
Puts
Pseudo strike
15.83
IV
134.2%
B/E move
10.8%

40Δ

Calls
Pseudo strike
17.88
IV
125.4%
B/E move
11.5%
Puts
Pseudo strike
16.28
IV
133.3%
B/E move
9.3%

45Δ

Calls
Pseudo strike
17.50
IV
130.4%
B/E move
10.4%
Puts
Pseudo strike
16.70
IV
135.3%
B/E move
8.2%

50Δ

Calls
Pseudo strike
17.11
IV
135.3%
B/E move
9.2%
Puts
Pseudo strike
17.13
IV
136.7%
B/E move
7.1%

55Δ

Calls
Pseudo strike
16.69
IV
136.1%
B/E move
7.9%
Puts
Pseudo strike
17.58
IV
136.9%
B/E move
6.1%

60Δ

Calls
Pseudo strike
16.27
IV
135.3%
B/E move
6.6%
Puts
Pseudo strike
18.03
IV
137.0%
B/E move
5.1%

65Δ

Calls
Pseudo strike
15.84
IV
135.0%
B/E move
5.4%
Puts
Pseudo strike
18.49
IV
134.6%
B/E move
4.2%

70Δ

Calls
Pseudo strike
15.39
IV
135.6%
B/E move
4.4%
Puts
Pseudo strike
18.95
IV
132.2%
B/E move
3.3%

75Δ

Calls
Pseudo strike
14.92
IV
137.5%
B/E move
3.4%
Puts
Pseudo strike
19.48
IV
129.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
14.23
IV
150.4%
B/E move
2.8%
Puts
Pseudo strike
20.03
IV
127.7%
B/E move
1.8%

Options history

IV · four-Friday blend116.68%
Daily EOD
ORCZ102.6%110.2%117.7%2026-10-29: 103.68%2026-10-30: 116.68%Oct 29Oct 30
2 observations2026-10-29 — 2026-10-30
Table
DateIV (%)
103.68%
116.68%