Tradr 2X Long PATH Daily ETF PATX
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Market dataready · fetched 2026-11-12T02:57:21.443Z
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: 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 dataPriceAlpaca · sip · 2026-11-12T01:00:05.668048503Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:49:31.543081+00:00
Tradr 2X Long PATH Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.96 | 105.0% | 18.2% | 7.85 | 161.4% | 19.6% |
| 25Δ | 10.70 | 104.8% | 16.0% | 8.24 | 147.4% | 16.2% |
| 30Δ | 10.44 | 104.5% | 13.9% | 8.55 | 139.7% | 13.7% |
| 35Δ | 10.18 | 104.3% | 11.8% | 8.86 | 132.1% | 11.3% |
| 40Δ | 9.94 | 104.3% | 10.0% | 9.11 | 125.5% | 9.5% |
| 45Δ | 9.74 | 105.0% | 8.9% | 9.32 | 120.0% | 8.2% |
| 50Δ | 9.55 | 105.7% | 7.7% | 9.52 | 114.4% | 6.9% |
| 55Δ | 9.35 | 106.4% | 6.6% | 9.73 | 108.9% | 5.6% |
| 60Δ | 9.15 | 107.1% | 5.5% | 9.93 | 103.3% | 4.2% |
| 65Δ | 8.94 | 108.1% | 4.5% | 10.15 | 100.5% | 3.4% |
| 70Δ | 8.69 | 110.2% | 3.8% | 10.39 | 99.2% | 2.8% |
| 75Δ | 8.44 | 112.3% | 3.1% | 10.62 | 97.8% | 2.2% |
| 80Δ | 8.19 | 114.3% | 2.3% | 10.85 | 96.5% | 1.5% |
20Δ
- Pseudo strike
- 10.96
- IV
- 105.0%
- B/E move
- 18.2%
- Pseudo strike
- 7.85
- IV
- 161.4%
- B/E move
- 19.6%
25Δ
- Pseudo strike
- 10.70
- IV
- 104.8%
- B/E move
- 16.0%
- Pseudo strike
- 8.24
- IV
- 147.4%
- B/E move
- 16.2%
30Δ
- Pseudo strike
- 10.44
- IV
- 104.5%
- B/E move
- 13.9%
- Pseudo strike
- 8.55
- IV
- 139.7%
- B/E move
- 13.7%
35Δ
- Pseudo strike
- 10.18
- IV
- 104.3%
- B/E move
- 11.8%
- Pseudo strike
- 8.86
- IV
- 132.1%
- B/E move
- 11.3%
40Δ
- Pseudo strike
- 9.94
- IV
- 104.3%
- B/E move
- 10.0%
- Pseudo strike
- 9.11
- IV
- 125.5%
- B/E move
- 9.5%
45Δ
- Pseudo strike
- 9.74
- IV
- 105.0%
- B/E move
- 8.9%
- Pseudo strike
- 9.32
- IV
- 120.0%
- B/E move
- 8.2%
50Δ
- Pseudo strike
- 9.55
- IV
- 105.7%
- B/E move
- 7.7%
- Pseudo strike
- 9.52
- IV
- 114.4%
- B/E move
- 6.9%
55Δ
- Pseudo strike
- 9.35
- IV
- 106.4%
- B/E move
- 6.6%
- Pseudo strike
- 9.73
- IV
- 108.9%
- B/E move
- 5.6%
60Δ
- Pseudo strike
- 9.15
- IV
- 107.1%
- B/E move
- 5.5%
- Pseudo strike
- 9.93
- IV
- 103.3%
- B/E move
- 4.2%
65Δ
- Pseudo strike
- 8.94
- IV
- 108.1%
- B/E move
- 4.5%
- Pseudo strike
- 10.15
- IV
- 100.5%
- B/E move
- 3.4%
70Δ
- Pseudo strike
- 8.69
- IV
- 110.2%
- B/E move
- 3.8%
- Pseudo strike
- 10.39
- IV
- 99.2%
- B/E move
- 2.8%
75Δ
- Pseudo strike
- 8.44
- IV
- 112.3%
- B/E move
- 3.1%
- Pseudo strike
- 10.62
- IV
- 97.8%
- B/E move
- 2.2%
80Δ
- Pseudo strike
- 8.19
- IV
- 114.3%
- B/E move
- 2.3%
- Pseudo strike
- 10.85
- IV
- 96.5%
- B/E move
- 1.5%
Options history
Table
| Date | IV (%) |
|---|---|
| 124.41% | |
| 122.61% | |
| 122.02% | |
| 122.05% | |
| 121.28% | |
| 123.12% | |
| 124.16% | |
| 122.44% | |
| 124.07% | |
| 126.00% |