Tradr 2X Long QBTS Daily ETF QBTX
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Market dataready · fetched 2026-11-13T02:49:32.328Z
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 · 2026-11-13T01:00:06.055281068Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:49:31.922860+00:00
Tradr 2X Long QBTS Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.71 | 280.9% | 57.9% | 5.66 | 194.9% | 22.4% |
| 25Δ | 9.49 | 246.3% | 41.1% | 5.98 | 195.1% | 19.0% |
| 30Δ | 8.73 | 221.4% | 30.8% | 6.23 | 192.4% | 16.8% |
| 35Δ | 8.27 | 211.4% | 25.2% | 6.48 | 189.5% | 14.8% |
| 40Δ | 7.88 | 206.4% | 20.9% | 6.73 | 186.6% | 12.7% |
| 45Δ | 7.60 | 208.4% | 18.3% | 6.97 | 183.7% | 10.6% |
| 50Δ | 7.31 | 210.4% | 15.8% | 7.22 | 181.5% | 9.2% |
| 55Δ | 7.03 | 212.4% | 13.2% | 7.46 | 179.5% | 7.9% |
| 60Δ | 6.78 | 204.2% | 11.0% | 7.71 | 177.4% | 6.6% |
| 65Δ | 6.53 | 195.0% | 8.9% | 7.95 | 175.3% | 5.3% |
| 70Δ | 6.29 | 185.8% | 6.8% | 8.41 | 188.0% | 4.4% |
| 75Δ | 6.04 | 176.6% | 4.7% | 8.91 | 204.0% | 3.7% |
| 80Δ | 5.77 | 171.0% | 3.5% | 9.61 | 218.1% | 2.9% |
20Δ
- Pseudo strike
- 10.71
- IV
- 280.9%
- B/E move
- 57.9%
- Pseudo strike
- 5.66
- IV
- 194.9%
- B/E move
- 22.4%
25Δ
- Pseudo strike
- 9.49
- IV
- 246.3%
- B/E move
- 41.1%
- Pseudo strike
- 5.98
- IV
- 195.1%
- B/E move
- 19.0%
30Δ
- Pseudo strike
- 8.73
- IV
- 221.4%
- B/E move
- 30.8%
- Pseudo strike
- 6.23
- IV
- 192.4%
- B/E move
- 16.8%
35Δ
- Pseudo strike
- 8.27
- IV
- 211.4%
- B/E move
- 25.2%
- Pseudo strike
- 6.48
- IV
- 189.5%
- B/E move
- 14.8%
40Δ
- Pseudo strike
- 7.88
- IV
- 206.4%
- B/E move
- 20.9%
- Pseudo strike
- 6.73
- IV
- 186.6%
- B/E move
- 12.7%
45Δ
- Pseudo strike
- 7.60
- IV
- 208.4%
- B/E move
- 18.3%
- Pseudo strike
- 6.97
- IV
- 183.7%
- B/E move
- 10.6%
50Δ
- Pseudo strike
- 7.31
- IV
- 210.4%
- B/E move
- 15.8%
- Pseudo strike
- 7.22
- IV
- 181.5%
- B/E move
- 9.2%
55Δ
- Pseudo strike
- 7.03
- IV
- 212.4%
- B/E move
- 13.2%
- Pseudo strike
- 7.46
- IV
- 179.5%
- B/E move
- 7.9%
60Δ
- Pseudo strike
- 6.78
- IV
- 204.2%
- B/E move
- 11.0%
- Pseudo strike
- 7.71
- IV
- 177.4%
- B/E move
- 6.6%
65Δ
- Pseudo strike
- 6.53
- IV
- 195.0%
- B/E move
- 8.9%
- Pseudo strike
- 7.95
- IV
- 175.3%
- B/E move
- 5.3%
70Δ
- Pseudo strike
- 6.29
- IV
- 185.8%
- B/E move
- 6.8%
- Pseudo strike
- 8.41
- IV
- 188.0%
- B/E move
- 4.4%
75Δ
- Pseudo strike
- 6.04
- IV
- 176.6%
- B/E move
- 4.7%
- Pseudo strike
- 8.91
- IV
- 204.0%
- B/E move
- 3.7%
80Δ
- Pseudo strike
- 5.77
- IV
- 171.0%
- B/E move
- 3.5%
- Pseudo strike
- 9.61
- IV
- 218.1%
- B/E move
- 2.9%
Options history
No recorded observations