Tradr 2X Long QNT Daily ETF QNTU
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Market dataready · fetched 2026-11-13T02:49:24.948Z
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 · 2026-11-13T01:00:06.227540176Z
FundamentalsTradr ETFs · ready · as of 2026-11-12 · fetched 2026-11-13T02:40:16.638920+00:00
Tradr 2X Long QNT Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.49 | 547.4% | 176.0% | 2.51 | 374.2% | 35.7% |
| 25Δ | 5.97 | 379.4% | 76.0% | 2.86 | 294.6% | 26.4% |
| 30Δ | 5.02 | 319.9% | 49.7% | 3.09 | 257.9% | 21.2% |
| 35Δ | 4.62 | 290.0% | 39.1% | 3.25 | 250.6% | 18.9% |
| 40Δ | 4.23 | 260.7% | 28.8% | 3.40 | 243.3% | 16.6% |
| 45Δ | 3.94 | 238.5% | 21.7% | 3.55 | 236.0% | 14.3% |
| 50Δ | 3.81 | 226.1% | 19.0% | 3.71 | 228.7% | 12.0% |
| 55Δ | 3.67 | 213.6% | 16.3% | 3.86 | 221.3% | 9.7% |
| 60Δ | 3.53 | 201.2% | 13.6% | 4.03 | 216.0% | 7.6% |
| 65Δ | 3.40 | 188.7% | 10.9% | 4.31 | 228.7% | 6.6% |
| 70Δ | 3.26 | 176.3% | 8.1% | 4.60 | 241.4% | 5.5% |
| 75Δ | 3.12 | 163.8% | 5.4% | 4.89 | 254.1% | 4.5% |
| 80Δ | 5.29 | 263.2% | 3.5% | |||
20Δ
- Pseudo strike
- 9.49
- IV
- 547.4%
- B/E move
- 176.0%
- Pseudo strike
- 2.51
- IV
- 374.2%
- B/E move
- 35.7%
25Δ
- Pseudo strike
- 5.97
- IV
- 379.4%
- B/E move
- 76.0%
- Pseudo strike
- 2.86
- IV
- 294.6%
- B/E move
- 26.4%
30Δ
- Pseudo strike
- 5.02
- IV
- 319.9%
- B/E move
- 49.7%
- Pseudo strike
- 3.09
- IV
- 257.9%
- B/E move
- 21.2%
35Δ
- Pseudo strike
- 4.62
- IV
- 290.0%
- B/E move
- 39.1%
- Pseudo strike
- 3.25
- IV
- 250.6%
- B/E move
- 18.9%
40Δ
- Pseudo strike
- 4.23
- IV
- 260.7%
- B/E move
- 28.8%
- Pseudo strike
- 3.40
- IV
- 243.3%
- B/E move
- 16.6%
45Δ
- Pseudo strike
- 3.94
- IV
- 238.5%
- B/E move
- 21.7%
- Pseudo strike
- 3.55
- IV
- 236.0%
- B/E move
- 14.3%
50Δ
- Pseudo strike
- 3.81
- IV
- 226.1%
- B/E move
- 19.0%
- Pseudo strike
- 3.71
- IV
- 228.7%
- B/E move
- 12.0%
55Δ
- Pseudo strike
- 3.67
- IV
- 213.6%
- B/E move
- 16.3%
- Pseudo strike
- 3.86
- IV
- 221.3%
- B/E move
- 9.7%
60Δ
- Pseudo strike
- 3.53
- IV
- 201.2%
- B/E move
- 13.6%
- Pseudo strike
- 4.03
- IV
- 216.0%
- B/E move
- 7.6%
65Δ
- Pseudo strike
- 3.40
- IV
- 188.7%
- B/E move
- 10.9%
- Pseudo strike
- 4.31
- IV
- 228.7%
- B/E move
- 6.6%
70Δ
- Pseudo strike
- 3.26
- IV
- 176.3%
- B/E move
- 8.1%
- Pseudo strike
- 4.60
- IV
- 241.4%
- B/E move
- 5.5%
75Δ
- Pseudo strike
- 3.12
- IV
- 163.8%
- B/E move
- 5.4%
- Pseudo strike
- 4.89
- IV
- 254.1%
- B/E move
- 4.5%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.29
- IV
- 263.2%
- B/E move
- 3.5%
Options history
No recorded observations