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Investment Managers Series Trust II Tradr 2X Long Innovation 100 Quarterly ETF QQQP

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Market datapartial · fetched 2026-10-22T23:23:50.952Z

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 · 2026-10-22T20:00:00.664998772Z

FundamentalsAlpha Vantage · unavailable

Share price$208.44
1D-2.5%
AH$208$210$211$213$2145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQQQP
Sold putSold callAH

Investment Managers Series Trust II Tradr 2X Long Innovation 100 Quarterly ETF options

Live interpolated QQQP call and put midpoint premiums by absolute delta.Investment Managers Series Trust II Tradr 2X Long Innovation 100 Quarterly ETF$1.90$8.72$15.54$22.36$29.18$170.29$191.03$211.77$232.51$253.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQP spot · $208.44QQQP PRICE$2.64$3.59$4.65$5.66$6.97$8.44$10.14$11.99$14.10$16.68$19.73$23.13$27.19$4.41$5.58$6.86$8.20$9.75$11.36$13.06$14.90$17.07$19.47$21.89$24.01$27.21
PutsExpensive1.39×
CallsExpensive2.38×
SkewBearish+3.93 pp
Implied moveBearish±$23.21
TiltBearish8.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ232.8642.2%13.0%183.2761.8%14.2%
25Δ228.7343.2%11.5%189.6358.5%11.7%
30Δ225.0044.3%10.2%194.8456.3%9.8%
35Δ220.9543.6%8.7%199.4454.3%8.3%
40Δ217.5144.3%7.7%203.5453.2%7.0%
45Δ214.2345.5%6.8%207.4551.9%5.9%
50Δ210.8946.7%6.0%211.2250.7%4.9%
55Δ207.4347.6%5.3%214.8949.6%4.1%
60Δ203.8148.6%4.5%218.5948.8%3.3%
65Δ199.9550.5%3.9%222.3848.1%2.7%
70Δ195.6552.3%3.3%226.0946.9%2.0%
75Δ190.9953.6%2.7%229.4744.7%1.4%
80Δ185.7254.9%2.1%233.6743.5%1.0%

20Δ

Calls
Pseudo strike
232.86
IV
42.2%
B/E move
13.0%
Puts
Pseudo strike
183.27
IV
61.8%
B/E move
14.2%

25Δ

Calls
Pseudo strike
228.73
IV
43.2%
B/E move
11.5%
Puts
Pseudo strike
189.63
IV
58.5%
B/E move
11.7%

30Δ

Calls
Pseudo strike
225.00
IV
44.3%
B/E move
10.2%
Puts
Pseudo strike
194.84
IV
56.3%
B/E move
9.8%

35Δ

Calls
Pseudo strike
220.95
IV
43.6%
B/E move
8.7%
Puts
Pseudo strike
199.44
IV
54.3%
B/E move
8.3%

40Δ

Calls
Pseudo strike
217.51
IV
44.3%
B/E move
7.7%
Puts
Pseudo strike
203.54
IV
53.2%
B/E move
7.0%

45Δ

Calls
Pseudo strike
214.23
IV
45.5%
B/E move
6.8%
Puts
Pseudo strike
207.45
IV
51.9%
B/E move
5.9%

50Δ

Calls
Pseudo strike
210.89
IV
46.7%
B/E move
6.0%
Puts
Pseudo strike
211.22
IV
50.7%
B/E move
4.9%

55Δ

Calls
Pseudo strike
207.43
IV
47.6%
B/E move
5.3%
Puts
Pseudo strike
214.89
IV
49.6%
B/E move
4.1%

60Δ

Calls
Pseudo strike
203.81
IV
48.6%
B/E move
4.5%
Puts
Pseudo strike
218.59
IV
48.8%
B/E move
3.3%

65Δ

Calls
Pseudo strike
199.95
IV
50.5%
B/E move
3.9%
Puts
Pseudo strike
222.38
IV
48.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
195.65
IV
52.3%
B/E move
3.3%
Puts
Pseudo strike
226.09
IV
46.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
190.99
IV
53.6%
B/E move
2.7%
Puts
Pseudo strike
229.47
IV
44.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
185.72
IV
54.9%
B/E move
2.1%
Puts
Pseudo strike
233.67
IV
43.5%
B/E move
1.0%

Options history

No recorded observations