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

i

Market dataready · fetched 2026-11-12T17:29:08.399Z

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 · 2026-11-11T21:00:00.600377514Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T17:29:07.838326+00:00

Share price$198.90
1D-0.0%
AH$188.50$188.82$189.14$189.47$189.795:30 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$1.71$5.61$9.52$13.42$17.33$160.63$176.73$192.83$208.93$225.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive QQQP spot · $198.90QQQP PRICE$2.13$2.80$3.46$4.23$5.03$5.88$7.01$8.28$9.80$11.60$13.79$16.20$3.83$4.50$5.47$6.34$7.24$8.22$9.21$10.51$11.80$13.59
Puts——
Calls——
Skew——
Implied moveBearish±$12.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ209.9050.2%6.6%
30Δ207.7951.0%5.9%
35Δ205.6751.7%5.1%193.7552.8%4.5%
40Δ203.6452.0%4.5%195.8451.3%3.8%
45Δ201.6552.2%3.9%197.7552.2%3.3%
50Δ199.6752.5%3.3%199.6451.4%2.8%
55Δ197.7153.9%2.9%201.4649.9%2.4%
60Δ195.6455.2%2.5%203.2848.9%1.9%
65Δ193.4056.8%2.2%205.1047.8%1.5%
70Δ190.9158.5%1.8%207.0046.7%1.2%
75Δ188.0560.3%1.5%208.9045.7%0.9%
80Δ185.0062.3%1.2%211.2245.2%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
209.90
IV
50.2%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
207.79
IV
51.0%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
205.67
IV
51.7%
B/E move
5.1%
Puts
Pseudo strike
193.75
IV
52.8%
B/E move
4.5%

40Δ

Calls
Pseudo strike
203.64
IV
52.0%
B/E move
4.5%
Puts
Pseudo strike
195.84
IV
51.3%
B/E move
3.8%

45Δ

Calls
Pseudo strike
201.65
IV
52.2%
B/E move
3.9%
Puts
Pseudo strike
197.75
IV
52.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
199.67
IV
52.5%
B/E move
3.3%
Puts
Pseudo strike
199.64
IV
51.4%
B/E move
2.8%

55Δ

Calls
Pseudo strike
197.71
IV
53.9%
B/E move
2.9%
Puts
Pseudo strike
201.46
IV
49.9%
B/E move
2.4%

60Δ

Calls
Pseudo strike
195.64
IV
55.2%
B/E move
2.5%
Puts
Pseudo strike
203.28
IV
48.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
193.40
IV
56.8%
B/E move
2.2%
Puts
Pseudo strike
205.10
IV
47.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
190.91
IV
58.5%
B/E move
1.8%
Puts
Pseudo strike
207.00
IV
46.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
188.05
IV
60.3%
B/E move
1.5%
Puts
Pseudo strike
208.90
IV
45.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
185.00
IV
62.3%
B/E move
1.2%
Puts
Pseudo strike
211.22
IV
45.2%
B/E move
0.6%

Options history

IV · four-Friday blend45.95%
Daily EOD
QQQP38.4%42.4%46.5%2026-10-19: 38.95%2026-10-20: 39.74%2026-10-21: 39.42%2026-10-22: 44.75%2026-10-23: 44.01%2026-10-26: 41.96%2026-10-27: 41.01%2026-10-28: 39.98%2026-10-29: 40.02%2026-10-30: 45.95%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.95%
39.74%
39.42%
44.75%
44.01%
41.96%
41.01%
39.98%
40.02%
45.95%