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Tradr 2X Long RGTI Daily ETF RGTU

i

Market dataready · fetched 2026-11-13T01:30:48.293Z

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 · 2026-11-13T01:00:06.428099361Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:30:47.871426+00:00

Share price$3.91
1D-8.1%
AH$3.87$4.01$4.14$4.27$4.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRGTU
Sold putSold callAH

Tradr 2X Long RGTI Daily ETF options

Live interpolated RGTU call and put midpoint premiums by absolute delta.Tradr 2X Long RGTI Daily ETF$0.14$0.52$0.89$1.27$1.65$1.62$2.97$4.33$5.69$7.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RGTU spot · $3.91RGTU PRICE$0.18$0.21$0.24$0.27$0.30$0.33$0.36$0.42$0.51$0.59$0.67$0.75$0.84$0.21$0.24$0.27$0.30$0.34$0.37$0.42$0.57$0.73$0.89$1.04$1.20$1.54
PutsCheap0.64×
CallsCheap0.86×
SkewBullish-20.44 pp
Implied moveBearish±$0.78
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.87349.1%80.4%3.03266.9%27.8%
25Δ5.84300.6%54.6%3.19247.4%24.5%
30Δ5.23267.0%39.8%3.36227.9%21.1%
35Δ4.84242.8%30.8%3.52208.4%17.7%
40Δ4.60224.0%25.2%3.69188.9%14.3%
45Δ4.35205.3%19.7%3.86169.4%10.9%
50Δ4.10186.5%14.1%4.02153.5%7.8%
55Δ3.92178.3%11.0%4.21161.9%7.0%
60Δ3.78177.1%9.6%4.40170.4%6.1%
65Δ3.64175.9%8.2%4.59178.8%5.3%
70Δ3.50174.7%6.8%4.78187.3%4.5%
75Δ3.37173.5%5.4%4.96195.8%3.6%
80Δ3.23172.3%4.0%5.34204.9%2.8%

20Δ

Calls
Pseudo strike
6.87
IV
349.1%
B/E move
80.4%
Puts
Pseudo strike
3.03
IV
266.9%
B/E move
27.8%

25Δ

Calls
Pseudo strike
5.84
IV
300.6%
B/E move
54.6%
Puts
Pseudo strike
3.19
IV
247.4%
B/E move
24.5%

30Δ

Calls
Pseudo strike
5.23
IV
267.0%
B/E move
39.8%
Puts
Pseudo strike
3.36
IV
227.9%
B/E move
21.1%

35Δ

Calls
Pseudo strike
4.84
IV
242.8%
B/E move
30.8%
Puts
Pseudo strike
3.52
IV
208.4%
B/E move
17.7%

40Δ

Calls
Pseudo strike
4.60
IV
224.0%
B/E move
25.2%
Puts
Pseudo strike
3.69
IV
188.9%
B/E move
14.3%

45Δ

Calls
Pseudo strike
4.35
IV
205.3%
B/E move
19.7%
Puts
Pseudo strike
3.86
IV
169.4%
B/E move
10.9%

50Δ

Calls
Pseudo strike
4.10
IV
186.5%
B/E move
14.1%
Puts
Pseudo strike
4.02
IV
153.5%
B/E move
7.8%

55Δ

Calls
Pseudo strike
3.92
IV
178.3%
B/E move
11.0%
Puts
Pseudo strike
4.21
IV
161.9%
B/E move
7.0%

60Δ

Calls
Pseudo strike
3.78
IV
177.1%
B/E move
9.6%
Puts
Pseudo strike
4.40
IV
170.4%
B/E move
6.1%

65Δ

Calls
Pseudo strike
3.64
IV
175.9%
B/E move
8.2%
Puts
Pseudo strike
4.59
IV
178.8%
B/E move
5.3%

70Δ

Calls
Pseudo strike
3.50
IV
174.7%
B/E move
6.8%
Puts
Pseudo strike
4.78
IV
187.3%
B/E move
4.5%

75Δ

Calls
Pseudo strike
3.37
IV
173.5%
B/E move
5.4%
Puts
Pseudo strike
4.96
IV
195.8%
B/E move
3.6%

80Δ

Calls
Pseudo strike
3.23
IV
172.3%
B/E move
4.0%
Puts
Pseudo strike
5.34
IV
204.9%
B/E move
2.8%

Options history

IV · four-Friday blend157.72%
Daily EOD
RGTU146.5%152.5%158.6%2026-10-19: 150.65%2026-10-20: 148.42%2026-10-21: 147.30%2026-10-22: 148.63%2026-10-23: 151.03%2026-10-26: 151.51%2026-10-27: 149.97%2026-10-28: 152.76%2026-10-29: 153.28%2026-10-30: 157.72%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
150.65%
148.42%
147.30%
148.63%
151.03%
151.51%
149.97%
152.76%
153.28%
157.72%