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Tradr 2X Long RMBS Daily ETF RMBX

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Market datapartial · fetched 2026-10-23T04:43:41.571Z

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 · 2026-10-23T00:00:06.351397203Z

FundamentalsAlpha Vantage · unavailable

Share price$8.58
1D-1.7%
AH$8.50$8.57$8.65$8.72$8.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRMBX
Sold putSold callAH

Tradr 2X Long RMBS Daily ETF options

Live interpolated RMBX call and put midpoint premiums by absolute delta.Tradr 2X Long RMBS Daily ETF$0.46$1.91$3.36$4.82$6.27$2.99$6.57$10.15$13.73$17.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RMBX spot · $8.58RMBX PRICE$0.62$0.73$0.82$0.93$1.07$1.24$1.43$1.64$1.87$2.13$2.41$2.80$0.76$0.89$1.08$1.29$1.57$1.86$2.24$2.68$3.27$3.82$4.43$5.12$5.85
PutsExpensive1.05×
CallsExpensive1.50×
SkewBullish-6.27 pp
Implied moveBearish±$3.48
TiltBearish32.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.22209.8%36.4%
25Δ16.33229.1%97.5%6.93185.9%29.6%
30Δ13.94209.9%71.0%7.49178.0%25.4%
35Δ12.13187.9%50.9%8.02172.0%21.5%
40Δ10.99174.7%38.9%8.54170.3%18.8%
45Δ10.26171.9%32.1%9.05168.7%16.2%
50Δ9.64170.8%26.8%9.62169.1%14.0%
55Δ9.07170.6%22.4%10.23170.8%12.0%
60Δ8.54171.1%18.7%10.96175.4%10.4%
65Δ8.02171.6%15.2%11.67173.0%8.5%
70Δ7.51172.0%12.4%12.43170.8%6.8%
75Δ6.99172.4%9.5%13.26168.6%5.1%
80Δ6.41174.9%7.3%14.12164.3%3.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.22
IV
209.8%
B/E move
36.4%

25Δ

Calls
Pseudo strike
16.33
IV
229.1%
B/E move
97.5%
Puts
Pseudo strike
6.93
IV
185.9%
B/E move
29.6%

30Δ

Calls
Pseudo strike
13.94
IV
209.9%
B/E move
71.0%
Puts
Pseudo strike
7.49
IV
178.0%
B/E move
25.4%

35Δ

Calls
Pseudo strike
12.13
IV
187.9%
B/E move
50.9%
Puts
Pseudo strike
8.02
IV
172.0%
B/E move
21.5%

40Δ

Calls
Pseudo strike
10.99
IV
174.7%
B/E move
38.9%
Puts
Pseudo strike
8.54
IV
170.3%
B/E move
18.8%

45Δ

Calls
Pseudo strike
10.26
IV
171.9%
B/E move
32.1%
Puts
Pseudo strike
9.05
IV
168.7%
B/E move
16.2%

50Δ

Calls
Pseudo strike
9.64
IV
170.8%
B/E move
26.8%
Puts
Pseudo strike
9.62
IV
169.1%
B/E move
14.0%

55Δ

Calls
Pseudo strike
9.07
IV
170.6%
B/E move
22.4%
Puts
Pseudo strike
10.23
IV
170.8%
B/E move
12.0%

60Δ

Calls
Pseudo strike
8.54
IV
171.1%
B/E move
18.7%
Puts
Pseudo strike
10.96
IV
175.4%
B/E move
10.4%

65Δ

Calls
Pseudo strike
8.02
IV
171.6%
B/E move
15.2%
Puts
Pseudo strike
11.67
IV
173.0%
B/E move
8.5%

70Δ

Calls
Pseudo strike
7.51
IV
172.0%
B/E move
12.4%
Puts
Pseudo strike
12.43
IV
170.8%
B/E move
6.8%

75Δ

Calls
Pseudo strike
6.99
IV
172.4%
B/E move
9.5%
Puts
Pseudo strike
13.26
IV
168.6%
B/E move
5.1%

80Δ

Calls
Pseudo strike
6.41
IV
174.9%
B/E move
7.3%
Puts
Pseudo strike
14.12
IV
164.3%
B/E move
3.6%

Options history

No recorded observations