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Investment Managers Series Trust II Tradr 1X Short Innovation Daily ETF SARK

i

Market dataready · fetched 2026-11-12T03:12:34.142Z

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 · 2026-11-11T23:50:31.566718562Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:12:33.671557+00:00

Share price$26.70
1D+0.4%
AH$25.81$25.94$26.07$26.20$26.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSARK
Sold putSold callAH

Investment Managers Series Trust II Tradr 1X Short Innovation Daily ETF options

Live interpolated SARK call and put midpoint premiums by absolute delta.Investment Managers Series Trust II Tradr 1X Short Innovation Daily ETF$0.14$2.35$4.56$6.78$8.99$22.77$24.60$26.43$28.26$30.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SARK spot · $26.70SARK PRICE$0.38$0.38$0.38$0.43$0.48$0.53$0.57$0.61$0.66$0.70$0.74$0.78$0.82$0.38$0.42$0.54$0.67$0.80$0.93$1.06$1.28$1.62$1.99$2.83$4.64$8.35
PutsExpensive1.36×
CallsCheap0.63×
SkewBearish+37.22 pp
Implied moveBearish±$1.63
TiltBearish54.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.2186.8%14.6%24.3077.8%10.4%
25Δ28.7764.6%9.2%25.1263.5%7.5%
30Δ27.9550.7%6.1%25.4863.5%6.6%
35Δ27.6346.6%5.1%25.8463.5%5.7%
40Δ27.3042.6%4.0%26.1862.6%4.9%
45Δ26.9938.6%3.1%26.5161.0%4.2%
50Δ26.8536.1%2.7%26.8359.3%3.5%
55Δ26.7133.6%2.3%27.2060.6%2.9%
60Δ26.5731.2%2.0%27.6264.9%2.6%
65Δ26.4328.7%1.6%28.0670.1%2.3%
70Δ26.2826.2%1.2%28.9284.7%2.3%
75Δ26.1423.7%0.8%30.71115.1%2.4%
80Δ26.0021.2%0.5%34.40167.7%2.4%

20Δ

Calls
Pseudo strike
30.21
IV
86.8%
B/E move
14.6%
Puts
Pseudo strike
24.30
IV
77.8%
B/E move
10.4%

25Δ

Calls
Pseudo strike
28.77
IV
64.6%
B/E move
9.2%
Puts
Pseudo strike
25.12
IV
63.5%
B/E move
7.5%

30Δ

Calls
Pseudo strike
27.95
IV
50.7%
B/E move
6.1%
Puts
Pseudo strike
25.48
IV
63.5%
B/E move
6.6%

35Δ

Calls
Pseudo strike
27.63
IV
46.6%
B/E move
5.1%
Puts
Pseudo strike
25.84
IV
63.5%
B/E move
5.7%

40Δ

Calls
Pseudo strike
27.30
IV
42.6%
B/E move
4.0%
Puts
Pseudo strike
26.18
IV
62.6%
B/E move
4.9%

45Δ

Calls
Pseudo strike
26.99
IV
38.6%
B/E move
3.1%
Puts
Pseudo strike
26.51
IV
61.0%
B/E move
4.2%

50Δ

Calls
Pseudo strike
26.85
IV
36.1%
B/E move
2.7%
Puts
Pseudo strike
26.83
IV
59.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
26.71
IV
33.6%
B/E move
2.3%
Puts
Pseudo strike
27.20
IV
60.6%
B/E move
2.9%

60Δ

Calls
Pseudo strike
26.57
IV
31.2%
B/E move
2.0%
Puts
Pseudo strike
27.62
IV
64.9%
B/E move
2.6%

65Δ

Calls
Pseudo strike
26.43
IV
28.7%
B/E move
1.6%
Puts
Pseudo strike
28.06
IV
70.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
26.28
IV
26.2%
B/E move
1.2%
Puts
Pseudo strike
28.92
IV
84.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
26.14
IV
23.7%
B/E move
0.8%
Puts
Pseudo strike
30.71
IV
115.1%
B/E move
2.4%

80Δ

Calls
Pseudo strike
26.00
IV
21.2%
B/E move
0.5%
Puts
Pseudo strike
34.40
IV
167.7%
B/E move
2.4%

Options history

IV · four-Friday blend48.20%
Daily EOD
SARK46.9%48.3%49.8%2026-10-19: 48.28%2026-10-20: 47.83%2026-10-21: 47.11%2026-10-22: 49.08%2026-10-23: 48.21%2026-10-26: 48.67%2026-10-27: 47.93%2026-10-28: 47.37%2026-10-29: 49.57%2026-10-30: 48.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.28%
47.83%
47.11%
49.08%
48.21%
48.67%
47.93%
47.37%
49.57%
48.20%