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

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Market datapartial · fetched 2026-10-22T23:30:44.082Z

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 · 2026-10-22T21:26:36.699638602Z

FundamentalsAlpha Vantage · unavailable

Share price$25.74
1D+2.6%
AH$24.86$25.12$25.38$25.63$25.895:30 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$0.13$1.95$3.76$5.57$7.38$21.09$23.06$25.03$27.00$28.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SARK spot · $25.74SARK PRICE$0.33$0.38$0.49$0.60$0.68$0.76$0.86$1.00$1.14$1.29$1.44$1.60$1.76$0.42$0.54$0.70$0.89$1.09$1.31$1.55$1.88$2.25$2.81$3.60$4.62$6.86
PutsExpensive1.60×
CallsFair0.97×
SkewBearish+20.84 pp
Implied moveBearish±$2.41
TiltBearish39.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.8443.2%13.3%23.2248.4%11.4%
25Δ27.8737.0%9.8%23.8246.6%9.5%
30Δ27.4436.9%8.5%24.3146.7%8.3%
35Δ27.0236.8%7.3%24.7447.6%7.3%
40Δ26.6434.9%6.2%25.1848.2%6.4%
45Δ26.2732.9%5.0%25.6248.4%5.6%
50Δ25.9231.3%4.1%26.0748.7%4.7%
55Δ25.6430.9%3.5%26.5750.1%4.1%
60Δ25.3630.5%3.0%27.0951.7%3.5%
65Δ25.0830.1%2.4%27.7755.2%3.0%
70Δ24.8229.1%2.0%28.6760.4%2.6%
75Δ24.5627.8%1.6%29.8066.0%2.2%
80Δ24.3026.5%1.3%32.1180.9%1.9%

20Δ

Calls
Pseudo strike
28.84
IV
43.2%
B/E move
13.3%
Puts
Pseudo strike
23.22
IV
48.4%
B/E move
11.4%

25Δ

Calls
Pseudo strike
27.87
IV
37.0%
B/E move
9.8%
Puts
Pseudo strike
23.82
IV
46.6%
B/E move
9.5%

30Δ

Calls
Pseudo strike
27.44
IV
36.9%
B/E move
8.5%
Puts
Pseudo strike
24.31
IV
46.7%
B/E move
8.3%

35Δ

Calls
Pseudo strike
27.02
IV
36.8%
B/E move
7.3%
Puts
Pseudo strike
24.74
IV
47.6%
B/E move
7.3%

40Δ

Calls
Pseudo strike
26.64
IV
34.9%
B/E move
6.2%
Puts
Pseudo strike
25.18
IV
48.2%
B/E move
6.4%

45Δ

Calls
Pseudo strike
26.27
IV
32.9%
B/E move
5.0%
Puts
Pseudo strike
25.62
IV
48.4%
B/E move
5.6%

50Δ

Calls
Pseudo strike
25.92
IV
31.3%
B/E move
4.1%
Puts
Pseudo strike
26.07
IV
48.7%
B/E move
4.7%

55Δ

Calls
Pseudo strike
25.64
IV
30.9%
B/E move
3.5%
Puts
Pseudo strike
26.57
IV
50.1%
B/E move
4.1%

60Δ

Calls
Pseudo strike
25.36
IV
30.5%
B/E move
3.0%
Puts
Pseudo strike
27.09
IV
51.7%
B/E move
3.5%

65Δ

Calls
Pseudo strike
25.08
IV
30.1%
B/E move
2.4%
Puts
Pseudo strike
27.77
IV
55.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
24.82
IV
29.1%
B/E move
2.0%
Puts
Pseudo strike
28.67
IV
60.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
24.56
IV
27.8%
B/E move
1.6%
Puts
Pseudo strike
29.80
IV
66.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
24.30
IV
26.5%
B/E move
1.3%
Puts
Pseudo strike
32.11
IV
80.9%
B/E move
1.9%

Options history

No recorded observations