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Tradr 2X Long SITM Daily ETF SITX

i

Market dataready · fetched 2026-11-13T01:43:09.615Z

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 · 2026-11-13T01:00:06.656923784Z

FundamentalsTradr ETFs · ready · as of 2026-11-12 · fetched 2026-11-13T01:43:09.222788+00:00

Share price$9.11
1D+7.4%
AH$8.40$8.70$8.99$9.29$9.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSITX
Sold putSold callAH

Tradr 2X Long SITM Daily ETF options

Live interpolated SITX call and put midpoint premiums by absolute delta.Tradr 2X Long SITM Daily ETF$0.33$1.18$2.03$2.88$3.73$4.06$6.70$9.34$11.97$14.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SITX spot · $9.11SITX PRICE$0.42$0.47$0.54$0.62$0.68$0.77$0.89$1.02$1.15$1.30$1.44$1.62$1.91$0.53$0.60$0.67$0.75$0.83$0.96$1.16$1.35$1.59$1.94$2.29$2.93$3.49
PutsCheap0.72×
CallsCheap0.65×
SkewBullish-15.81 pp
Implied moveBearish±$2.05
TiltBearish19.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.29359.0%83.5%7.00285.1%28.9%
25Δ13.24287.2%50.5%7.57251.4%23.4%
30Δ11.89254.0%36.4%8.09221.6%18.6%
35Δ11.06235.7%28.2%8.44203.5%15.5%
40Δ10.41214.4%21.8%8.80185.4%12.5%
45Δ9.88199.0%16.9%9.13175.3%10.3%
50Δ9.53195.6%14.3%9.45176.1%9.0%
55Δ9.17192.2%11.8%9.77177.0%7.7%
60Δ8.84188.1%9.7%10.11178.9%6.4%
65Δ8.53183.4%7.9%10.55184.0%5.5%
70Δ8.23178.7%6.1%10.99189.1%4.5%
75Δ7.90176.1%4.6%11.69203.4%3.7%
80Δ7.52179.3%3.5%12.34206.3%2.9%

20Δ

Calls
Pseudo strike
16.29
IV
359.0%
B/E move
83.5%
Puts
Pseudo strike
7.00
IV
285.1%
B/E move
28.9%

25Δ

Calls
Pseudo strike
13.24
IV
287.2%
B/E move
50.5%
Puts
Pseudo strike
7.57
IV
251.4%
B/E move
23.4%

30Δ

Calls
Pseudo strike
11.89
IV
254.0%
B/E move
36.4%
Puts
Pseudo strike
8.09
IV
221.6%
B/E move
18.6%

35Δ

Calls
Pseudo strike
11.06
IV
235.7%
B/E move
28.2%
Puts
Pseudo strike
8.44
IV
203.5%
B/E move
15.5%

40Δ

Calls
Pseudo strike
10.41
IV
214.4%
B/E move
21.8%
Puts
Pseudo strike
8.80
IV
185.4%
B/E move
12.5%

45Δ

Calls
Pseudo strike
9.88
IV
199.0%
B/E move
16.9%
Puts
Pseudo strike
9.13
IV
175.3%
B/E move
10.3%

50Δ

Calls
Pseudo strike
9.53
IV
195.6%
B/E move
14.3%
Puts
Pseudo strike
9.45
IV
176.1%
B/E move
9.0%

55Δ

Calls
Pseudo strike
9.17
IV
192.2%
B/E move
11.8%
Puts
Pseudo strike
9.77
IV
177.0%
B/E move
7.7%

60Δ

Calls
Pseudo strike
8.84
IV
188.1%
B/E move
9.7%
Puts
Pseudo strike
10.11
IV
178.9%
B/E move
6.4%

65Δ

Calls
Pseudo strike
8.53
IV
183.4%
B/E move
7.9%
Puts
Pseudo strike
10.55
IV
184.0%
B/E move
5.5%

70Δ

Calls
Pseudo strike
8.23
IV
178.7%
B/E move
6.1%
Puts
Pseudo strike
10.99
IV
189.1%
B/E move
4.5%

75Δ

Calls
Pseudo strike
7.90
IV
176.1%
B/E move
4.6%
Puts
Pseudo strike
11.69
IV
203.4%
B/E move
3.7%

80Δ

Calls
Pseudo strike
7.52
IV
179.3%
B/E move
3.5%
Puts
Pseudo strike
12.34
IV
206.3%
B/E move
2.9%

Options history

IV · four-Friday blend210.65%
Daily EOD
SITX210.4%210.6%210.9%2026-10-26: 210.65%Oct 26
1 observations2026-10-26 — 2026-10-26
Table
DateIV (%)
210.65%