IntraAlpha
Create free account Start free

Tradr 2X Long SITM Daily ETF SITX

i

Market dataready · fetched 2026-10-23T16:43:35.600Z

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 · 2026-10-23T15:22:38.65047557Z

FundamentalsTradr ETFs · ready · as of 2026-10-22 · fetched 2026-10-23T16:37:49.492208+00:00

Share price$9.60
1D+2.1%
$8.95$9.13$9.30$9.47$9.655:30 AM6:30 AM9:00 AM1:00 PMSITX
Sold putSold call

Tradr 2X Long SITM Daily ETF options

Live interpolated SITX call and put midpoint premiums by absolute delta.Tradr 2X Long SITM Daily ETF$2.49$5.81$9.14$12.47$15.79$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESITX PRICE$2.85$3.98$5.53$8.37$11.77$14.83
PutsExpensive1.18×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ11.33163.9%11.6%
60Δ12.54185.5%10.8%
65Δ14.20207.0%9.7%
70Δ17.13241.0%8.7%
75Δ20.69262.1%7.1%
80Δ23.93269.3%5.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.33
IV
163.9%
B/E move
11.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.54
IV
185.5%
B/E move
10.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.20
IV
207.0%
B/E move
9.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.13
IV
241.0%
B/E move
8.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.69
IV
262.1%
B/E move
7.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.93
IV
269.3%
B/E move
5.2%

Options history

No recorded observations