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Tradr 2X Long SITM Daily ETF SITX

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Market dataready · fetched 2026-10-23T02:24:27.624Z

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 · 2026-10-23T00:00:06.715173519Z

FundamentalsTradr ETFs · ready · as of 2026-10-22 · fetched 2026-10-23T02:22:26.064534+00:00

Share price$9.62
1D-12.1%
AH$9.23$9.61$9.98$10.36$10.745:30 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$2.18$4.58$6.97$9.37$11.77$0.68$7.48$14.29$21.09$27.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SITX spot · $9.62SITX PRICE$2.50$2.50$2.50$2.50$2.45$2.44$2.87$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.75$3.70$4.82$5.82$8.95$11.08
PutsExpensive1.27×
CallsExpensive1.62×
SkewBullish-10.59 pp
Implied moveBalanced±$5.00
TiltBearish50.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.11413.3%52.1%
25Δ8.02343.5%42.7%
30Δ8.76293.2%34.9%
35Δ9.39253.1%28.4%
40Δ9.96217.8%22.5%
45Δ10.35193.3%18.4%
50Δ19.11416.2%124.7%10.73169.8%14.4%
55Δ13.16328.4%62.8%11.27157.2%11.3%
60Δ10.60266.4%36.2%12.32173.2%10.3%
65Δ9.24219.7%22.1%13.57185.6%9.0%
70Δ8.54180.7%14.3%14.74189.5%7.3%
75Δ7.95146.6%8.0%17.95223.5%6.4%
80Δ7.35152.9%6.3%20.25226.9%4.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.11
IV
413.3%
B/E move
52.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.02
IV
343.5%
B/E move
42.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.76
IV
293.2%
B/E move
34.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.39
IV
253.1%
B/E move
28.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.96
IV
217.8%
B/E move
22.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.35
IV
193.3%
B/E move
18.4%

50Δ

Calls
Pseudo strike
19.11
IV
416.2%
B/E move
124.7%
Puts
Pseudo strike
10.73
IV
169.8%
B/E move
14.4%

55Δ

Calls
Pseudo strike
13.16
IV
328.4%
B/E move
62.8%
Puts
Pseudo strike
11.27
IV
157.2%
B/E move
11.3%

60Δ

Calls
Pseudo strike
10.60
IV
266.4%
B/E move
36.2%
Puts
Pseudo strike
12.32
IV
173.2%
B/E move
10.3%

65Δ

Calls
Pseudo strike
9.24
IV
219.7%
B/E move
22.1%
Puts
Pseudo strike
13.57
IV
185.6%
B/E move
9.0%

70Δ

Calls
Pseudo strike
8.54
IV
180.7%
B/E move
14.3%
Puts
Pseudo strike
14.74
IV
189.5%
B/E move
7.3%

75Δ

Calls
Pseudo strike
7.95
IV
146.6%
B/E move
8.0%
Puts
Pseudo strike
17.95
IV
223.5%
B/E move
6.4%

80Δ

Calls
Pseudo strike
7.35
IV
152.9%
B/E move
6.3%
Puts
Pseudo strike
20.25
IV
226.9%
B/E move
4.7%

Options history

No recorded observations