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Tradr 2X Long SMR Daily ETF SMU

i

Market dataready · fetched 2026-11-11T15:57:14.816Z

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 · 2026-11-11T15:56:03.57487219Z

FundamentalsTradr ETFs · ready · as of 2026-11-10 · fetched 2026-11-11T15:57:14.153408+00:00

Share price$6.51
1D-4.4%
$6.23$6.41$6.59$6.77$6.955:30 AM6:30 AM9:00 AM1:00 PMSMU
Sold putSold call

Tradr 2X Long SMR Daily ETF options

Live interpolated SMU call and put midpoint premiums by absolute delta.Tradr 2X Long SMR Daily ETF$0.18$0.97$1.75$2.54$3.32$3.00$4.73$6.45$8.18$9.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMU spot · $6.51SMU PRICE$0.27$0.31$0.32$0.41$0.50$0.59$0.67$0.75$0.83$0.92$1.04$1.20$1.37$0.32$0.38$0.44$0.54$0.72$0.90$1.08$1.26$1.44$1.61$1.79$2.69$3.10
PutsCheap0.74×
CallsCheap0.74×
SkewBearish+8.92 pp
Implied moveBearish±$1.75
TiltBearish27.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.61285.3%67.1%5.10231.0%26.6%
25Δ9.31245.9%47.7%5.44211.8%22.3%
30Δ8.02192.1%28.2%5.78192.6%17.9%
35Δ7.71194.0%24.8%6.09183.1%14.7%
40Δ7.42196.7%21.7%6.36191.2%13.3%
45Δ7.13199.4%18.5%6.63199.4%12.0%
50Δ6.86196.2%15.7%6.89207.6%10.7%
55Δ6.61188.4%13.1%7.16207.4%9.3%
60Δ6.36180.5%10.5%7.44201.6%7.8%
65Δ6.11172.6%7.9%7.71195.7%6.3%
70Δ5.86167.8%6.1%7.99189.9%4.8%
75Δ5.62165.5%4.9%8.92229.1%4.4%
80Δ5.38163.1%3.7%9.39223.0%3.3%

20Δ

Calls
Pseudo strike
10.61
IV
285.3%
B/E move
67.1%
Puts
Pseudo strike
5.10
IV
231.0%
B/E move
26.6%

25Δ

Calls
Pseudo strike
9.31
IV
245.9%
B/E move
47.7%
Puts
Pseudo strike
5.44
IV
211.8%
B/E move
22.3%

30Δ

Calls
Pseudo strike
8.02
IV
192.1%
B/E move
28.2%
Puts
Pseudo strike
5.78
IV
192.6%
B/E move
17.9%

35Δ

Calls
Pseudo strike
7.71
IV
194.0%
B/E move
24.8%
Puts
Pseudo strike
6.09
IV
183.1%
B/E move
14.7%

40Δ

Calls
Pseudo strike
7.42
IV
196.7%
B/E move
21.7%
Puts
Pseudo strike
6.36
IV
191.2%
B/E move
13.3%

45Δ

Calls
Pseudo strike
7.13
IV
199.4%
B/E move
18.5%
Puts
Pseudo strike
6.63
IV
199.4%
B/E move
12.0%

50Δ

Calls
Pseudo strike
6.86
IV
196.2%
B/E move
15.7%
Puts
Pseudo strike
6.89
IV
207.6%
B/E move
10.7%

55Δ

Calls
Pseudo strike
6.61
IV
188.4%
B/E move
13.1%
Puts
Pseudo strike
7.16
IV
207.4%
B/E move
9.3%

60Δ

Calls
Pseudo strike
6.36
IV
180.5%
B/E move
10.5%
Puts
Pseudo strike
7.44
IV
201.6%
B/E move
7.8%

65Δ

Calls
Pseudo strike
6.11
IV
172.6%
B/E move
7.9%
Puts
Pseudo strike
7.71
IV
195.7%
B/E move
6.3%

70Δ

Calls
Pseudo strike
5.86
IV
167.8%
B/E move
6.1%
Puts
Pseudo strike
7.99
IV
189.9%
B/E move
4.8%

75Δ

Calls
Pseudo strike
5.62
IV
165.5%
B/E move
4.9%
Puts
Pseudo strike
8.92
IV
229.1%
B/E move
4.4%

80Δ

Calls
Pseudo strike
5.38
IV
163.1%
B/E move
3.7%
Puts
Pseudo strike
9.39
IV
223.0%
B/E move
3.3%

Options history

IV · four-Friday blend175.77%
Daily EOD
SMU165.4%171.6%177.8%2026-10-19: 166.30%2026-10-20: 167.53%2026-10-21: 174.48%2026-10-22: 175.93%2026-10-23: 173.61%2026-10-26: 176.95%2026-10-28: 175.77%Oct 19Oct 22Oct 28
7 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
166.30%
167.53%
174.48%
175.93%
173.61%
176.95%
175.77%