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Investment Managers Series Trust II Tradr 2X Long SPY Quarterly ETF SPYQ

i

Market dataready · fetched 2026-11-12T03:13:07.915Z

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 · 2026-11-11T21:00:00.335690309Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:13:07.591568+00:00

Share price$188.92
1D+0.0%
AH$189.34$189.38$189.43$189.48$189.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPYQ
Sold putSold callAH

Investment Managers Series Trust II Tradr 2X Long SPY Quarterly ETF options

Live interpolated SPYQ call and put midpoint premiums by absolute delta.Investment Managers Series Trust II Tradr 2X Long SPY Quarterly ETF$0.73$3.15$5.57$7.99$10.41$161.75$174.55$187.36$200.16$212.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SPYQ spot · $188.92SPYQ PRICE$0.99$1.15$1.41$1.77$2.33$2.94$3.56$4.21$4.94$6.00$7.17$8.87$9.71$1.29$1.62$2.11$2.47$2.79$3.29$3.93$4.14$4.49$4.86$5.33$5.93
Puts——
CallsCheap0.48×
Skew——
Implied moveBullish±$6.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ197.1731.1%4.9%180.2038.3%5.3%
25Δ194.7227.0%3.7%182.3735.7%4.3%
30Δ193.2725.5%3.0%
35Δ192.2525.9%2.7%185.9629.5%2.7%
40Δ191.3928.1%2.5%187.1628.4%2.2%
45Δ190.4329.9%2.4%188.2627.0%1.8%
50Δ189.3231.0%2.1%189.2927.0%1.5%
55Δ188.1631.5%1.8%190.3027.8%1.4%
60Δ186.9532.0%1.6%191.1525.2%1.0%
65Δ185.5333.8%1.4%191.9723.7%0.8%
70Δ183.9835.2%1.2%192.7222.3%0.6%
75Δ181.9638.0%1.0%193.5121.2%0.4%
80Δ180.6136.0%0.7%194.3720.3%0.3%

20Δ

Calls
Pseudo strike
197.17
IV
31.1%
B/E move
4.9%
Puts
Pseudo strike
180.20
IV
38.3%
B/E move
5.3%

25Δ

Calls
Pseudo strike
194.72
IV
27.0%
B/E move
3.7%
Puts
Pseudo strike
182.37
IV
35.7%
B/E move
4.3%

30Δ

Calls
Pseudo strike
193.27
IV
25.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
192.25
IV
25.9%
B/E move
2.7%
Puts
Pseudo strike
185.96
IV
29.5%
B/E move
2.7%

40Δ

Calls
Pseudo strike
191.39
IV
28.1%
B/E move
2.5%
Puts
Pseudo strike
187.16
IV
28.4%
B/E move
2.2%

45Δ

Calls
Pseudo strike
190.43
IV
29.9%
B/E move
2.4%
Puts
Pseudo strike
188.26
IV
27.0%
B/E move
1.8%

50Δ

Calls
Pseudo strike
189.32
IV
31.0%
B/E move
2.1%
Puts
Pseudo strike
189.29
IV
27.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
188.16
IV
31.5%
B/E move
1.8%
Puts
Pseudo strike
190.30
IV
27.8%
B/E move
1.4%

60Δ

Calls
Pseudo strike
186.95
IV
32.0%
B/E move
1.6%
Puts
Pseudo strike
191.15
IV
25.2%
B/E move
1.0%

65Δ

Calls
Pseudo strike
185.53
IV
33.8%
B/E move
1.4%
Puts
Pseudo strike
191.97
IV
23.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
183.98
IV
35.2%
B/E move
1.2%
Puts
Pseudo strike
192.72
IV
22.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
181.96
IV
38.0%
B/E move
1.0%
Puts
Pseudo strike
193.51
IV
21.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
180.61
IV
36.0%
B/E move
0.7%
Puts
Pseudo strike
194.37
IV
20.3%
B/E move
0.3%

Options history

IV · four-Friday blend29.35%
Daily EOD
SPYQ26.2%27.9%29.6%2026-10-19: 26.54%2026-10-20: 26.39%2026-10-21: 26.46%2026-10-22: 28.51%2026-10-23: 29.07%2026-10-26: 27.91%2026-10-27: 27.46%2026-10-28: 26.91%2026-10-29: 26.89%2026-10-30: 29.35%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.54%
26.39%
26.46%
28.51%
29.07%
27.91%
27.46%
26.91%
26.89%
29.35%