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

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Market datapartial · fetched 2026-10-22T23:28:45.580Z

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 · 2026-10-22T20:00:00.48685035Z

FundamentalsAlpha Vantage · unavailable

Share price$191.64
1D+0.1%
AH$196.48$196.57$196.66$196.74$196.835:30 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$1.01$5.17$9.33$13.49$17.65$170.60$180.59$190.59$200.58$210.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPYQ spot · $191.64SPYQ PRICE$1.46$1.98$2.49$3.15$3.85$4.63$5.63$6.58$7.99$9.40$11.12$13.20$16.45$2.51$3.18$3.84$4.58$5.34$6.06$6.98$8.06$9.19$10.26$11.81$13.33$15.56
PutsExpensive1.57×
CallsFair1.01×
SkewBearish+3.91 pp
Implied moveBearish±$12.61
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ204.5324.8%7.5%176.0739.4%9.4%
25Δ202.2825.0%6.6%180.0437.4%7.7%
30Δ200.0325.1%5.7%183.3435.4%6.3%
35Δ198.2125.7%5.1%186.1134.1%5.3%
40Δ196.3926.1%4.5%188.5932.8%4.4%
45Δ194.5826.4%3.9%190.8631.3%3.6%
50Δ192.8227.4%3.6%192.9630.7%3.0%
55Δ190.9527.5%3.1%195.0330.3%2.4%
60Δ188.9329.0%2.8%197.0729.8%2.0%
65Δ186.7929.7%2.4%199.0128.8%1.5%
70Δ184.4030.7%2.0%201.2228.5%1.2%
75Δ181.6931.8%1.7%203.4127.9%0.8%
80Δ177.9134.3%1.4%206.2228.0%0.5%

20Δ

Calls
Pseudo strike
204.53
IV
24.8%
B/E move
7.5%
Puts
Pseudo strike
176.07
IV
39.4%
B/E move
9.4%

25Δ

Calls
Pseudo strike
202.28
IV
25.0%
B/E move
6.6%
Puts
Pseudo strike
180.04
IV
37.4%
B/E move
7.7%

30Δ

Calls
Pseudo strike
200.03
IV
25.1%
B/E move
5.7%
Puts
Pseudo strike
183.34
IV
35.4%
B/E move
6.3%

35Δ

Calls
Pseudo strike
198.21
IV
25.7%
B/E move
5.1%
Puts
Pseudo strike
186.11
IV
34.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
196.39
IV
26.1%
B/E move
4.5%
Puts
Pseudo strike
188.59
IV
32.8%
B/E move
4.4%

45Δ

Calls
Pseudo strike
194.58
IV
26.4%
B/E move
3.9%
Puts
Pseudo strike
190.86
IV
31.3%
B/E move
3.6%

50Δ

Calls
Pseudo strike
192.82
IV
27.4%
B/E move
3.6%
Puts
Pseudo strike
192.96
IV
30.7%
B/E move
3.0%

55Δ

Calls
Pseudo strike
190.95
IV
27.5%
B/E move
3.1%
Puts
Pseudo strike
195.03
IV
30.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
188.93
IV
29.0%
B/E move
2.8%
Puts
Pseudo strike
197.07
IV
29.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
186.79
IV
29.7%
B/E move
2.4%
Puts
Pseudo strike
199.01
IV
28.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
184.40
IV
30.7%
B/E move
2.0%
Puts
Pseudo strike
201.22
IV
28.5%
B/E move
1.2%

75Δ

Calls
Pseudo strike
181.69
IV
31.8%
B/E move
1.7%
Puts
Pseudo strike
203.41
IV
27.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
177.91
IV
34.3%
B/E move
1.4%
Puts
Pseudo strike
206.22
IV
28.0%
B/E move
0.5%

Options history

No recorded observations