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Tradr 2X Long STX Daily ETF STXX

i

Market dataready · fetched 2026-11-12T03:16:24.547Z

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 · 2026-11-12T01:00:07.090386538Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:16:24.079777+00:00

Share price$14.38
1D+2.8%
AH$13.53$13.96$14.38$14.81$15.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTXX
Sold putSold callAH

Tradr 2X Long STX Daily ETF options

Live interpolated STXX call and put midpoint premiums by absolute delta.Tradr 2X Long STX Daily ETF$0.41$1.58$2.75$3.92$5.09$7.40$10.76$14.13$17.49$20.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STXX spot · $14.38STXX PRICE$0.54$0.60$0.70$0.81$0.97$1.17$1.38$1.68$1.96$2.16$2.37$2.71$3.10$0.65$0.77$0.92$1.15$1.40$1.52$1.62$1.82$2.11$2.60$3.49$4.05$4.75
PutsCheap0.68×
CallsCheap0.87×
SkewBullish-17.61 pp
Implied moveBearish±$3.00
TiltBearish14.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.17260.6%57.9%11.40223.5%25.3%
25Δ18.96212.1%36.0%12.26195.8%20.1%
30Δ17.58190.8%27.1%12.89183.4%16.8%
35Δ16.65177.4%21.4%13.43181.7%14.6%
40Δ16.02174.8%18.2%13.95182.3%12.7%
45Δ15.50177.9%16.0%14.37169.2%10.6%
50Δ14.99181.3%13.8%14.79154.5%8.4%
55Δ14.48189.6%12.3%15.22146.8%6.8%
60Δ13.96196.7%10.8%15.67145.9%5.7%
65Δ13.44187.2%8.5%16.28153.0%4.9%
70Δ12.92179.1%6.4%17.23173.4%4.4%
75Δ12.39179.2%5.0%17.94175.1%3.4%
80Δ11.81181.3%3.7%18.77174.7%2.5%

20Δ

Calls
Pseudo strike
22.17
IV
260.6%
B/E move
57.9%
Puts
Pseudo strike
11.40
IV
223.5%
B/E move
25.3%

25Δ

Calls
Pseudo strike
18.96
IV
212.1%
B/E move
36.0%
Puts
Pseudo strike
12.26
IV
195.8%
B/E move
20.1%

30Δ

Calls
Pseudo strike
17.58
IV
190.8%
B/E move
27.1%
Puts
Pseudo strike
12.89
IV
183.4%
B/E move
16.8%

35Δ

Calls
Pseudo strike
16.65
IV
177.4%
B/E move
21.4%
Puts
Pseudo strike
13.43
IV
181.7%
B/E move
14.6%

40Δ

Calls
Pseudo strike
16.02
IV
174.8%
B/E move
18.2%
Puts
Pseudo strike
13.95
IV
182.3%
B/E move
12.7%

45Δ

Calls
Pseudo strike
15.50
IV
177.9%
B/E move
16.0%
Puts
Pseudo strike
14.37
IV
169.2%
B/E move
10.6%

50Δ

Calls
Pseudo strike
14.99
IV
181.3%
B/E move
13.8%
Puts
Pseudo strike
14.79
IV
154.5%
B/E move
8.4%

55Δ

Calls
Pseudo strike
14.48
IV
189.6%
B/E move
12.3%
Puts
Pseudo strike
15.22
IV
146.8%
B/E move
6.8%

60Δ

Calls
Pseudo strike
13.96
IV
196.7%
B/E move
10.8%
Puts
Pseudo strike
15.67
IV
145.9%
B/E move
5.7%

65Δ

Calls
Pseudo strike
13.44
IV
187.2%
B/E move
8.5%
Puts
Pseudo strike
16.28
IV
153.0%
B/E move
4.9%

70Δ

Calls
Pseudo strike
12.92
IV
179.1%
B/E move
6.4%
Puts
Pseudo strike
17.23
IV
173.4%
B/E move
4.4%

75Δ

Calls
Pseudo strike
12.39
IV
179.2%
B/E move
5.0%
Puts
Pseudo strike
17.94
IV
175.1%
B/E move
3.4%

80Δ

Calls
Pseudo strike
11.81
IV
181.3%
B/E move
3.7%
Puts
Pseudo strike
18.77
IV
174.7%
B/E move
2.5%

Options history

IV · four-Friday blend122.65%
Daily EOD
STXX112.0%133.8%155.6%2026-10-20: 152.59%2026-10-22: 123.77%2026-10-23: 136.36%2026-10-26: 131.67%2026-10-29: 114.96%2026-10-30: 122.65%Oct 20Oct 23Oct 30
6 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
152.59%
123.77%
136.36%
131.67%
114.96%
122.65%