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Investment Managers Series Trust II Tradr 2X Long Innovation ETF TARK

i

Market dataready · fetched 2026-11-12T03:10:16.278Z

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 · 2026-11-11T22:44:13.85716932Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:10:15.886132+00:00

Share price$39.76
1D-1.7%
AH$40.11$40.51$40.92$41.32$41.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTARK
Sold putSold callAH

Investment Managers Series Trust II Tradr 2X Long Innovation ETF options

Live interpolated TARK call and put midpoint premiums by absolute delta.Investment Managers Series Trust II Tradr 2X Long Innovation ETF$0.47$2.08$3.69$5.30$6.91$30.70$34.75$38.80$42.85$46.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TARK spot · $39.76TARK PRICE$0.64$0.89$1.11$1.40$1.69$1.81$2.39$2.91$3.44$4.11$4.68$6.45$0.65$0.83$1.00$1.21$1.45$1.69$1.93$2.26$2.54$2.73$2.92$3.25$4.76
PutsCheap0.60×
Calls——
Skew——
Implied moveBullish±$4.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.9399.2%17.1%35.7787.6%11.7%
25Δ45.02103.9%15.5%36.7483.3%9.7%
30Δ43.81101.2%13.0%37.5678.9%8.0%
35Δ42.94103.5%11.5%38.2776.4%6.8%
40Δ42.03103.9%10.0%38.8976.0%5.9%
45Δ40.9692.8%7.6%39.4774.1%5.0%
50Δ40.30104.8%7.4%40.0672.0%4.1%
55Δ39.53111.5%6.7%40.6371.8%3.5%
60Δ38.63114.7%5.8%41.1570.0%2.9%
65Δ37.66120.2%5.0%41.5965.4%2.2%
70Δ36.72120.4%4.1%42.0360.8%1.6%
75Δ42.5258.3%1.2%
80Δ34.34127.0%2.6%44.0872.4%1.1%

20Δ

Calls
Pseudo strike
45.93
IV
99.2%
B/E move
17.1%
Puts
Pseudo strike
35.77
IV
87.6%
B/E move
11.7%

25Δ

Calls
Pseudo strike
45.02
IV
103.9%
B/E move
15.5%
Puts
Pseudo strike
36.74
IV
83.3%
B/E move
9.7%

30Δ

Calls
Pseudo strike
43.81
IV
101.2%
B/E move
13.0%
Puts
Pseudo strike
37.56
IV
78.9%
B/E move
8.0%

35Δ

Calls
Pseudo strike
42.94
IV
103.5%
B/E move
11.5%
Puts
Pseudo strike
38.27
IV
76.4%
B/E move
6.8%

40Δ

Calls
Pseudo strike
42.03
IV
103.9%
B/E move
10.0%
Puts
Pseudo strike
38.89
IV
76.0%
B/E move
5.9%

45Δ

Calls
Pseudo strike
40.96
IV
92.8%
B/E move
7.6%
Puts
Pseudo strike
39.47
IV
74.1%
B/E move
5.0%

50Δ

Calls
Pseudo strike
40.30
IV
104.8%
B/E move
7.4%
Puts
Pseudo strike
40.06
IV
72.0%
B/E move
4.1%

55Δ

Calls
Pseudo strike
39.53
IV
111.5%
B/E move
6.7%
Puts
Pseudo strike
40.63
IV
71.8%
B/E move
3.5%

60Δ

Calls
Pseudo strike
38.63
IV
114.7%
B/E move
5.8%
Puts
Pseudo strike
41.15
IV
70.0%
B/E move
2.9%

65Δ

Calls
Pseudo strike
37.66
IV
120.2%
B/E move
5.0%
Puts
Pseudo strike
41.59
IV
65.4%
B/E move
2.2%

70Δ

Calls
Pseudo strike
36.72
IV
120.4%
B/E move
4.1%
Puts
Pseudo strike
42.03
IV
60.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.52
IV
58.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
34.34
IV
127.0%
B/E move
2.6%
Puts
Pseudo strike
44.08
IV
72.4%
B/E move
1.1%

Options history

IV · four-Friday blend80.23%
Daily EOD
TARK73.0%76.9%80.8%2026-10-19: 73.73%2026-10-20: 74.14%2026-10-21: 73.53%2026-10-22: 77.35%2026-10-23: 77.89%2026-10-26: 77.01%2026-10-27: 74.40%2026-10-29: 74.03%2026-10-30: 80.23%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.73%
74.14%
73.53%
77.35%
77.89%
77.01%
74.40%
74.03%
80.23%