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Tradr 2X Long TEM Daily ETF TEMT

i

Market dataready · fetched 2026-11-14T02:11:27.870Z

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 · 2026-11-14T01:00:07.303310174Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-14T02:11:27.389715+00:00

Share price$26.43
1D-15.2%
AH$24$25$27$29$315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTEMT
Sold putSold callAH

Tradr 2X Long TEM Daily ETF options

Live interpolated TEMT call and put midpoint premiums by absolute delta.Tradr 2X Long TEM Daily ETF$0.40$2.26$4.12$5.98$7.83$16.27$22.26$28.26$34.25$40.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TEMT spot · $26.43TEMT PRICE$0.60$0.79$1.03$1.31$1.47$1.73$2.07$2.38$2.74$3.20$3.82$4.51$5.08$0.93$1.19$1.51$1.85$2.26$2.68$3.15$3.70$4.14$4.98$5.30$5.89$7.30
PutsCheap0.83×
CallsFair1.04×
SkewBearish+15.20 pp
Implied moveBearish±$5.22
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.85166.3%26.6%21.81200.6%21.0%
25Δ31.52162.1%22.2%22.94189.4%17.7%
30Δ30.53163.4%19.4%23.87187.0%15.4%
35Δ29.85172.6%17.9%24.76185.0%13.3%
40Δ28.66158.7%14.0%25.61184.7%11.6%
45Δ27.83157.3%11.9%26.45183.2%10.0%
50Δ27.12161.6%10.4%27.31182.0%8.6%
55Δ26.37160.1%8.8%28.19182.5%7.4%
60Δ25.62160.2%7.3%28.99176.1%6.0%
65Δ24.86164.1%6.2%30.06181.1%5.1%
70Δ24.00173.3%5.3%30.69168.3%3.9%
75Δ23.06179.9%4.3%31.55161.4%2.9%
80Δ22.18176.3%3.2%33.13172.1%2.3%

20Δ

Calls
Pseudo strike
32.85
IV
166.3%
B/E move
26.6%
Puts
Pseudo strike
21.81
IV
200.6%
B/E move
21.0%

25Δ

Calls
Pseudo strike
31.52
IV
162.1%
B/E move
22.2%
Puts
Pseudo strike
22.94
IV
189.4%
B/E move
17.7%

30Δ

Calls
Pseudo strike
30.53
IV
163.4%
B/E move
19.4%
Puts
Pseudo strike
23.87
IV
187.0%
B/E move
15.4%

35Δ

Calls
Pseudo strike
29.85
IV
172.6%
B/E move
17.9%
Puts
Pseudo strike
24.76
IV
185.0%
B/E move
13.3%

40Δ

Calls
Pseudo strike
28.66
IV
158.7%
B/E move
14.0%
Puts
Pseudo strike
25.61
IV
184.7%
B/E move
11.6%

45Δ

Calls
Pseudo strike
27.83
IV
157.3%
B/E move
11.9%
Puts
Pseudo strike
26.45
IV
183.2%
B/E move
10.0%

50Δ

Calls
Pseudo strike
27.12
IV
161.6%
B/E move
10.4%
Puts
Pseudo strike
27.31
IV
182.0%
B/E move
8.6%

55Δ

Calls
Pseudo strike
26.37
IV
160.1%
B/E move
8.8%
Puts
Pseudo strike
28.19
IV
182.5%
B/E move
7.4%

60Δ

Calls
Pseudo strike
25.62
IV
160.2%
B/E move
7.3%
Puts
Pseudo strike
28.99
IV
176.1%
B/E move
6.0%

65Δ

Calls
Pseudo strike
24.86
IV
164.1%
B/E move
6.2%
Puts
Pseudo strike
30.06
IV
181.1%
B/E move
5.1%

70Δ

Calls
Pseudo strike
24.00
IV
173.3%
B/E move
5.3%
Puts
Pseudo strike
30.69
IV
168.3%
B/E move
3.9%

75Δ

Calls
Pseudo strike
23.06
IV
179.9%
B/E move
4.3%
Puts
Pseudo strike
31.55
IV
161.4%
B/E move
2.9%

80Δ

Calls
Pseudo strike
22.18
IV
176.3%
B/E move
3.2%
Puts
Pseudo strike
33.13
IV
172.1%
B/E move
2.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations