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Investment Managers Series Trust II Tradr 2X Short TSLA Daily ETF TSLQ

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Market datapartial · fetched 2026-10-23T16:42:21.781Z

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 · 2026-10-23T16:42:19.003379085Z

FundamentalsAlpha Vantage · unavailable

Share price$17.29
1D+1.1%
$16.75$17.02$17.29$17.56$17.835:30 AM6:30 AM9:00 AM1:00 PMTSLQ
Sold putSold call

Investment Managers Series Trust II Tradr 2X Short TSLA Daily ETF options

Live interpolated TSLQ call and put midpoint premiums by absolute delta.Investment Managers Series Trust II Tradr 2X Short TSLA Daily ETF$0.23$1.88$3.54$5.19$6.84$11.73$14.32$16.91$19.50$22.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLQ spot · $17.29TSLQ PRICE$0.41$0.54$0.69$0.82$0.97$1.16$1.34$1.51$1.70$1.93$2.20$2.56$2.95$0.50$0.63$0.79$1.03$1.31$1.63$1.96$2.35$2.76$3.43$4.09$5.04$6.37
PutsCheap0.93×
CallsFair1.03×
SkewBearish+9.05 pp
Implied moveBearish±$3.31
TiltBearish25.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.7785.2%28.3%14.6483.2%18.2%
25Δ20.9185.0%24.1%15.3178.9%15.1%
30Δ20.1884.9%20.7%15.8676.6%12.8%
35Δ19.4582.0%17.2%16.3578.9%11.4%
40Δ18.8180.1%14.4%16.8182.7%10.3%
45Δ18.3080.9%12.6%17.3285.3%9.2%
50Δ17.7980.1%10.7%17.8687.2%8.0%
55Δ17.2977.1%8.7%18.4488.3%6.9%
60Δ16.8175.1%7.1%19.0489.3%5.8%
65Δ16.3674.4%5.8%19.8594.1%5.0%
70Δ15.9074.0%4.7%20.6796.0%4.1%
75Δ15.3875.1%3.8%21.77100.5%3.3%
80Δ14.8476.0%2.9%23.23106.5%2.5%

20Δ

Calls
Pseudo strike
21.77
IV
85.2%
B/E move
28.3%
Puts
Pseudo strike
14.64
IV
83.2%
B/E move
18.2%

25Δ

Calls
Pseudo strike
20.91
IV
85.0%
B/E move
24.1%
Puts
Pseudo strike
15.31
IV
78.9%
B/E move
15.1%

30Δ

Calls
Pseudo strike
20.18
IV
84.9%
B/E move
20.7%
Puts
Pseudo strike
15.86
IV
76.6%
B/E move
12.8%

35Δ

Calls
Pseudo strike
19.45
IV
82.0%
B/E move
17.2%
Puts
Pseudo strike
16.35
IV
78.9%
B/E move
11.4%

40Δ

Calls
Pseudo strike
18.81
IV
80.1%
B/E move
14.4%
Puts
Pseudo strike
16.81
IV
82.7%
B/E move
10.3%

45Δ

Calls
Pseudo strike
18.30
IV
80.9%
B/E move
12.6%
Puts
Pseudo strike
17.32
IV
85.3%
B/E move
9.2%

50Δ

Calls
Pseudo strike
17.79
IV
80.1%
B/E move
10.7%
Puts
Pseudo strike
17.86
IV
87.2%
B/E move
8.0%

55Δ

Calls
Pseudo strike
17.29
IV
77.1%
B/E move
8.7%
Puts
Pseudo strike
18.44
IV
88.3%
B/E move
6.9%

60Δ

Calls
Pseudo strike
16.81
IV
75.1%
B/E move
7.1%
Puts
Pseudo strike
19.04
IV
89.3%
B/E move
5.8%

65Δ

Calls
Pseudo strike
16.36
IV
74.4%
B/E move
5.8%
Puts
Pseudo strike
19.85
IV
94.1%
B/E move
5.0%

70Δ

Calls
Pseudo strike
15.90
IV
74.0%
B/E move
4.7%
Puts
Pseudo strike
20.67
IV
96.0%
B/E move
4.1%

75Δ

Calls
Pseudo strike
15.38
IV
75.1%
B/E move
3.8%
Puts
Pseudo strike
21.77
IV
100.5%
B/E move
3.3%

80Δ

Calls
Pseudo strike
14.84
IV
76.0%
B/E move
2.9%
Puts
Pseudo strike
23.23
IV
106.5%
B/E move
2.5%

Options history

No recorded observations