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

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Market dataready · fetched 2026-11-13T02:09:52.080Z

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 · 2026-11-13T00:59:01.695594345Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:09:49.974403+00:00

Share price$14.01
1D-5.4%
AH$13.95$14.25$14.56$14.87$15.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSLQ
Sold putSold callAH

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$0.17$0.73$1.29$1.85$2.41$9.91$12.70$15.49$18.27$21.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TSLQ spot · $14.01TSLQ PRICE$0.23$0.29$0.36$0.44$0.56$0.68$0.79$0.95$1.21$1.47$1.73$1.99$2.25$0.24$0.32$0.41$0.51$0.61$0.71$0.80$0.88$0.95$1.03$1.11
Puts——
CallsCheap0.92×
Skew——
Implied moveBalanced±$1.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.19104.3%17.2%12.5792.8%12.0%
25Δ15.74102.0%14.5%12.8794.1%10.4%
30Δ15.3598.9%12.1%13.1594.2%9.1%
35Δ14.9796.5%10.0%13.4093.6%8.0%
40Δ14.7198.7%8.9%13.6593.0%6.9%
45Δ14.44100.9%7.9%13.9192.3%5.8%
50Δ14.18103.1%6.9%14.1289.0%5.0%
55Δ13.90107.5%6.0%14.3084.0%4.2%
60Δ13.57117.1%5.5%14.4879.1%3.5%
65Δ13.23126.8%4.9%14.6674.1%2.7%
70Δ12.88133.3%4.3%14.8469.2%2.0%
75Δ12.50132.7%3.4%
80Δ12.11132.1%2.5%

20Δ

Calls
Pseudo strike
16.19
IV
104.3%
B/E move
17.2%
Puts
Pseudo strike
12.57
IV
92.8%
B/E move
12.0%

25Δ

Calls
Pseudo strike
15.74
IV
102.0%
B/E move
14.5%
Puts
Pseudo strike
12.87
IV
94.1%
B/E move
10.4%

30Δ

Calls
Pseudo strike
15.35
IV
98.9%
B/E move
12.1%
Puts
Pseudo strike
13.15
IV
94.2%
B/E move
9.1%

35Δ

Calls
Pseudo strike
14.97
IV
96.5%
B/E move
10.0%
Puts
Pseudo strike
13.40
IV
93.6%
B/E move
8.0%

40Δ

Calls
Pseudo strike
14.71
IV
98.7%
B/E move
8.9%
Puts
Pseudo strike
13.65
IV
93.0%
B/E move
6.9%

45Δ

Calls
Pseudo strike
14.44
IV
100.9%
B/E move
7.9%
Puts
Pseudo strike
13.91
IV
92.3%
B/E move
5.8%

50Δ

Calls
Pseudo strike
14.18
IV
103.1%
B/E move
6.9%
Puts
Pseudo strike
14.12
IV
89.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
13.90
IV
107.5%
B/E move
6.0%
Puts
Pseudo strike
14.30
IV
84.0%
B/E move
4.2%

60Δ

Calls
Pseudo strike
13.57
IV
117.1%
B/E move
5.5%
Puts
Pseudo strike
14.48
IV
79.1%
B/E move
3.5%

65Δ

Calls
Pseudo strike
13.23
IV
126.8%
B/E move
4.9%
Puts
Pseudo strike
14.66
IV
74.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
12.88
IV
133.3%
B/E move
4.3%
Puts
Pseudo strike
14.84
IV
69.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
12.50
IV
132.7%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.11
IV
132.1%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend95.06%
Daily EOD
TSLQ87.3%91.5%95.6%2026-10-19: 92.81%2026-10-20: 94.95%2026-10-21: 91.37%2026-10-22: 90.37%2026-10-23: 88.17%2026-10-26: 88.77%2026-10-27: 91.10%2026-10-28: 88.87%2026-10-29: 87.88%2026-10-30: 95.06%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
92.81%
94.95%
91.37%
90.37%
88.17%
88.77%
91.10%
88.87%
87.88%
95.06%