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Tradr 2X Long U Daily ETF UNX

i

Market dataready · fetched 2026-11-12T03:01:50.698Z

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 · 2026-11-12T01:00:07.451206431Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:55:03.900711+00:00

Share price$30.09
1D-7.8%
AH$29.62$30.58$31.53$32.49$33.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUNX
Sold putSold callAH

Tradr 2X Long U Daily ETF options

Live interpolated UNX call and put midpoint premiums by absolute delta.Tradr 2X Long U Daily ETF$0.41$1.79$3.17$4.55$5.93$15.62$25.30$34.98$44.66$54.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UNX spot · $30.09UNX PRICE$0.56$0.68$0.82$0.98$1.18$1.40$1.66$1.93$2.23$2.52$2.94$3.35$3.89$0.66$0.80$0.98$1.17$1.44$1.70$2.05$2.43$2.79$3.14$3.70$4.45$5.53
PutsCheap0.44×
CallsCheap0.22×
SkewBearish+1.55 pp
Implied moveBearish±$3.72
TiltBearish12.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.07120.0%21.7%26.32115.8%14.7%
25Δ34.17106.7%15.8%27.32105.8%11.8%
30Δ33.0999.1%12.7%28.06100.7%10.0%
35Δ32.2694.5%10.5%28.7496.6%8.4%
40Δ31.6394.4%9.0%29.3296.4%7.3%
45Δ31.0394.7%7.8%29.8996.3%6.3%
50Δ30.4695.7%6.8%30.4997.5%5.5%
55Δ29.8996.5%5.8%31.1099.0%4.7%
60Δ29.3296.0%4.8%31.6897.7%4.0%
65Δ28.7595.5%3.9%32.2795.3%3.2%
70Δ28.1396.0%3.2%33.0296.4%2.6%
75Δ27.5196.5%2.5%33.92100.0%2.1%
80Δ26.7897.1%1.9%35.14105.3%1.6%

20Δ

Calls
Pseudo strike
36.07
IV
120.0%
B/E move
21.7%
Puts
Pseudo strike
26.32
IV
115.8%
B/E move
14.7%

25Δ

Calls
Pseudo strike
34.17
IV
106.7%
B/E move
15.8%
Puts
Pseudo strike
27.32
IV
105.8%
B/E move
11.8%

30Δ

Calls
Pseudo strike
33.09
IV
99.1%
B/E move
12.7%
Puts
Pseudo strike
28.06
IV
100.7%
B/E move
10.0%

35Δ

Calls
Pseudo strike
32.26
IV
94.5%
B/E move
10.5%
Puts
Pseudo strike
28.74
IV
96.6%
B/E move
8.4%

40Δ

Calls
Pseudo strike
31.63
IV
94.4%
B/E move
9.0%
Puts
Pseudo strike
29.32
IV
96.4%
B/E move
7.3%

45Δ

Calls
Pseudo strike
31.03
IV
94.7%
B/E move
7.8%
Puts
Pseudo strike
29.89
IV
96.3%
B/E move
6.3%

50Δ

Calls
Pseudo strike
30.46
IV
95.7%
B/E move
6.8%
Puts
Pseudo strike
30.49
IV
97.5%
B/E move
5.5%

55Δ

Calls
Pseudo strike
29.89
IV
96.5%
B/E move
5.8%
Puts
Pseudo strike
31.10
IV
99.0%
B/E move
4.7%

60Δ

Calls
Pseudo strike
29.32
IV
96.0%
B/E move
4.8%
Puts
Pseudo strike
31.68
IV
97.7%
B/E move
4.0%

65Δ

Calls
Pseudo strike
28.75
IV
95.5%
B/E move
3.9%
Puts
Pseudo strike
32.27
IV
95.3%
B/E move
3.2%

70Δ

Calls
Pseudo strike
28.13
IV
96.0%
B/E move
3.2%
Puts
Pseudo strike
33.02
IV
96.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
27.51
IV
96.5%
B/E move
2.5%
Puts
Pseudo strike
33.92
IV
100.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
26.78
IV
97.1%
B/E move
1.9%
Puts
Pseudo strike
35.14
IV
105.3%
B/E move
1.6%

Options history

IV · four-Friday blend123.47%
Daily EOD
UNX97.9%111.6%125.4%2026-10-20: 111.47%2026-10-22: 99.76%2026-10-26: 101.63%2026-10-28: 107.83%2026-10-29: 121.85%2026-10-30: 123.47%Oct 20Oct 26Oct 30
6 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
111.47%
99.76%
101.63%
107.83%
121.85%
123.47%