IntraAlpha
Create free account Start free

Tradr 2X Long UPST Daily ETF UPSX

i

Market dataready · fetched 2026-11-13T02:12:55.140Z

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 · 2026-11-13T01:00:07.59718619Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:12:54.800416+00:00

Share price$5.55
1D-9.5%
AH$5.47$5.65$5.82$6.00$6.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUPSX
Sold putSold callAH

Tradr 2X Long UPST Daily ETF options

Live interpolated UPSX call and put midpoint premiums by absolute delta.Tradr 2X Long UPST Daily ETF$0.20$0.45$0.71$0.96$1.22$3.50$4.91$6.32$7.73$9.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UPSX spot · $5.55UPSX PRICE$0.23$0.24$0.27$0.31$0.35$0.40$0.46$0.51$0.56$0.62$0.67$0.74$0.94$0.25$0.28$0.30$0.33$0.36$0.39$0.42$0.45$0.48$0.51$0.54$0.76$1.15
PutsCheap0.75×
CallsExpensive1.39×
SkewBullish-33.34 pp
Implied moveBullish±$0.88
TiltBalanced0.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.90302.5%64.3%4.32245.4%26.7%
25Δ7.47234.0%38.8%4.68207.3%20.6%
30Δ6.84204.4%28.1%5.01172.5%15.1%
35Δ6.51190.7%22.8%5.13161.6%13.6%
40Δ6.17177.1%17.6%5.25150.6%12.0%
45Δ5.93166.6%14.0%5.36139.7%10.4%
50Δ5.77159.4%12.2%5.48128.7%8.8%
55Δ5.61152.3%10.3%5.60117.8%7.3%
60Δ5.46145.2%8.5%5.71106.8%5.7%
65Δ5.30138.1%6.7%5.8395.9%4.1%
70Δ5.15130.9%4.9%5.9484.9%2.5%
75Δ4.98124.5%3.1%6.2192.4%1.7%
80Δ4.75128.0%2.5%6.61116.5%1.5%

20Δ

Calls
Pseudo strike
8.90
IV
302.5%
B/E move
64.3%
Puts
Pseudo strike
4.32
IV
245.4%
B/E move
26.7%

25Δ

Calls
Pseudo strike
7.47
IV
234.0%
B/E move
38.8%
Puts
Pseudo strike
4.68
IV
207.3%
B/E move
20.6%

30Δ

Calls
Pseudo strike
6.84
IV
204.4%
B/E move
28.1%
Puts
Pseudo strike
5.01
IV
172.5%
B/E move
15.1%

35Δ

Calls
Pseudo strike
6.51
IV
190.7%
B/E move
22.8%
Puts
Pseudo strike
5.13
IV
161.6%
B/E move
13.6%

40Δ

Calls
Pseudo strike
6.17
IV
177.1%
B/E move
17.6%
Puts
Pseudo strike
5.25
IV
150.6%
B/E move
12.0%

45Δ

Calls
Pseudo strike
5.93
IV
166.6%
B/E move
14.0%
Puts
Pseudo strike
5.36
IV
139.7%
B/E move
10.4%

50Δ

Calls
Pseudo strike
5.77
IV
159.4%
B/E move
12.2%
Puts
Pseudo strike
5.48
IV
128.7%
B/E move
8.8%

55Δ

Calls
Pseudo strike
5.61
IV
152.3%
B/E move
10.3%
Puts
Pseudo strike
5.60
IV
117.8%
B/E move
7.3%

60Δ

Calls
Pseudo strike
5.46
IV
145.2%
B/E move
8.5%
Puts
Pseudo strike
5.71
IV
106.8%
B/E move
5.7%

65Δ

Calls
Pseudo strike
5.30
IV
138.1%
B/E move
6.7%
Puts
Pseudo strike
5.83
IV
95.9%
B/E move
4.1%

70Δ

Calls
Pseudo strike
5.15
IV
130.9%
B/E move
4.9%
Puts
Pseudo strike
5.94
IV
84.9%
B/E move
2.5%

75Δ

Calls
Pseudo strike
4.98
IV
124.5%
B/E move
3.1%
Puts
Pseudo strike
6.21
IV
92.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
4.75
IV
128.0%
B/E move
2.5%
Puts
Pseudo strike
6.61
IV
116.5%
B/E move
1.5%

Options history

IV · four-Friday blend209.34%
Daily EOD
UPSX209.1%209.3%209.6%2026-10-30: 209.34%Oct 30
1 observations2026-10-30 — 2026-10-30
Table
DateIV (%)
209.34%