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Tradr 2X Long USAR Daily ETF USAX

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Market dataready · fetched 2026-10-24T15:17:57.893Z

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 · 2026-10-24T00:00:07.544654473Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:17:58.136238+00:00

Share price$2.82
1D-4.2%
AH$2.80$2.84$2.89$2.94$2.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSAX
Sold putSold callAH

Tradr 2X Long USAR Daily ETF options

Live interpolated USAX call and put midpoint premiums by absolute delta.Tradr 2X Long USAR Daily ETF$0.22$0.70$1.18$1.66$2.13$0.54$2.52$4.50$6.48$8.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USAX spot · $2.82USAX PRICE$0.28$0.30$0.34$0.38$0.43$0.47$0.52$0.60$0.70$0.79$0.89$0.99$0.33$0.40$0.47$0.54$0.61$0.69$0.83$0.97$1.12$1.26$1.42$1.71$1.99
PutsExpensive1.40×
CallsExpensive1.91×
SkewBullish-35.30 pp
Implied moveBearish±$1.30
TiltBearish29.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.00258.2%40.5%
25Δ9.09364.3%232.1%2.21243.7%35.8%
30Δ5.99295.6%123.0%2.41229.3%31.1%
35Δ4.85262.0%83.8%2.61214.9%26.4%
40Δ4.23244.8%63.5%2.82200.5%21.7%
45Δ3.78228.8%49.2%3.02187.4%17.3%
50Δ3.43213.5%38.3%3.22184.2%15.2%
55Δ3.08198.1%27.4%3.43181.1%13.0%
60Δ2.85195.3%22.3%3.63177.9%10.9%
65Δ2.66195.9%18.9%3.83174.8%8.7%
70Δ2.46196.6%15.4%4.05171.9%6.7%
75Δ2.27197.2%12.0%4.38170.5%5.2%
80Δ2.07197.9%8.6%4.71169.0%3.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.00
IV
258.2%
B/E move
40.5%

25Δ

Calls
Pseudo strike
9.09
IV
364.3%
B/E move
232.1%
Puts
Pseudo strike
2.21
IV
243.7%
B/E move
35.8%

30Δ

Calls
Pseudo strike
5.99
IV
295.6%
B/E move
123.0%
Puts
Pseudo strike
2.41
IV
229.3%
B/E move
31.1%

35Δ

Calls
Pseudo strike
4.85
IV
262.0%
B/E move
83.8%
Puts
Pseudo strike
2.61
IV
214.9%
B/E move
26.4%

40Δ

Calls
Pseudo strike
4.23
IV
244.8%
B/E move
63.5%
Puts
Pseudo strike
2.82
IV
200.5%
B/E move
21.7%

45Δ

Calls
Pseudo strike
3.78
IV
228.8%
B/E move
49.2%
Puts
Pseudo strike
3.02
IV
187.4%
B/E move
17.3%

50Δ

Calls
Pseudo strike
3.43
IV
213.5%
B/E move
38.3%
Puts
Pseudo strike
3.22
IV
184.2%
B/E move
15.2%

55Δ

Calls
Pseudo strike
3.08
IV
198.1%
B/E move
27.4%
Puts
Pseudo strike
3.43
IV
181.1%
B/E move
13.0%

60Δ

Calls
Pseudo strike
2.85
IV
195.3%
B/E move
22.3%
Puts
Pseudo strike
3.63
IV
177.9%
B/E move
10.9%

65Δ

Calls
Pseudo strike
2.66
IV
195.9%
B/E move
18.9%
Puts
Pseudo strike
3.83
IV
174.8%
B/E move
8.7%

70Δ

Calls
Pseudo strike
2.46
IV
196.6%
B/E move
15.4%
Puts
Pseudo strike
4.05
IV
171.9%
B/E move
6.7%

75Δ

Calls
Pseudo strike
2.27
IV
197.2%
B/E move
12.0%
Puts
Pseudo strike
4.38
IV
170.5%
B/E move
5.2%

80Δ

Calls
Pseudo strike
2.07
IV
197.9%
B/E move
8.6%
Puts
Pseudo strike
4.71
IV
169.0%
B/E move
3.8%

Options history

No recorded observations