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Tradr 2X Long USAR Daily ETF USAX

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Market dataready · fetched 2026-11-14T01:47:32.192Z

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 · 2026-11-14T01:00:07.486246838Z

FundamentalsTradr ETFs · ready · as of 2026-11-13 · fetched 2026-11-14T01:47:31.367264+00:00

Share price$1.98
1D-3.1%
AH$1.78$1.85$1.92$2.00$2.075:30 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$0.26$0.41$0.57$0.73$0.88$0.78$1.31$1.83$2.35$2.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive USAX spot · $1.98USAX PRICE$0.28$0.28$0.28$0.28$0.28$0.30$0.33$0.35$0.30$0.32$0.34$0.35$0.37$0.42$0.48$0.54$0.60$0.66$0.72$0.78$0.84
PutsExpensive1.49×
Calls——
Skew——
Implied moveBearish±$0.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.00800.0%368.6%1.27676.6%51.2%
25Δ7.57799.6%296.5%1.44598.7%43.5%
30Δ6.42798.5%237.9%1.61520.9%35.8%
35Δ4.22658.1%126.9%1.78443.1%28.1%
40Δ3.00506.4%65.3%1.95365.3%20.4%
45Δ2.73465.9%53.3%2.06329.7%16.8%
50Δ2.47425.3%41.3%2.16313.6%15.2%
55Δ2.21384.8%29.3%2.25297.6%13.5%
60Δ2.34281.5%11.9%
65Δ2.43265.4%10.3%
70Δ2.53249.3%8.6%
75Δ2.62233.2%7.0%
80Δ2.71217.1%5.4%

20Δ

Calls
Pseudo strike
9.00
IV
800.0%
B/E move
368.6%
Puts
Pseudo strike
1.27
IV
676.6%
B/E move
51.2%

25Δ

Calls
Pseudo strike
7.57
IV
799.6%
B/E move
296.5%
Puts
Pseudo strike
1.44
IV
598.7%
B/E move
43.5%

30Δ

Calls
Pseudo strike
6.42
IV
798.5%
B/E move
237.9%
Puts
Pseudo strike
1.61
IV
520.9%
B/E move
35.8%

35Δ

Calls
Pseudo strike
4.22
IV
658.1%
B/E move
126.9%
Puts
Pseudo strike
1.78
IV
443.1%
B/E move
28.1%

40Δ

Calls
Pseudo strike
3.00
IV
506.4%
B/E move
65.3%
Puts
Pseudo strike
1.95
IV
365.3%
B/E move
20.4%

45Δ

Calls
Pseudo strike
2.73
IV
465.9%
B/E move
53.3%
Puts
Pseudo strike
2.06
IV
329.7%
B/E move
16.8%

50Δ

Calls
Pseudo strike
2.47
IV
425.3%
B/E move
41.3%
Puts
Pseudo strike
2.16
IV
313.6%
B/E move
15.2%

55Δ

Calls
Pseudo strike
2.21
IV
384.8%
B/E move
29.3%
Puts
Pseudo strike
2.25
IV
297.6%
B/E move
13.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.34
IV
281.5%
B/E move
11.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.43
IV
265.4%
B/E move
10.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.53
IV
249.3%
B/E move
8.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.62
IV
233.2%
B/E move
7.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.71
IV
217.1%
B/E move
5.4%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations