Tradr 2X Long WULF Daily ETF WULX
i
Market dataready · fetched 2026-11-13T18:52:21.947Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-13T18:50:10.172188178Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:52:21.362361+00:00
Tradr 2X Long WULF Daily ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.67 | 385.0% | 99.4% | 5.76 | 299.1% | 29.1% |
| 25Δ | 10.66 | 282.7% | 46.4% | 6.24 | 275.9% | 24.2% |
| 30Δ | 9.65 | 249.5% | 33.7% | 6.62 | 269.1% | 20.9% |
| 35Δ | 8.91 | 220.2% | 24.5% | 7.00 | 262.3% | 17.7% |
| 40Δ | 8.50 | 206.6% | 19.9% | 7.34 | 261.0% | 15.6% |
| 45Δ | 8.10 | 192.9% | 15.3% | 7.69 | 259.7% | 13.6% |
| 50Δ | 7.80 | 201.3% | 13.3% | 8.05 | 259.1% | 11.6% |
| 55Δ | 7.53 | 216.3% | 12.2% | 8.60 | 264.7% | 10.2% |
| 60Δ | 7.27 | 231.4% | 11.0% | 9.15 | 270.4% | 8.9% |
| 65Δ | 7.00 | 246.5% | 9.9% | 9.70 | 276.0% | 7.6% |
| 70Δ | 6.78 | 227.0% | 8.1% | 10.24 | 281.7% | 6.2% |
| 75Δ | 6.55 | 207.2% | 6.2% | 10.79 | 287.3% | 4.9% |
| 80Δ | 6.33 | 187.4% | 4.3% | 11.54 | 290.9% | 3.7% |
20Δ
- Pseudo strike
- 14.67
- IV
- 385.0%
- B/E move
- 99.4%
- Pseudo strike
- 5.76
- IV
- 299.1%
- B/E move
- 29.1%
25Δ
- Pseudo strike
- 10.66
- IV
- 282.7%
- B/E move
- 46.4%
- Pseudo strike
- 6.24
- IV
- 275.9%
- B/E move
- 24.2%
30Δ
- Pseudo strike
- 9.65
- IV
- 249.5%
- B/E move
- 33.7%
- Pseudo strike
- 6.62
- IV
- 269.1%
- B/E move
- 20.9%
35Δ
- Pseudo strike
- 8.91
- IV
- 220.2%
- B/E move
- 24.5%
- Pseudo strike
- 7.00
- IV
- 262.3%
- B/E move
- 17.7%
40Δ
- Pseudo strike
- 8.50
- IV
- 206.6%
- B/E move
- 19.9%
- Pseudo strike
- 7.34
- IV
- 261.0%
- B/E move
- 15.6%
45Δ
- Pseudo strike
- 8.10
- IV
- 192.9%
- B/E move
- 15.3%
- Pseudo strike
- 7.69
- IV
- 259.7%
- B/E move
- 13.6%
50Δ
- Pseudo strike
- 7.80
- IV
- 201.3%
- B/E move
- 13.3%
- Pseudo strike
- 8.05
- IV
- 259.1%
- B/E move
- 11.6%
55Δ
- Pseudo strike
- 7.53
- IV
- 216.3%
- B/E move
- 12.2%
- Pseudo strike
- 8.60
- IV
- 264.7%
- B/E move
- 10.2%
60Δ
- Pseudo strike
- 7.27
- IV
- 231.4%
- B/E move
- 11.0%
- Pseudo strike
- 9.15
- IV
- 270.4%
- B/E move
- 8.9%
65Δ
- Pseudo strike
- 7.00
- IV
- 246.5%
- B/E move
- 9.9%
- Pseudo strike
- 9.70
- IV
- 276.0%
- B/E move
- 7.6%
70Δ
- Pseudo strike
- 6.78
- IV
- 227.0%
- B/E move
- 8.1%
- Pseudo strike
- 10.24
- IV
- 281.7%
- B/E move
- 6.2%
75Δ
- Pseudo strike
- 6.55
- IV
- 207.2%
- B/E move
- 6.2%
- Pseudo strike
- 10.79
- IV
- 287.3%
- B/E move
- 4.9%
80Δ
- Pseudo strike
- 6.33
- IV
- 187.4%
- B/E move
- 4.3%
- Pseudo strike
- 11.54
- IV
- 290.9%
- B/E move
- 3.7%
Options history
No recorded observations