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T-REX 2X Long AFRM Daily Target ETF AFRU

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Market datapartial · fetched 2026-10-22T23:51:14.944Z

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 · 2026-10-22T22:30:00.527596741Z

FundamentalsAlpha Vantage · unavailable

Share price$8.87
1D-4.1%
AH$8.67$8.86$9.06$9.26$9.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAFRU
Sold putSold callAH

T-REX 2X Long AFRM Daily Target ETF options

Live interpolated AFRU call and put midpoint premiums by absolute delta.T-REX 2X Long AFRM Daily Target ETF$0.20$1.45$2.70$3.95$5.20$4.49$6.66$8.82$10.98$13.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AFRU spot · $8.87AFRU PRICE$0.34$0.42$0.53$0.66$0.79$0.92$1.07$1.22$1.45$1.70$1.97$2.25$2.59$0.53$0.66$0.80$1.03$1.33$1.62$1.92$2.24$2.60$3.00$3.45$4.24$4.84
PutsExpensive1.21×
CallsExpensive1.22×
SkewBearish+4.00 pp
Implied moveBearish±$2.99
TiltBearish28.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.71146.2%58.4%6.79151.6%29.4%
25Δ12.39135.0%44.4%7.32143.5%24.9%
30Δ11.64133.0%37.2%7.82135.5%20.9%
35Δ11.08135.1%32.4%8.28136.2%18.3%
40Δ10.55134.6%27.8%8.73142.0%16.5%
45Δ10.02133.8%23.3%9.19145.1%14.6%
50Δ9.56132.2%19.8%9.67144.4%12.6%
55Δ9.10130.7%16.3%10.17143.5%10.7%
60Δ8.67135.0%14.1%10.68142.0%8.9%
65Δ8.24140.9%12.2%11.22140.6%7.3%
70Δ7.80144.7%10.2%11.81139.0%5.8%
75Δ7.33145.7%8.0%12.71143.5%4.5%
80Δ6.82147.9%6.0%13.42139.9%3.2%

20Δ

Calls
Pseudo strike
13.71
IV
146.2%
B/E move
58.4%
Puts
Pseudo strike
6.79
IV
151.6%
B/E move
29.4%

25Δ

Calls
Pseudo strike
12.39
IV
135.0%
B/E move
44.4%
Puts
Pseudo strike
7.32
IV
143.5%
B/E move
24.9%

30Δ

Calls
Pseudo strike
11.64
IV
133.0%
B/E move
37.2%
Puts
Pseudo strike
7.82
IV
135.5%
B/E move
20.9%

35Δ

Calls
Pseudo strike
11.08
IV
135.1%
B/E move
32.4%
Puts
Pseudo strike
8.28
IV
136.2%
B/E move
18.3%

40Δ

Calls
Pseudo strike
10.55
IV
134.6%
B/E move
27.8%
Puts
Pseudo strike
8.73
IV
142.0%
B/E move
16.5%

45Δ

Calls
Pseudo strike
10.02
IV
133.8%
B/E move
23.3%
Puts
Pseudo strike
9.19
IV
145.1%
B/E move
14.6%

50Δ

Calls
Pseudo strike
9.56
IV
132.2%
B/E move
19.8%
Puts
Pseudo strike
9.67
IV
144.4%
B/E move
12.6%

55Δ

Calls
Pseudo strike
9.10
IV
130.7%
B/E move
16.3%
Puts
Pseudo strike
10.17
IV
143.5%
B/E move
10.7%

60Δ

Calls
Pseudo strike
8.67
IV
135.0%
B/E move
14.1%
Puts
Pseudo strike
10.68
IV
142.0%
B/E move
8.9%

65Δ

Calls
Pseudo strike
8.24
IV
140.9%
B/E move
12.2%
Puts
Pseudo strike
11.22
IV
140.6%
B/E move
7.3%

70Δ

Calls
Pseudo strike
7.80
IV
144.7%
B/E move
10.2%
Puts
Pseudo strike
11.81
IV
139.0%
B/E move
5.8%

75Δ

Calls
Pseudo strike
7.33
IV
145.7%
B/E move
8.0%
Puts
Pseudo strike
12.71
IV
143.5%
B/E move
4.5%

80Δ

Calls
Pseudo strike
6.82
IV
147.9%
B/E move
6.0%
Puts
Pseudo strike
13.42
IV
139.9%
B/E move
3.2%

Options history

AFRU159.36159.52159.682026-10-21: 159.52%Oct 21Oct 21
Table
DateIV
159.52%