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T-REX 2X Long ASST Daily Target ETF ASSX

i

Market dataready · fetched 2026-11-12T01:27:07.861Z

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 · 2026-11-12T01:00:00.654280964Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:27:07.476943+00:00

Share price$14.32
1D+11.0%
AH$12.48$13.05$13.62$14.19$14.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASSX
Sold putSold callAH

T-REX 2X Long ASST Daily Target ETF options

Live interpolated ASSX call and put midpoint premiums by absolute delta.T-REX 2X Long ASST Daily Target ETF$0.38$1.90$3.42$4.94$6.46$6.61$10.54$14.46$18.38$22.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASSX spot · $14.32ASSX PRICE$0.55$0.65$0.72$0.85$1.02$1.18$1.34$1.56$1.79$2.09$2.40$2.76$3.14$0.70$0.84$1.07$1.35$1.66$1.97$2.28$2.60$3.04$3.68$4.34$5.00$6.02
PutsCheap0.75×
CallsCheap0.66×
SkewBearish+16.47 pp
Implied moveBearish±$3.62
TiltBearish26.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.06264.8%57.9%11.24236.6%26.5%
25Δ19.52231.7%40.8%12.11212.0%21.3%
30Δ17.71198.9%28.7%12.73208.6%18.6%
35Δ16.74186.5%22.8%13.34208.4%16.3%
40Δ16.11186.1%19.6%13.93210.7%14.4%
45Δ15.49180.9%16.4%14.51208.0%12.4%
50Δ14.90176.0%13.4%15.09204.2%10.5%
55Δ14.39175.8%11.4%15.66199.1%8.9%
60Δ13.88176.2%9.5%16.31199.3%7.4%
65Δ13.37179.0%7.9%17.10207.1%6.3%
70Δ12.85181.7%6.5%17.93209.1%5.1%
75Δ12.30184.2%5.1%18.75206.4%4.0%
80Δ11.73183.7%3.8%19.92210.2%3.0%

20Δ

Calls
Pseudo strike
22.06
IV
264.8%
B/E move
57.9%
Puts
Pseudo strike
11.24
IV
236.6%
B/E move
26.5%

25Δ

Calls
Pseudo strike
19.52
IV
231.7%
B/E move
40.8%
Puts
Pseudo strike
12.11
IV
212.0%
B/E move
21.3%

30Δ

Calls
Pseudo strike
17.71
IV
198.9%
B/E move
28.7%
Puts
Pseudo strike
12.73
IV
208.6%
B/E move
18.6%

35Δ

Calls
Pseudo strike
16.74
IV
186.5%
B/E move
22.8%
Puts
Pseudo strike
13.34
IV
208.4%
B/E move
16.3%

40Δ

Calls
Pseudo strike
16.11
IV
186.1%
B/E move
19.6%
Puts
Pseudo strike
13.93
IV
210.7%
B/E move
14.4%

45Δ

Calls
Pseudo strike
15.49
IV
180.9%
B/E move
16.4%
Puts
Pseudo strike
14.51
IV
208.0%
B/E move
12.4%

50Δ

Calls
Pseudo strike
14.90
IV
176.0%
B/E move
13.4%
Puts
Pseudo strike
15.09
IV
204.2%
B/E move
10.5%

55Δ

Calls
Pseudo strike
14.39
IV
175.8%
B/E move
11.4%
Puts
Pseudo strike
15.66
IV
199.1%
B/E move
8.9%

60Δ

Calls
Pseudo strike
13.88
IV
176.2%
B/E move
9.5%
Puts
Pseudo strike
16.31
IV
199.3%
B/E move
7.4%

65Δ

Calls
Pseudo strike
13.37
IV
179.0%
B/E move
7.9%
Puts
Pseudo strike
17.10
IV
207.1%
B/E move
6.3%

70Δ

Calls
Pseudo strike
12.85
IV
181.7%
B/E move
6.5%
Puts
Pseudo strike
17.93
IV
209.1%
B/E move
5.1%

75Δ

Calls
Pseudo strike
12.30
IV
184.2%
B/E move
5.1%
Puts
Pseudo strike
18.75
IV
206.4%
B/E move
4.0%

80Δ

Calls
Pseudo strike
11.73
IV
183.7%
B/E move
3.8%
Puts
Pseudo strike
19.92
IV
210.2%
B/E move
3.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations