T-REX 2X Long BMNR Daily Target ETF BMNU
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Market dataready · fetched 2026-11-11T15:38:41.812Z
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 · 2026-11-11T15:38:40.381341242Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:38:41.429637+00:00
T-REX 2X Long BMNR Daily Target ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.23 | 145.1% | 27.5% | 7.76 | 214.4% | 25.1% |
| 25Δ | 11.78 | 147.8% | 23.8% | 8.27 | 203.4% | 21.1% |
| 30Δ | 11.45 | 154.1% | 21.5% | 8.69 | 198.9% | 18.2% |
| 35Δ | 11.12 | 160.3% | 19.1% | 9.10 | 195.6% | 15.6% |
| 40Δ | 10.78 | 162.9% | 16.8% | 9.48 | 195.7% | 13.7% |
| 45Δ | 10.44 | 163.3% | 14.5% | 9.86 | 195.7% | 11.9% |
| 50Δ | 10.10 | 163.8% | 12.3% | 10.22 | 192.1% | 10.2% |
| 55Δ | 9.78 | 164.2% | 10.4% | 10.57 | 186.2% | 8.6% |
| 60Δ | 9.46 | 164.6% | 8.8% | 10.92 | 180.2% | 7.0% |
| 65Δ | 9.14 | 165.1% | 7.2% | 11.47 | 186.5% | 5.9% |
| 70Δ | 8.80 | 166.2% | 5.8% | 12.08 | 194.8% | 4.9% |
| 75Δ | 8.44 | 167.8% | 4.6% | 12.67 | 194.6% | 3.9% |
| 80Δ | 8.08 | 169.4% | 3.4% | 13.59 | 204.6% | 3.0% |
20Δ
- Pseudo strike
- 12.23
- IV
- 145.1%
- B/E move
- 27.5%
- Pseudo strike
- 7.76
- IV
- 214.4%
- B/E move
- 25.1%
25Δ
- Pseudo strike
- 11.78
- IV
- 147.8%
- B/E move
- 23.8%
- Pseudo strike
- 8.27
- IV
- 203.4%
- B/E move
- 21.1%
30Δ
- Pseudo strike
- 11.45
- IV
- 154.1%
- B/E move
- 21.5%
- Pseudo strike
- 8.69
- IV
- 198.9%
- B/E move
- 18.2%
35Δ
- Pseudo strike
- 11.12
- IV
- 160.3%
- B/E move
- 19.1%
- Pseudo strike
- 9.10
- IV
- 195.6%
- B/E move
- 15.6%
40Δ
- Pseudo strike
- 10.78
- IV
- 162.9%
- B/E move
- 16.8%
- Pseudo strike
- 9.48
- IV
- 195.7%
- B/E move
- 13.7%
45Δ
- Pseudo strike
- 10.44
- IV
- 163.3%
- B/E move
- 14.5%
- Pseudo strike
- 9.86
- IV
- 195.7%
- B/E move
- 11.9%
50Δ
- Pseudo strike
- 10.10
- IV
- 163.8%
- B/E move
- 12.3%
- Pseudo strike
- 10.22
- IV
- 192.1%
- B/E move
- 10.2%
55Δ
- Pseudo strike
- 9.78
- IV
- 164.2%
- B/E move
- 10.4%
- Pseudo strike
- 10.57
- IV
- 186.2%
- B/E move
- 8.6%
60Δ
- Pseudo strike
- 9.46
- IV
- 164.6%
- B/E move
- 8.8%
- Pseudo strike
- 10.92
- IV
- 180.2%
- B/E move
- 7.0%
65Δ
- Pseudo strike
- 9.14
- IV
- 165.1%
- B/E move
- 7.2%
- Pseudo strike
- 11.47
- IV
- 186.5%
- B/E move
- 5.9%
70Δ
- Pseudo strike
- 8.80
- IV
- 166.2%
- B/E move
- 5.8%
- Pseudo strike
- 12.08
- IV
- 194.8%
- B/E move
- 4.9%
75Δ
- Pseudo strike
- 8.44
- IV
- 167.8%
- B/E move
- 4.6%
- Pseudo strike
- 12.67
- IV
- 194.6%
- B/E move
- 3.9%
80Δ
- Pseudo strike
- 8.08
- IV
- 169.4%
- B/E move
- 3.4%
- Pseudo strike
- 13.59
- IV
- 204.6%
- B/E move
- 3.0%
Options history
Table
| Date | IV (%) |
|---|---|
| 144.75% | |
| 145.72% | |
| 146.57% | |
| 144.95% | |
| 144.00% | |
| 144.71% | |
| 147.61% |