T-REX 2X Long CRCL Daily Target ETF CCUP
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Market dataready · fetched 2026-11-11T14:05:58.557Z
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 · 2026-11-11T13:29:00.569752286Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:05:58.021286+00:00
T-REX 2X Long CRCL Daily Target ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.37 | 172.3% | 34.0% | 9.98 | 207.2% | 24.3% |
| 25Δ | 15.27 | 158.5% | 25.8% | 10.56 | 204.2% | 21.1% |
| 30Δ | 14.57 | 150.8% | 20.8% | 11.11 | 200.7% | 18.1% |
| 35Δ | 14.01 | 146.6% | 17.1% | 11.61 | 196.8% | 15.7% |
| 40Δ | 13.60 | 145.2% | 14.8% | 12.11 | 194.3% | 13.4% |
| 45Δ | 13.19 | 143.9% | 12.5% | 12.60 | 196.7% | 11.9% |
| 50Δ | 12.80 | 144.5% | 10.7% | 13.10 | 198.3% | 10.3% |
| 55Δ | 12.45 | 146.8% | 9.2% | 13.61 | 196.1% | 8.7% |
| 60Δ | 12.09 | 149.0% | 7.8% | 14.16 | 195.9% | 7.3% |
| 65Δ | 11.74 | 145.8% | 6.4% | 14.84 | 201.8% | 6.2% |
| 70Δ | 11.40 | 140.8% | 5.1% | 15.51 | 199.9% | 5.1% |
| 75Δ | 11.06 | 135.8% | 3.7% | 16.42 | 203.9% | 4.0% |
| 80Δ | 10.73 | 128.6% | 2.7% | 18.11 | 227.5% | 3.3% |
20Δ
- Pseudo strike
- 16.37
- IV
- 172.3%
- B/E move
- 34.0%
- Pseudo strike
- 9.98
- IV
- 207.2%
- B/E move
- 24.3%
25Δ
- Pseudo strike
- 15.27
- IV
- 158.5%
- B/E move
- 25.8%
- Pseudo strike
- 10.56
- IV
- 204.2%
- B/E move
- 21.1%
30Δ
- Pseudo strike
- 14.57
- IV
- 150.8%
- B/E move
- 20.8%
- Pseudo strike
- 11.11
- IV
- 200.7%
- B/E move
- 18.1%
35Δ
- Pseudo strike
- 14.01
- IV
- 146.6%
- B/E move
- 17.1%
- Pseudo strike
- 11.61
- IV
- 196.8%
- B/E move
- 15.7%
40Δ
- Pseudo strike
- 13.60
- IV
- 145.2%
- B/E move
- 14.8%
- Pseudo strike
- 12.11
- IV
- 194.3%
- B/E move
- 13.4%
45Δ
- Pseudo strike
- 13.19
- IV
- 143.9%
- B/E move
- 12.5%
- Pseudo strike
- 12.60
- IV
- 196.7%
- B/E move
- 11.9%
50Δ
- Pseudo strike
- 12.80
- IV
- 144.5%
- B/E move
- 10.7%
- Pseudo strike
- 13.10
- IV
- 198.3%
- B/E move
- 10.3%
55Δ
- Pseudo strike
- 12.45
- IV
- 146.8%
- B/E move
- 9.2%
- Pseudo strike
- 13.61
- IV
- 196.1%
- B/E move
- 8.7%
60Δ
- Pseudo strike
- 12.09
- IV
- 149.0%
- B/E move
- 7.8%
- Pseudo strike
- 14.16
- IV
- 195.9%
- B/E move
- 7.3%
65Δ
- Pseudo strike
- 11.74
- IV
- 145.8%
- B/E move
- 6.4%
- Pseudo strike
- 14.84
- IV
- 201.8%
- B/E move
- 6.2%
70Δ
- Pseudo strike
- 11.40
- IV
- 140.8%
- B/E move
- 5.1%
- Pseudo strike
- 15.51
- IV
- 199.9%
- B/E move
- 5.1%
75Δ
- Pseudo strike
- 11.06
- IV
- 135.8%
- B/E move
- 3.7%
- Pseudo strike
- 16.42
- IV
- 203.9%
- B/E move
- 4.0%
80Δ
- Pseudo strike
- 10.73
- IV
- 128.6%
- B/E move
- 2.7%
- Pseudo strike
- 18.11
- IV
- 227.5%
- B/E move
- 3.3%
Options history
Table
| Date | IV (%) |
|---|---|
| 158.03% |