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ETF Opportunities Trust REX Crypto Equity Premium Income ETF CEPI

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Market dataready · fetched 2026-11-11T05:54:24.314Z

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 · 2026-11-10T21:00:00.140277981Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T05:54:23.987833+00:00

Share price$26.40
1D+0.0%
AH$25.82$26.01$26.20$26.39$26.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCEPI
Sold putSold callAH

ETF Opportunities Trust REX Crypto Equity Premium Income ETF options

Live interpolated CEPI call and put midpoint premiums by absolute delta.ETF Opportunities Trust REX Crypto Equity Premium Income ETF$0.13$2.15$4.16$6.17$8.18$23.15$24.80$26.45$28.10$29.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CEPI spot · $26.40CEPI PRICE$0.39$0.41$0.43$0.47$0.50$0.53$0.56$0.58$0.61$0.64$0.35$0.49$0.62$0.76$0.89$1.03$1.17$1.30$1.64$2.09$2.98$7.60
Puts——
Calls——
Skew——
Implied moveBearish±$1.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.0386.2%15.2%24.5055.2%8.5%
25Δ28.6868.0%10.2%24.8456.2%7.7%
30Δ27.8856.3%7.2%25.1857.1%7.0%
35Δ27.4149.5%5.6%25.5258.0%6.2%
40Δ26.9843.0%4.1%25.8659.0%5.4%
45Δ26.8039.4%3.5%26.2059.9%4.7%
50Δ26.6235.9%3.0%26.5460.8%3.9%
55Δ26.4432.3%2.4%26.8861.8%3.1%
60Δ26.2628.7%1.8%27.3366.6%2.7%
65Δ26.0925.2%1.2%27.8473.6%2.4%
70Δ28.7589.4%2.4%
75Δ
80Δ33.40149.4%2.3%

20Δ

Calls
Pseudo strike
30.03
IV
86.2%
B/E move
15.2%
Puts
Pseudo strike
24.50
IV
55.2%
B/E move
8.5%

25Δ

Calls
Pseudo strike
28.68
IV
68.0%
B/E move
10.2%
Puts
Pseudo strike
24.84
IV
56.2%
B/E move
7.7%

30Δ

Calls
Pseudo strike
27.88
IV
56.3%
B/E move
7.2%
Puts
Pseudo strike
25.18
IV
57.1%
B/E move
7.0%

35Δ

Calls
Pseudo strike
27.41
IV
49.5%
B/E move
5.6%
Puts
Pseudo strike
25.52
IV
58.0%
B/E move
6.2%

40Δ

Calls
Pseudo strike
26.98
IV
43.0%
B/E move
4.1%
Puts
Pseudo strike
25.86
IV
59.0%
B/E move
5.4%

45Δ

Calls
Pseudo strike
26.80
IV
39.4%
B/E move
3.5%
Puts
Pseudo strike
26.20
IV
59.9%
B/E move
4.7%

50Δ

Calls
Pseudo strike
26.62
IV
35.9%
B/E move
3.0%
Puts
Pseudo strike
26.54
IV
60.8%
B/E move
3.9%

55Δ

Calls
Pseudo strike
26.44
IV
32.3%
B/E move
2.4%
Puts
Pseudo strike
26.88
IV
61.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
26.26
IV
28.7%
B/E move
1.8%
Puts
Pseudo strike
27.33
IV
66.6%
B/E move
2.7%

65Δ

Calls
Pseudo strike
26.09
IV
25.2%
B/E move
1.2%
Puts
Pseudo strike
27.84
IV
73.6%
B/E move
2.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.75
IV
89.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.40
IV
149.4%
B/E move
2.3%

Options history

IV · four-Friday blend46.16%
Daily EOD
CEPI41.9%44.2%46.5%2026-10-22: 42.46%2026-10-23: 42.22%2026-10-29: 43.58%2026-10-30: 46.16%Oct 22Oct 23Oct 30
4 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
42.46%
42.22%
43.58%
46.16%