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ETF Opportunities Trust REX Crypto Equity Premium Income ETF CEPI

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Market dataready · fetched 2026-10-22T04:20:33.255Z

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 · 2026-10-21T22:12:11.273135031Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T04:20:31.438736+00:00

Share price$29.41
1D-0.7%
AH$28.74$28.92$29.10$29.27$29.455:30 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$0.25$1.98$3.71$5.44$7.17$23.74$26.15$28.55$30.96$33.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CEPI spot · $29.41CEPI PRICE$0.43$0.47$0.50$0.54$0.58$0.61$0.64$0.66$0.68$0.70$0.55$0.65$0.75$0.92$1.12$1.53$2.09$2.65$3.29$4.35$6.67
PutsExpensive1.67×
CallsCheap0.80×
SkewBearish+29.35 pp
Implied moveBearish±$2.73
TiltBearish61.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.6249.7%15.8%26.2154.3%12.7%
25Δ32.2840.8%11.3%27.1448.3%9.9%
30Δ31.1932.9%7.7%27.8444.1%7.9%
35Δ30.6328.9%6.0%28.3543.3%6.7%
40Δ30.1925.6%4.6%28.8143.7%5.8%
45Δ29.8923.0%3.7%29.3847.4%5.3%
50Δ29.7120.9%3.2%30.0253.4%5.0%
55Δ29.5318.8%2.6%30.6659.4%4.8%
60Δ29.3516.6%2.1%31.4264.3%4.3%
65Δ29.1714.5%1.6%32.6072.1%3.9%
70Δ34.9291.5%3.9%
75Δ
80Δ

20Δ

Calls
Pseudo strike
33.62
IV
49.7%
B/E move
15.8%
Puts
Pseudo strike
26.21
IV
54.3%
B/E move
12.7%

25Δ

Calls
Pseudo strike
32.28
IV
40.8%
B/E move
11.3%
Puts
Pseudo strike
27.14
IV
48.3%
B/E move
9.9%

30Δ

Calls
Pseudo strike
31.19
IV
32.9%
B/E move
7.7%
Puts
Pseudo strike
27.84
IV
44.1%
B/E move
7.9%

35Δ

Calls
Pseudo strike
30.63
IV
28.9%
B/E move
6.0%
Puts
Pseudo strike
28.35
IV
43.3%
B/E move
6.7%

40Δ

Calls
Pseudo strike
30.19
IV
25.6%
B/E move
4.6%
Puts
Pseudo strike
28.81
IV
43.7%
B/E move
5.8%

45Δ

Calls
Pseudo strike
29.89
IV
23.0%
B/E move
3.7%
Puts
Pseudo strike
29.38
IV
47.4%
B/E move
5.3%

50Δ

Calls
Pseudo strike
29.71
IV
20.9%
B/E move
3.2%
Puts
Pseudo strike
30.02
IV
53.4%
B/E move
5.0%

55Δ

Calls
Pseudo strike
29.53
IV
18.8%
B/E move
2.6%
Puts
Pseudo strike
30.66
IV
59.4%
B/E move
4.8%

60Δ

Calls
Pseudo strike
29.35
IV
16.6%
B/E move
2.1%
Puts
Pseudo strike
31.42
IV
64.3%
B/E move
4.3%

65Δ

Calls
Pseudo strike
29.17
IV
14.5%
B/E move
1.6%
Puts
Pseudo strike
32.60
IV
72.1%
B/E move
3.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.92
IV
91.5%
B/E move
3.9%

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
IV
B/E move

Options history

No recorded observations