IntraAlpha
Create free account Start free

T-REX 2X Inverse CRCL Daily Target ETF CRCD

i

Market dataready · fetched 2026-11-11T14:51:57.411Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T14:51:52.028869037Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:51:56.355371+00:00

Share price$2.89
1D-3.0%
$2.89$2.94$2.99$3.03$3.085:30 AM6:30 AM9:00 AM1:00 PMCRCD
Sold putSold call

T-REX 2X Inverse CRCL Daily Target ETF options

Live interpolated CRCD call and put midpoint premiums by absolute delta.T-REX 2X Inverse CRCL Daily Target ETF$0.11$1.45$2.79$4.13$5.47$0.97$1.89$2.82$3.74$4.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CRCD spot · $2.89CRCD PRICE$0.25$0.32$0.38$0.44$0.50$0.58$0.67$0.75$0.84$0.93$1.84$2.36$2.90$3.45$3.82$4.19$5.08
Puts——
Calls——
Skew——
Implied moveBearish±$2.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ3.83140.5%41.4%
40Δ3.64143.8%37.0%
45Δ3.46147.1%32.6%
50Δ3.27150.3%28.2%4.13260.9%20.7%
55Δ3.08153.6%23.8%4.72269.7%18.1%
60Δ2.90153.7%20.2%5.34273.9%15.5%
65Δ2.72151.6%17.1%5.97274.1%12.7%
70Δ2.54149.4%14.0%6.42262.4%10.1%
75Δ2.36147.3%11.0%6.86250.2%7.4%
80Δ2.18145.1%7.9%7.82247.0%5.2%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
3.83
IV
140.5%
B/E move
41.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.64
IV
143.8%
B/E move
37.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.46
IV
147.1%
B/E move
32.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.27
IV
150.3%
B/E move
28.2%
Puts
Pseudo strike
4.13
IV
260.9%
B/E move
20.7%

55Δ

Calls
Pseudo strike
3.08
IV
153.6%
B/E move
23.8%
Puts
Pseudo strike
4.72
IV
269.7%
B/E move
18.1%

60Δ

Calls
Pseudo strike
2.90
IV
153.7%
B/E move
20.2%
Puts
Pseudo strike
5.34
IV
273.9%
B/E move
15.5%

65Δ

Calls
Pseudo strike
2.72
IV
151.6%
B/E move
17.1%
Puts
Pseudo strike
5.97
IV
274.1%
B/E move
12.7%

70Δ

Calls
Pseudo strike
2.54
IV
149.4%
B/E move
14.0%
Puts
Pseudo strike
6.42
IV
262.4%
B/E move
10.1%

75Δ

Calls
Pseudo strike
2.36
IV
147.3%
B/E move
11.0%
Puts
Pseudo strike
6.86
IV
250.2%
B/E move
7.4%

80Δ

Calls
Pseudo strike
2.18
IV
145.1%
B/E move
7.9%
Puts
Pseudo strike
7.82
IV
247.0%
B/E move
5.2%

Options history

IV · four-Friday blend202.74%
Daily EOD
CRCD202.5%202.7%202.9%2026-10-30: 202.74%Oct 30
1 observations2026-10-30 — 2026-10-30
Table
DateIV (%)
202.74%