IntraAlpha
Create free account Start free

T-REX 2X Long CRWV Daily Target ETF CRWU

i

Market dataready · fetched 2026-11-13T19:12:58.664Z

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 · 2026-11-13T19:10:52.372554463Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:12:58.178104+00:00

Share price$10.53
1D-13.5%
$8.85$9.75$10.65$11.54$12.445:30 AM6:30 AM9:00 AM1:00 PMCRWU
Sold putSold call

T-REX 2X Long CRWV Daily Target ETF options

Live interpolated CRWU call and put midpoint premiums by absolute delta.T-REX 2X Long CRWV Daily Target ETF$0.15$1.39$2.63$3.88$5.12$4.04$7.47$10.91$14.34$17.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRWU spot · $10.53CRWU PRICE$0.28$0.38$0.49$0.60$0.74$0.89$1.05$1.20$1.36$1.56$1.81$2.06$2.40$0.47$0.59$0.76$0.94$1.15$1.38$1.63$2.02$2.40$2.74$3.15$3.86$4.76
PutsCheap0.66×
CallsCheap0.51×
SkewBearish+26.67 pp
Implied moveBearish±$2.68
TiltBearish27.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.77195.1%33.5%8.36244.3%25.1%
25Δ13.16195.4%28.5%8.94228.7%20.7%
30Δ12.66197.4%24.8%9.38226.7%18.1%
35Δ12.20200.1%21.6%9.81226.2%15.8%
40Δ11.78204.1%18.9%10.23225.7%13.8%
45Δ11.40209.0%16.7%10.64225.3%12.0%
50Δ11.01213.9%14.5%11.07226.0%10.3%
55Δ10.62210.8%12.2%11.59233.6%9.1%
60Δ10.22207.5%10.0%12.10238.4%7.8%
65Δ9.82207.1%8.1%12.60233.1%6.4%
70Δ9.42210.4%6.7%13.14230.4%5.1%
75Δ9.02213.7%5.2%13.96239.5%4.1%
80Δ8.55214.3%4.0%14.96247.7%3.2%

20Δ

Calls
Pseudo strike
13.77
IV
195.1%
B/E move
33.5%
Puts
Pseudo strike
8.36
IV
244.3%
B/E move
25.1%

25Δ

Calls
Pseudo strike
13.16
IV
195.4%
B/E move
28.5%
Puts
Pseudo strike
8.94
IV
228.7%
B/E move
20.7%

30Δ

Calls
Pseudo strike
12.66
IV
197.4%
B/E move
24.8%
Puts
Pseudo strike
9.38
IV
226.7%
B/E move
18.1%

35Δ

Calls
Pseudo strike
12.20
IV
200.1%
B/E move
21.6%
Puts
Pseudo strike
9.81
IV
226.2%
B/E move
15.8%

40Δ

Calls
Pseudo strike
11.78
IV
204.1%
B/E move
18.9%
Puts
Pseudo strike
10.23
IV
225.7%
B/E move
13.8%

45Δ

Calls
Pseudo strike
11.40
IV
209.0%
B/E move
16.7%
Puts
Pseudo strike
10.64
IV
225.3%
B/E move
12.0%

50Δ

Calls
Pseudo strike
11.01
IV
213.9%
B/E move
14.5%
Puts
Pseudo strike
11.07
IV
226.0%
B/E move
10.3%

55Δ

Calls
Pseudo strike
10.62
IV
210.8%
B/E move
12.2%
Puts
Pseudo strike
11.59
IV
233.6%
B/E move
9.1%

60Δ

Calls
Pseudo strike
10.22
IV
207.5%
B/E move
10.0%
Puts
Pseudo strike
12.10
IV
238.4%
B/E move
7.8%

65Δ

Calls
Pseudo strike
9.82
IV
207.1%
B/E move
8.1%
Puts
Pseudo strike
12.60
IV
233.1%
B/E move
6.4%

70Δ

Calls
Pseudo strike
9.42
IV
210.4%
B/E move
6.7%
Puts
Pseudo strike
13.14
IV
230.4%
B/E move
5.1%

75Δ

Calls
Pseudo strike
9.02
IV
213.7%
B/E move
5.2%
Puts
Pseudo strike
13.96
IV
239.5%
B/E move
4.1%

80Δ

Calls
Pseudo strike
8.55
IV
214.3%
B/E move
4.0%
Puts
Pseudo strike
14.96
IV
247.7%
B/E move
3.2%

Options history

IV · four-Friday blend190.13%
Daily EOD
CRWU166.2%179.1%191.9%2026-10-19: 169.66%2026-10-20: 167.97%2026-10-21: 172.09%2026-10-22: 184.78%2026-10-23: 186.95%2026-10-26: 188.76%2026-10-27: 185.38%2026-10-29: 181.84%2026-10-30: 190.13%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
169.66%
167.97%
172.09%
184.78%
186.95%
188.76%
185.38%
181.84%
190.13%