REX-Osprey DOGE ETF DOJE
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Market dataready · fetched 2026-11-13T02:15:00.692Z
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 · 2026-11-13T01:00:02.171403865Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:15:00.516540+00:00
REX-Osprey DOGE ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.46 | 347.0% | 33.4% | |||
| 25Δ | 11.21 | 425.8% | 91.9% | 5.03 | 265.3% | 24.1% |
| 30Δ | 8.64 | 316.8% | 49.6% | 5.29 | 240.1% | 20.4% |
| 35Δ | 7.51 | 248.9% | 31.0% | 5.56 | 215.0% | 16.7% |
| 40Δ | 6.90 | 207.9% | 21.1% | 5.83 | 189.9% | 12.9% |
| 45Δ | 6.62 | 193.3% | 17.4% | 6.04 | 169.9% | 10.1% |
| 50Δ | 6.35 | 178.7% | 13.7% | 6.17 | 159.9% | 8.9% |
| 55Δ | 6.08 | 164.0% | 10.0% | 6.29 | 149.8% | 7.7% |
| 60Δ | 5.91 | 152.2% | 8.1% | 6.41 | 139.7% | 6.6% |
| 65Δ | 5.79 | 141.7% | 7.1% | 6.54 | 129.7% | 5.4% |
| 70Δ | 5.66 | 131.1% | 6.0% | 6.66 | 119.6% | 4.2% |
| 75Δ | 5.53 | 120.6% | 4.9% | 6.78 | 109.5% | 3.1% |
| 80Δ | 5.41 | 110.0% | 3.8% | 6.91 | 99.4% | 1.9% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.46
- IV
- 347.0%
- B/E move
- 33.4%
25Δ
- Pseudo strike
- 11.21
- IV
- 425.8%
- B/E move
- 91.9%
- Pseudo strike
- 5.03
- IV
- 265.3%
- B/E move
- 24.1%
30Δ
- Pseudo strike
- 8.64
- IV
- 316.8%
- B/E move
- 49.6%
- Pseudo strike
- 5.29
- IV
- 240.1%
- B/E move
- 20.4%
35Δ
- Pseudo strike
- 7.51
- IV
- 248.9%
- B/E move
- 31.0%
- Pseudo strike
- 5.56
- IV
- 215.0%
- B/E move
- 16.7%
40Δ
- Pseudo strike
- 6.90
- IV
- 207.9%
- B/E move
- 21.1%
- Pseudo strike
- 5.83
- IV
- 189.9%
- B/E move
- 12.9%
45Δ
- Pseudo strike
- 6.62
- IV
- 193.3%
- B/E move
- 17.4%
- Pseudo strike
- 6.04
- IV
- 169.9%
- B/E move
- 10.1%
50Δ
- Pseudo strike
- 6.35
- IV
- 178.7%
- B/E move
- 13.7%
- Pseudo strike
- 6.17
- IV
- 159.9%
- B/E move
- 8.9%
55Δ
- Pseudo strike
- 6.08
- IV
- 164.0%
- B/E move
- 10.0%
- Pseudo strike
- 6.29
- IV
- 149.8%
- B/E move
- 7.7%
60Δ
- Pseudo strike
- 5.91
- IV
- 152.2%
- B/E move
- 8.1%
- Pseudo strike
- 6.41
- IV
- 139.7%
- B/E move
- 6.6%
65Δ
- Pseudo strike
- 5.79
- IV
- 141.7%
- B/E move
- 7.1%
- Pseudo strike
- 6.54
- IV
- 129.7%
- B/E move
- 5.4%
70Δ
- Pseudo strike
- 5.66
- IV
- 131.1%
- B/E move
- 6.0%
- Pseudo strike
- 6.66
- IV
- 119.6%
- B/E move
- 4.2%
75Δ
- Pseudo strike
- 5.53
- IV
- 120.6%
- B/E move
- 4.9%
- Pseudo strike
- 6.78
- IV
- 109.5%
- B/E move
- 3.1%
80Δ
- Pseudo strike
- 5.41
- IV
- 110.0%
- B/E move
- 3.8%
- Pseudo strike
- 6.91
- IV
- 99.4%
- B/E move
- 1.9%
Options history
Table
| Date | IV (%) |
|---|---|
| 119.02% | |
| 92.03% | |
| 83.78% | |
| 128.66% | |
| 161.30% | |
| 161.11% |