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REX ETF Trust REX Drone ETF DRNZ

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Market dataready · fetched 2026-10-22T09:20:29.511Z

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 · 2026-10-21T20:00:07.840890991Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:20:27.019348+00:00

Share price$16.55
1D-1.7%
AH$16.42$16.56$16.69$16.83$16.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRNZ
Sold putSold callAH

REX ETF Trust REX Drone ETF options

Live interpolated DRNZ call and put midpoint premiums by absolute delta.REX ETF Trust REX Drone ETF$0.30$0.99$1.68$2.38$3.07$11.98$14.51$17.04$19.56$22.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRNZ spot · $16.55DRNZ PRICE$0.38$0.40$0.42$0.51$0.61$0.71$0.86$1.02$1.19$1.48$1.94$2.41$2.87$0.38$0.41$0.51$0.61$0.73$0.86$0.98$1.12$1.29$1.47$1.65$2.01$2.54
PutsCheap0.65×
CallsCheap0.80×
SkewBullish-8.26 pp
Implied moveBearish±$1.85
TiltBalanced0.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.8081.3%28.0%14.4066.4%15.3%
25Δ19.4966.6%20.2%15.1354.1%11.0%
30Δ18.1851.9%12.4%15.4952.5%9.5%
35Δ17.7149.5%10.1%15.8551.0%7.9%
40Δ17.3848.9%8.7%16.1749.8%6.7%
45Δ17.0548.4%7.3%16.4648.9%5.7%
50Δ16.7549.2%6.4%16.7448.0%4.8%
55Δ16.4650.2%5.6%17.0347.1%3.9%
60Δ16.1651.2%4.8%17.3146.2%3.2%
65Δ15.7654.8%4.2%17.5945.3%2.6%
70Δ15.2261.6%3.7%17.8744.4%1.9%
75Δ14.6968.4%3.3%18.3246.2%1.5%
80Δ14.1575.2%2.8%18.9050.1%1.1%

20Δ

Calls
Pseudo strike
20.80
IV
81.3%
B/E move
28.0%
Puts
Pseudo strike
14.40
IV
66.4%
B/E move
15.3%

25Δ

Calls
Pseudo strike
19.49
IV
66.6%
B/E move
20.2%
Puts
Pseudo strike
15.13
IV
54.1%
B/E move
11.0%

30Δ

Calls
Pseudo strike
18.18
IV
51.9%
B/E move
12.4%
Puts
Pseudo strike
15.49
IV
52.5%
B/E move
9.5%

35Δ

Calls
Pseudo strike
17.71
IV
49.5%
B/E move
10.1%
Puts
Pseudo strike
15.85
IV
51.0%
B/E move
7.9%

40Δ

Calls
Pseudo strike
17.38
IV
48.9%
B/E move
8.7%
Puts
Pseudo strike
16.17
IV
49.8%
B/E move
6.7%

45Δ

Calls
Pseudo strike
17.05
IV
48.4%
B/E move
7.3%
Puts
Pseudo strike
16.46
IV
48.9%
B/E move
5.7%

50Δ

Calls
Pseudo strike
16.75
IV
49.2%
B/E move
6.4%
Puts
Pseudo strike
16.74
IV
48.0%
B/E move
4.8%

55Δ

Calls
Pseudo strike
16.46
IV
50.2%
B/E move
5.6%
Puts
Pseudo strike
17.03
IV
47.1%
B/E move
3.9%

60Δ

Calls
Pseudo strike
16.16
IV
51.2%
B/E move
4.8%
Puts
Pseudo strike
17.31
IV
46.2%
B/E move
3.2%

65Δ

Calls
Pseudo strike
15.76
IV
54.8%
B/E move
4.2%
Puts
Pseudo strike
17.59
IV
45.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
15.22
IV
61.6%
B/E move
3.7%
Puts
Pseudo strike
17.87
IV
44.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
14.69
IV
68.4%
B/E move
3.3%
Puts
Pseudo strike
18.32
IV
46.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
14.15
IV
75.2%
B/E move
2.8%
Puts
Pseudo strike
18.90
IV
50.1%
B/E move
1.1%

Options history

No recorded observations