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REX ETF Trust REX Drone ETF DRNZ

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Market dataready · fetched 2026-11-11T14:57:59.048Z

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 · 2026-11-11T14:54:13.756476174Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:57:58.607734+00:00

Share price$15.87
1D+6.5%
$14.82$15.12$15.42$15.71$16.015:30 AM6:30 AM9:00 AM1:00 PMDRNZ
Sold putSold call

REX ETF Trust REX Drone ETF options

Live interpolated DRNZ call and put midpoint premiums by absolute delta.REX ETF Trust REX Drone ETF$0.23$0.64$1.05$1.47$1.88$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEDRNZ PRICE$0.27$0.32$0.37$0.42$0.51$0.63$0.76$0.89$1.02$1.16$1.37$0.87$0.97$1.07$1.17$1.26$1.76
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ16.8449.3%7.8%
35Δ16.6049.8%6.7%
40Δ16.3750.2%5.5%
45Δ16.1350.6%4.3%
50Δ15.9251.7%3.5%
55Δ15.7353.5%3.1%16.1768.9%3.5%
60Δ15.5455.3%2.7%16.3665.9%2.9%
65Δ15.3557.1%2.4%16.5562.9%2.4%
70Δ15.1658.9%2.0%16.7460.0%1.8%
75Δ14.9660.2%1.6%16.9357.0%1.2%
80Δ14.6959.2%1.2%17.4765.8%1.0%

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
16.84
IV
49.3%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
16.60
IV
49.8%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
16.37
IV
50.2%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
16.13
IV
50.6%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
15.92
IV
51.7%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
15.73
IV
53.5%
B/E move
3.1%
Puts
Pseudo strike
16.17
IV
68.9%
B/E move
3.5%

60Δ

Calls
Pseudo strike
15.54
IV
55.3%
B/E move
2.7%
Puts
Pseudo strike
16.36
IV
65.9%
B/E move
2.9%

65Δ

Calls
Pseudo strike
15.35
IV
57.1%
B/E move
2.4%
Puts
Pseudo strike
16.55
IV
62.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
15.16
IV
58.9%
B/E move
2.0%
Puts
Pseudo strike
16.74
IV
60.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
14.96
IV
60.2%
B/E move
1.6%
Puts
Pseudo strike
16.93
IV
57.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
14.69
IV
59.2%
B/E move
1.2%
Puts
Pseudo strike
17.47
IV
65.8%
B/E move
1.0%

Options history

IV · four-Friday blend51.95%
Daily EOD
DRNZ43.1%47.8%52.6%2026-10-19: 44.81%2026-10-20: 43.74%2026-10-21: 47.10%2026-10-22: 47.75%2026-10-23: 51.82%2026-10-26: 48.00%2026-10-27: 49.45%2026-10-28: 46.43%2026-10-29: 49.16%2026-10-30: 51.95%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.81%
43.74%
47.10%
47.75%
51.82%
48.00%
49.45%
46.43%
49.16%
51.95%