T-REX 2X Long EOSE Daily Target ETF EOSU
i
Market datapartial · fetched 2026-11-12T16:05:34.537Z
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 · 2026-11-12T16:05:13.446256111Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:05:32.251871+00:00
T-REX 2X Long EOSE Daily Target ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | 1.69 | 333.8% | 43.3% | |||
| 50Δ | 1.59 | 328.9% | 38.0% | |||
| 55Δ | 1.49 | 324.0% | 32.8% | |||
| 60Δ | 1.39 | 319.1% | 27.5% | |||
| 65Δ | 1.30 | 314.1% | 22.2% | |||
| 70Δ | 1.20 | 309.2% | 16.9% | |||
| 75Δ | 1.10 | 304.3% | 11.6% | |||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 1.69
- IV
- 333.8%
- B/E move
- 43.3%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 1.59
- IV
- 328.9%
- B/E move
- 38.0%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 1.49
- IV
- 324.0%
- B/E move
- 32.8%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 1.39
- IV
- 319.1%
- B/E move
- 27.5%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 1.30
- IV
- 314.1%
- B/E move
- 22.2%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 1.20
- IV
- 309.2%
- B/E move
- 16.9%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 1.10
- IV
- 304.3%
- B/E move
- 11.6%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 241.11% | |
| 230.29% | |
| 205.52% | |
| 209.04% | |
| 204.06% | |
| 212.90% | |
| 212.31% | |
| 205.90% | |
| 202.07% | |
| 206.25% | |
| 201.78% | |
| 203.36% | |
| 205.56% | |
| 208.24% | |
| 211.00% | |
| 251.30% |