IntraAlpha
Create free account Start free

T-Rex 2X Long Ether Daily Target ETF ETU

i

Market dataready · fetched 2026-11-12T03:13:17.995Z

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 · 2026-11-12T01:00:02.436511016Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:13:17.600090+00:00

Share price$4.61
1D+3.1%
AH$4.43$4.49$4.55$4.61$4.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMETU
Sold putSold callAH

T-Rex 2X Long Ether Daily Target ETF options

Live interpolated ETU call and put midpoint premiums by absolute delta.T-Rex 2X Long Ether Daily Target ETF$0.14$0.42$0.70$0.98$1.26$3.07$4.00$4.93$5.86$6.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ETU spot · $4.61ETU PRICE$0.25$0.17$0.22$0.26$0.30$0.34$0.39$0.43$0.47$0.51$0.55$0.60$0.64$0.27$0.29$0.32$0.35$0.38$0.42$0.45$0.48$0.51$0.55$0.75$0.97$1.18
PutsExpensive1.09×
CallsExpensive1.80×
SkewBullish-4.17 pp
Implied moveBearish±$0.83
TiltBearish14.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.70412.4%115.8%3.43294.2%31.6%
25Δ5.87184.6%31.1%3.82236.6%23.5%
30Δ5.62179.7%26.7%4.07202.4%18.6%
35Δ5.38174.9%22.4%4.20188.9%16.4%
40Δ5.14170.0%18.0%4.33175.4%14.3%
45Δ4.95163.6%14.8%4.46161.9%12.2%
50Δ4.83155.2%13.1%4.59148.4%10.0%
55Δ4.71146.8%11.4%4.73134.9%7.9%
60Δ4.59138.4%9.7%4.86121.4%5.8%
65Δ4.47130.0%8.0%4.99107.9%3.6%
70Δ4.34121.6%6.3%5.22114.5%3.0%
75Δ4.22113.3%4.6%5.46123.0%2.4%
80Δ4.10104.9%2.9%5.70131.6%1.9%

20Δ

Calls
Pseudo strike
9.70
IV
412.4%
B/E move
115.8%
Puts
Pseudo strike
3.43
IV
294.2%
B/E move
31.6%

25Δ

Calls
Pseudo strike
5.87
IV
184.6%
B/E move
31.1%
Puts
Pseudo strike
3.82
IV
236.6%
B/E move
23.5%

30Δ

Calls
Pseudo strike
5.62
IV
179.7%
B/E move
26.7%
Puts
Pseudo strike
4.07
IV
202.4%
B/E move
18.6%

35Δ

Calls
Pseudo strike
5.38
IV
174.9%
B/E move
22.4%
Puts
Pseudo strike
4.20
IV
188.9%
B/E move
16.4%

40Δ

Calls
Pseudo strike
5.14
IV
170.0%
B/E move
18.0%
Puts
Pseudo strike
4.33
IV
175.4%
B/E move
14.3%

45Δ

Calls
Pseudo strike
4.95
IV
163.6%
B/E move
14.8%
Puts
Pseudo strike
4.46
IV
161.9%
B/E move
12.2%

50Δ

Calls
Pseudo strike
4.83
IV
155.2%
B/E move
13.1%
Puts
Pseudo strike
4.59
IV
148.4%
B/E move
10.0%

55Δ

Calls
Pseudo strike
4.71
IV
146.8%
B/E move
11.4%
Puts
Pseudo strike
4.73
IV
134.9%
B/E move
7.9%

60Δ

Calls
Pseudo strike
4.59
IV
138.4%
B/E move
9.7%
Puts
Pseudo strike
4.86
IV
121.4%
B/E move
5.8%

65Δ

Calls
Pseudo strike
4.47
IV
130.0%
B/E move
8.0%
Puts
Pseudo strike
4.99
IV
107.9%
B/E move
3.6%

70Δ

Calls
Pseudo strike
4.34
IV
121.6%
B/E move
6.3%
Puts
Pseudo strike
5.22
IV
114.5%
B/E move
3.0%

75Δ

Calls
Pseudo strike
4.22
IV
113.3%
B/E move
4.6%
Puts
Pseudo strike
5.46
IV
123.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
4.10
IV
104.9%
B/E move
2.9%
Puts
Pseudo strike
5.70
IV
131.6%
B/E move
1.9%

Options history

IV · four-Friday blend113.07%
Daily close
ETU93.5%129.1%164.8%2026-08-19: 149.89%2026-08-20: 159.87%2026-09-01: 106.38%2026-09-02: 107.32%2026-09-04: 106.68%2026-09-17: 152.31%2026-09-22: 108.34%2026-09-23: 107.47%2026-09-24: 104.57%2026-09-25: 103.15%2026-09-28: 102.30%2026-09-29: 101.10%2026-09-30: 100.16%2026-10-01: 100.70%2026-10-02: 98.39%2026-10-05: 100.21%2026-10-09: 103.51%2026-10-12: 107.89%2026-10-13: 113.45%2026-10-16: 103.44%2026-10-19: 103.89%2026-10-20: 102.06%2026-10-21: 102.38%2026-10-22: 106.51%2026-10-23: 105.35%2026-10-26: 106.82%2026-10-27: 107.17%2026-10-28: 107.40%2026-10-29: 106.35%2026-10-30: 113.07%Aug 19Oct 2Oct 30
30 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
149.89%
159.87%
106.38%
107.32%
106.68%
152.31%
108.34%
107.47%
104.57%
103.15%
102.30%
101.10%
100.16%
100.70%
98.39%
100.21%
103.51%
107.89%
113.45%
103.44%
103.89%
102.06%
102.38%
106.51%
105.35%
106.82%
107.17%
107.40%
106.35%
113.07%