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ETF Opportunities Trust REX FANG & Innovation Equity Premium Income ETF FEPI

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Market datapartial · fetched 2026-10-22T14:05:26.719Z

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 · 2026-10-22T14:05:22.968931117Z

FundamentalsAlpha Vantage · unavailable

Share price$40.90
1D+0.2%
$40.74$40.79$40.83$40.88$40.935:30 AM6:30 AM9:00 AM1:00 PMFEPI
Sold putSold call

ETF Opportunities Trust REX FANG & Innovation Equity Premium Income ETF options

Live interpolated FEPI call and put midpoint premiums by absolute delta.ETF Opportunities Trust REX FANG & Innovation Equity Premium Income ETF$0.00$2.50$5.00$7.50$10.00$35.66$37.94$40.22$42.49$44.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FEPI spot · $40.90FEPI PRICE$0.16$0.20$0.28$0.37$0.45$0.54$0.62$0.74$0.86$0.99$1.11$1.23$1.51$0.39$0.53$0.68$0.82$1.06$1.34$1.66$2.04$2.61$3.42$4.25$5.27$9.27
PutsExpensive1.38×
CallsCheap0.52×
SkewBearish+24.55 pp
Implied moveBearish±$2.29
TiltBearish57.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.4012.7%4.1%38.5426.8%6.7%
25Δ42.0011.7%3.2%38.9927.4%6.0%
30Δ41.8112.1%2.9%39.4427.9%5.2%
35Δ41.6212.5%2.7%39.9028.5%4.5%
40Δ41.4312.9%2.4%40.3330.0%4.0%
45Δ41.2413.3%2.2%40.7631.9%3.6%
50Δ41.0613.7%1.9%41.2333.6%3.3%
55Δ40.8513.8%1.7%41.7735.2%2.9%
60Δ40.6513.7%1.5%42.4638.6%2.6%
65Δ40.4413.5%1.3%43.3543.4%2.4%
70Δ40.2313.4%1.1%44.3346.4%2.0%
75Δ40.0313.3%0.9%45.5249.4%1.6%
80Δ39.6513.7%0.6%49.4970.6%1.7%

20Δ

Calls
Pseudo strike
42.40
IV
12.7%
B/E move
4.1%
Puts
Pseudo strike
38.54
IV
26.8%
B/E move
6.7%

25Δ

Calls
Pseudo strike
42.00
IV
11.7%
B/E move
3.2%
Puts
Pseudo strike
38.99
IV
27.4%
B/E move
6.0%

30Δ

Calls
Pseudo strike
41.81
IV
12.1%
B/E move
2.9%
Puts
Pseudo strike
39.44
IV
27.9%
B/E move
5.2%

35Δ

Calls
Pseudo strike
41.62
IV
12.5%
B/E move
2.7%
Puts
Pseudo strike
39.90
IV
28.5%
B/E move
4.5%

40Δ

Calls
Pseudo strike
41.43
IV
12.9%
B/E move
2.4%
Puts
Pseudo strike
40.33
IV
30.0%
B/E move
4.0%

45Δ

Calls
Pseudo strike
41.24
IV
13.3%
B/E move
2.2%
Puts
Pseudo strike
40.76
IV
31.9%
B/E move
3.6%

50Δ

Calls
Pseudo strike
41.06
IV
13.7%
B/E move
1.9%
Puts
Pseudo strike
41.23
IV
33.6%
B/E move
3.3%

55Δ

Calls
Pseudo strike
40.85
IV
13.8%
B/E move
1.7%
Puts
Pseudo strike
41.77
IV
35.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
40.65
IV
13.7%
B/E move
1.5%
Puts
Pseudo strike
42.46
IV
38.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
40.44
IV
13.5%
B/E move
1.3%
Puts
Pseudo strike
43.35
IV
43.4%
B/E move
2.4%

70Δ

Calls
Pseudo strike
40.23
IV
13.4%
B/E move
1.1%
Puts
Pseudo strike
44.33
IV
46.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
40.03
IV
13.3%
B/E move
0.9%
Puts
Pseudo strike
45.52
IV
49.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
39.65
IV
13.7%
B/E move
0.6%
Puts
Pseudo strike
49.49
IV
70.6%
B/E move
1.7%

Options history

No recorded observations