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

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Market dataready · fetched 2026-11-11T15:56:37.933Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-11T15:56:00.545597437Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:56:36.715657+00:00

Share price$37.74
1D+0.2%
$37.52$37.58$37.64$37.70$37.765:30 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$4.32$8.63$12.95$17.27$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFEPI PRICE$0.20$0.23$0.32$0.47$0.62$0.76$0.91$1.14$1.39$1.71$2.14$4.27$4.71$6.66$10.53$16.00
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.7311.4%5.8%
25Δ39.2410.1%4.6%
30Δ38.8910.0%3.9%35.5634.7%8.8%
35Δ38.6911.2%3.8%36.3433.9%7.4%
40Δ38.4812.3%3.6%37.0234.6%6.4%
45Δ38.2713.4%3.4%37.7335.9%5.7%
50Δ38.0614.5%3.3%
55Δ39.9149.8%5.6%
60Δ40.8047.6%4.4%
65Δ42.8456.3%4.1%
70Δ46.7272.2%4.1%
75Δ52.3688.1%3.7%
80Δ

20Δ

Calls
Pseudo strike
39.73
IV
11.4%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
39.24
IV
10.1%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
38.89
IV
10.0%
B/E move
3.9%
Puts
Pseudo strike
35.56
IV
34.7%
B/E move
8.8%

35Δ

Calls
Pseudo strike
38.69
IV
11.2%
B/E move
3.8%
Puts
Pseudo strike
36.34
IV
33.9%
B/E move
7.4%

40Δ

Calls
Pseudo strike
38.48
IV
12.3%
B/E move
3.6%
Puts
Pseudo strike
37.02
IV
34.6%
B/E move
6.4%

45Δ

Calls
Pseudo strike
38.27
IV
13.4%
B/E move
3.4%
Puts
Pseudo strike
37.73
IV
35.9%
B/E move
5.7%

50Δ

Calls
Pseudo strike
38.06
IV
14.5%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.91
IV
49.8%
B/E move
5.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.80
IV
47.6%
B/E move
4.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.84
IV
56.3%
B/E move
4.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.72
IV
72.2%
B/E move
4.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.36
IV
88.1%
B/E move
3.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend26.67%
Daily close
FEPI21.6%25.1%28.6%2026-08-27: 25.98%2026-08-28: 26.21%2026-09-01: 24.55%2026-09-02: 23.12%2026-09-15: 25.26%2026-09-18: 23.10%2026-09-21: 25.62%2026-09-23: 22.06%2026-09-24: 24.09%2026-09-25: 23.72%2026-09-28: 22.59%2026-09-29: 24.43%2026-09-30: 23.95%2026-10-01: 23.03%2026-10-02: 23.92%2026-10-06: 23.92%2026-10-07: 23.66%2026-10-08: 23.66%2026-10-12: 28.10%2026-10-14: 26.63%2026-10-15: 23.92%2026-10-16: 24.05%2026-10-19: 23.16%2026-10-20: 23.79%2026-10-21: 23.83%2026-10-22: 25.59%2026-10-23: 26.08%2026-10-26: 25.74%2026-10-27: 24.19%2026-10-28: 22.93%2026-10-29: 23.47%2026-10-30: 26.67%Aug 27Oct 6Oct 30
32 observations2026-08-27 — 2026-10-30
Table
DateIV (%)
25.98%
26.21%
24.55%
23.12%
25.26%
23.10%
25.62%
22.06%
24.09%
23.72%
22.59%
24.43%
23.95%
23.03%
23.92%
23.92%
23.66%
23.66%
28.10%
26.63%
23.92%
24.05%
23.16%
23.79%
23.83%
25.59%
26.08%
25.74%
24.19%
22.93%
23.47%
26.67%