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

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Market datapartial · fetched 2026-10-22T21:19:55.051Z

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 · 2026-10-22T21:04:19.135112998Z

FundamentalsAlpha Vantage · unavailable

Share price$40.48
1D-0.8%
AH$39.86$40.14$40.42$40.70$40.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFEPI
Sold putSold callAH

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$1.61$3.22$4.83$6.45$34.63$37.19$39.76$42.32$44.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FEPI spot · $40.48FEPI PRICE$0.16$0.20$0.24$0.28$0.34$0.44$0.54$0.64$0.74$0.85$0.59$0.73$0.87$1.03$1.21$1.45$1.75$2.34$3.18$4.31$5.98
PutsExpensive1.55×
CallsCheap0.44×
SkewBearish+31.30 pp
Implied moveBearish±$2.29
TiltBearish68.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.9312.8%4.0%36.8744.0%10.4%
25Δ41.6712.1%3.4%37.7440.8%8.6%
30Δ41.4111.3%2.9%38.5438.0%6.9%
35Δ41.1510.6%2.3%39.2436.0%5.6%
40Δ40.9310.3%2.0%39.7934.9%4.7%
45Δ40.7610.6%1.8%40.3135.0%4.0%
50Δ40.5910.9%1.6%40.8235.7%3.5%
55Δ40.4311.2%1.5%41.5040.3%3.3%
60Δ40.2611.6%1.3%42.3846.8%3.2%
65Δ40.0911.9%1.1%43.5954.1%3.0%
70Δ45.3563.4%2.7%
75Δ
80Δ

20Δ

Calls
Pseudo strike
41.93
IV
12.8%
B/E move
4.0%
Puts
Pseudo strike
36.87
IV
44.0%
B/E move
10.4%

25Δ

Calls
Pseudo strike
41.67
IV
12.1%
B/E move
3.4%
Puts
Pseudo strike
37.74
IV
40.8%
B/E move
8.6%

30Δ

Calls
Pseudo strike
41.41
IV
11.3%
B/E move
2.9%
Puts
Pseudo strike
38.54
IV
38.0%
B/E move
6.9%

35Δ

Calls
Pseudo strike
41.15
IV
10.6%
B/E move
2.3%
Puts
Pseudo strike
39.24
IV
36.0%
B/E move
5.6%

40Δ

Calls
Pseudo strike
40.93
IV
10.3%
B/E move
2.0%
Puts
Pseudo strike
39.79
IV
34.9%
B/E move
4.7%

45Δ

Calls
Pseudo strike
40.76
IV
10.6%
B/E move
1.8%
Puts
Pseudo strike
40.31
IV
35.0%
B/E move
4.0%

50Δ

Calls
Pseudo strike
40.59
IV
10.9%
B/E move
1.6%
Puts
Pseudo strike
40.82
IV
35.7%
B/E move
3.5%

55Δ

Calls
Pseudo strike
40.43
IV
11.2%
B/E move
1.5%
Puts
Pseudo strike
41.50
IV
40.3%
B/E move
3.3%

60Δ

Calls
Pseudo strike
40.26
IV
11.6%
B/E move
1.3%
Puts
Pseudo strike
42.38
IV
46.8%
B/E move
3.2%

65Δ

Calls
Pseudo strike
40.09
IV
11.9%
B/E move
1.1%
Puts
Pseudo strike
43.59
IV
54.1%
B/E move
3.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.35
IV
63.4%
B/E move
2.7%

75Δ

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

80Δ

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

Options history

FEPI24.1524.1924.232026-10-20: 24.21%2026-10-21: 24.17%Oct 20Oct 21
Table
DateIV
24.21%
24.17%