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T-REX 2X Long FIGR Daily Target ETF FGRU

i

Market dataready · fetched 2026-11-11T15:38:07.478Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:34:17.477945727Z

FundamentalsREX Shares · ready · as of 2026-11-10 · fetched 2026-11-11T15:38:06.605781+00:00

Share price$4.67
1D-2.5%
$4.56$4.63$4.71$4.78$4.855:30 AM6:30 AM9:00 AM1:00 PMFGRU
Sold putSold call

T-REX 2X Long FIGR Daily Target ETF options

Live interpolated FGRU call and put midpoint premiums by absolute delta.T-REX 2X Long FIGR Daily Target ETF$0.23$1.19$2.14$3.10$4.05$1.40$3.10$4.81$6.51$8.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FGRU spot · $4.67FGRU PRICE$0.34$0.42$0.51$0.60$0.69$0.78$0.86$0.95$1.39$1.65$1.90$2.23$2.58$2.96$3.37$3.77
Puts——
Calls——
Skew——
Implied moveBearish±$2.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.28300.3%362.8%
25Δ19.12285.7%318.6%
30Δ16.97271.2%274.3%
35Δ14.82256.6%230.1%
40Δ12.66242.1%185.9%
45Δ10.51227.5%141.7%5.17183.3%19.0%
50Δ8.36213.0%97.5%5.55181.0%16.4%
55Δ6.21198.5%53.2%5.93178.8%13.8%
60Δ6.36176.7%11.5%
65Δ6.81174.7%9.4%
70Δ7.28171.4%7.4%
75Δ7.78167.2%5.5%
80Δ8.26160.3%3.9%

20Δ

Calls
Pseudo strike
21.28
IV
300.3%
B/E move
362.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
19.12
IV
285.7%
B/E move
318.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
16.97
IV
271.2%
B/E move
274.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
14.82
IV
256.6%
B/E move
230.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
12.66
IV
242.1%
B/E move
185.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.51
IV
227.5%
B/E move
141.7%
Puts
Pseudo strike
5.17
IV
183.3%
B/E move
19.0%

50Δ

Calls
Pseudo strike
8.36
IV
213.0%
B/E move
97.5%
Puts
Pseudo strike
5.55
IV
181.0%
B/E move
16.4%

55Δ

Calls
Pseudo strike
6.21
IV
198.5%
B/E move
53.2%
Puts
Pseudo strike
5.93
IV
178.8%
B/E move
13.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.36
IV
176.7%
B/E move
11.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.81
IV
174.7%
B/E move
9.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.28
IV
171.4%
B/E move
7.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.78
IV
167.2%
B/E move
5.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.26
IV
160.3%
B/E move
3.9%

Options history

IV · four-Friday blend265.65%
Daily close
FGRU261.0%294.6%328.3%2026-09-15: 323.64%2026-09-29: 265.65%Sep 15Sep 29
2 observations2026-09-15 — 2026-09-29
Table
DateIV (%)
323.64%
265.65%