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T-Rex 2X Long Microsoft Daily Target ETF MSFX

i

Market dataready · fetched 2026-11-11T13:57:06.574Z

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 · 2026-11-11T13:36:13.908481847Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:57:06.170773+00:00

Share price$27.72
1D+0.0%
$27.71$27.71$27.72$27.73$27.735:30 AM6:30 AM9:00 AM1:00 PMMSFX
Sold putSold call

T-Rex 2X Long Microsoft Daily Target ETF options

Live interpolated MSFX call and put midpoint premiums by absolute delta.T-Rex 2X Long Microsoft Daily Target ETF$0.20$1.11$2.01$2.92$3.83$23.42$25.63$27.85$30.06$32.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSFX spot · $27.72MSFX PRICE$0.30$0.37$0.46$0.55$0.66$0.77$0.92$1.11$1.30$1.49$1.70$1.90$2.13$0.43$0.47$0.62$0.78$0.93$1.10$1.26$1.50$1.78$2.09$2.45$2.90$3.56
PutsCheap0.92×
CallsCheap0.69×
SkewBearish+14.06 pp
Implied moveBearish±$2.18
TiltBearish18.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.4665.2%11.0%25.0783.0%11.1%
25Δ29.7359.9%8.6%25.9469.0%8.1%
30Δ29.2557.7%7.2%26.3669.0%7.1%
35Δ28.8356.2%6.0%26.7570.1%6.3%
40Δ28.5055.4%5.2%27.1470.2%5.5%
45Δ28.1654.6%4.4%27.5268.8%4.7%
50Δ27.8455.0%3.8%27.9067.4%3.9%
55Δ27.5256.5%3.3%28.3068.1%3.3%
60Δ27.2157.9%2.8%28.7169.5%2.8%
65Δ26.8958.5%2.4%29.1570.7%2.4%
70Δ26.5657.3%2.0%29.6471.5%1.9%
75Δ26.2456.1%1.5%30.2073.2%1.5%
80Δ25.9054.6%1.1%30.9677.2%1.2%

20Δ

Calls
Pseudo strike
30.46
IV
65.2%
B/E move
11.0%
Puts
Pseudo strike
25.07
IV
83.0%
B/E move
11.1%

25Δ

Calls
Pseudo strike
29.73
IV
59.9%
B/E move
8.6%
Puts
Pseudo strike
25.94
IV
69.0%
B/E move
8.1%

30Δ

Calls
Pseudo strike
29.25
IV
57.7%
B/E move
7.2%
Puts
Pseudo strike
26.36
IV
69.0%
B/E move
7.1%

35Δ

Calls
Pseudo strike
28.83
IV
56.2%
B/E move
6.0%
Puts
Pseudo strike
26.75
IV
70.1%
B/E move
6.3%

40Δ

Calls
Pseudo strike
28.50
IV
55.4%
B/E move
5.2%
Puts
Pseudo strike
27.14
IV
70.2%
B/E move
5.5%

45Δ

Calls
Pseudo strike
28.16
IV
54.6%
B/E move
4.4%
Puts
Pseudo strike
27.52
IV
68.8%
B/E move
4.7%

50Δ

Calls
Pseudo strike
27.84
IV
55.0%
B/E move
3.8%
Puts
Pseudo strike
27.90
IV
67.4%
B/E move
3.9%

55Δ

Calls
Pseudo strike
27.52
IV
56.5%
B/E move
3.3%
Puts
Pseudo strike
28.30
IV
68.1%
B/E move
3.3%

60Δ

Calls
Pseudo strike
27.21
IV
57.9%
B/E move
2.8%
Puts
Pseudo strike
28.71
IV
69.5%
B/E move
2.8%

65Δ

Calls
Pseudo strike
26.89
IV
58.5%
B/E move
2.4%
Puts
Pseudo strike
29.15
IV
70.7%
B/E move
2.4%

70Δ

Calls
Pseudo strike
26.56
IV
57.3%
B/E move
2.0%
Puts
Pseudo strike
29.64
IV
71.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
26.24
IV
56.1%
B/E move
1.5%
Puts
Pseudo strike
30.20
IV
73.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
25.90
IV
54.6%
B/E move
1.1%
Puts
Pseudo strike
30.96
IV
77.2%
B/E move
1.2%

Options history

IV · four-Friday blend56.64%
Daily EOD
MSFX52.9%80.0%107.1%2026-10-19: 91.33%2026-10-21: 82.07%2026-10-22: 103.35%2026-10-23: 102.11%2026-10-26: 91.08%2026-10-27: 90.94%2026-10-29: 93.48%2026-10-30: 56.64%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
91.33%
82.07%
103.35%
102.11%
91.08%
90.94%
93.48%
56.64%