T-Rex 2X Long MSTR Daily Target ETF MSTU
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Market dataready · fetched 2026-11-10T22:23:39.132Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-10T22:22:12.652279567Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:23:38.641189+00:00
T-Rex 2X Long MSTR Daily Target ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.45 | 179.0% | 17.7% | 19.87 | 204.8% | 15.1% |
| 25Δ | 20.43 | 211.9% | 13.5% | |||
| 30Δ | 25.21 | 182.8% | 13.5% | 20.97 | 217.3% | 12.2% |
| 35Δ | 24.81 | 195.8% | 12.6% | 21.61 | 199.5% | 9.9% |
| 40Δ | 24.24 | 195.6% | 10.9% | 22.17 | 186.4% | 8.1% |
| 45Δ | 22.64 | 186.7% | 7.1% | |||
| 50Δ | 23.13 | 188.2% | 7.6% | |||
| 55Δ | 22.66 | 188.0% | 6.5% | 23.78 | 212.4% | 5.9% |
| 60Δ | 22.17 | 182.9% | 5.3% | 24.28 | 199.8% | 4.6% |
| 65Δ | 24.80 | 195.0% | 3.8% | |||
| 70Δ | 21.17 | 191.0% | 3.7% | 25.28 | 187.2% | 2.9% |
| 75Δ | 20.20 | 237.9% | 3.6% | 26.16 | 200.6% | 2.5% |
| 80Δ | 19.75 | 217.1% | 2.5% | 26.50 | 181.2% | 1.6% |
20Δ
- Pseudo strike
- 26.45
- IV
- 179.0%
- B/E move
- 17.7%
- Pseudo strike
- 19.87
- IV
- 204.8%
- B/E move
- 15.1%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 20.43
- IV
- 211.9%
- B/E move
- 13.5%
30Δ
- Pseudo strike
- 25.21
- IV
- 182.8%
- B/E move
- 13.5%
- Pseudo strike
- 20.97
- IV
- 217.3%
- B/E move
- 12.2%
35Δ
- Pseudo strike
- 24.81
- IV
- 195.8%
- B/E move
- 12.6%
- Pseudo strike
- 21.61
- IV
- 199.5%
- B/E move
- 9.9%
40Δ
- Pseudo strike
- 24.24
- IV
- 195.6%
- B/E move
- 10.9%
- Pseudo strike
- 22.17
- IV
- 186.4%
- B/E move
- 8.1%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 22.64
- IV
- 186.7%
- B/E move
- 7.1%
50Δ
- Pseudo strike
- 23.13
- IV
- 188.2%
- B/E move
- 7.6%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 22.66
- IV
- 188.0%
- B/E move
- 6.5%
- Pseudo strike
- 23.78
- IV
- 212.4%
- B/E move
- 5.9%
60Δ
- Pseudo strike
- 22.17
- IV
- 182.9%
- B/E move
- 5.3%
- Pseudo strike
- 24.28
- IV
- 199.8%
- B/E move
- 4.6%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 24.80
- IV
- 195.0%
- B/E move
- 3.8%
70Δ
- Pseudo strike
- 21.17
- IV
- 191.0%
- B/E move
- 3.7%
- Pseudo strike
- 25.28
- IV
- 187.2%
- B/E move
- 2.9%
75Δ
- Pseudo strike
- 20.20
- IV
- 237.9%
- B/E move
- 3.6%
- Pseudo strike
- 26.16
- IV
- 200.6%
- B/E move
- 2.5%
80Δ
- Pseudo strike
- 19.75
- IV
- 217.1%
- B/E move
- 2.5%
- Pseudo strike
- 26.50
- IV
- 181.2%
- B/E move
- 1.6%
Options history
Table
| Date | IV (%) |
|---|---|
| 154.69% | |
| 153.03% | |
| 153.85% | |
| 160.05% | |
| 151.59% | |
| 165.13% | |
| 169.72% | |
| 171.98% | |
| 176.95% | |
| 159.72% |