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T-Rex 2X Inverse MSTR Daily Target ETF MSTZ

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Market datapartial · fetched 2026-10-22T23:51:29.549Z

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 · 2026-10-22T23:48:01.439474289Z

FundamentalsAlpha Vantage · unavailable

Share price$2.77
1D+0.4%
AH$2.60$2.65$2.70$2.76$2.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSTZ
Sold putSold callAH

T-Rex 2X Inverse MSTR Daily Target ETF options

Live interpolated MSTZ call and put midpoint premiums by absolute delta.T-Rex 2X Inverse MSTR Daily Target ETF$0.05$1.03$2.00$2.98$3.96$0.95$1.77$2.59$3.41$4.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSTZ spot · $2.77MSTZ PRICE$0.17$0.15$0.18$0.22$0.26$0.29$0.34$0.40$0.47$0.54$0.61$0.68$0.75$0.19$0.27$0.36$0.44$0.53$0.61$0.88$1.28$1.66$1.95$2.24$2.87$3.68
PutsExpensive1.29×
CallsFair1.03×
SkewBearish+46.18 pp
Implied moveBearish±$1.21
TiltBearish53.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.35279.1%171.6%2.12153.4%30.2%
25Δ4.46169.1%66.7%2.28155.7%27.5%
30Δ3.82147.3%44.5%2.44158.0%24.7%
35Δ3.61143.4%38.2%2.61160.3%21.9%
40Δ3.40139.6%31.8%2.77162.6%19.2%
45Δ3.18135.7%25.5%2.93164.9%16.4%
50Δ2.98132.3%19.7%3.24181.9%14.7%
55Δ2.85131.0%17.4%3.66210.4%14.0%
60Δ2.71129.7%15.1%4.07232.4%12.9%
65Δ2.58128.4%12.9%4.42228.9%10.7%
70Δ2.45127.1%10.6%4.77225.4%8.5%
75Δ2.32125.8%8.3%5.45235.4%6.6%
80Δ2.18124.6%6.0%6.31244.0%5.0%

20Δ

Calls
Pseudo strike
7.35
IV
279.1%
B/E move
171.6%
Puts
Pseudo strike
2.12
IV
153.4%
B/E move
30.2%

25Δ

Calls
Pseudo strike
4.46
IV
169.1%
B/E move
66.7%
Puts
Pseudo strike
2.28
IV
155.7%
B/E move
27.5%

30Δ

Calls
Pseudo strike
3.82
IV
147.3%
B/E move
44.5%
Puts
Pseudo strike
2.44
IV
158.0%
B/E move
24.7%

35Δ

Calls
Pseudo strike
3.61
IV
143.4%
B/E move
38.2%
Puts
Pseudo strike
2.61
IV
160.3%
B/E move
21.9%

40Δ

Calls
Pseudo strike
3.40
IV
139.6%
B/E move
31.8%
Puts
Pseudo strike
2.77
IV
162.6%
B/E move
19.2%

45Δ

Calls
Pseudo strike
3.18
IV
135.7%
B/E move
25.5%
Puts
Pseudo strike
2.93
IV
164.9%
B/E move
16.4%

50Δ

Calls
Pseudo strike
2.98
IV
132.3%
B/E move
19.7%
Puts
Pseudo strike
3.24
IV
181.9%
B/E move
14.7%

55Δ

Calls
Pseudo strike
2.85
IV
131.0%
B/E move
17.4%
Puts
Pseudo strike
3.66
IV
210.4%
B/E move
14.0%

60Δ

Calls
Pseudo strike
2.71
IV
129.7%
B/E move
15.1%
Puts
Pseudo strike
4.07
IV
232.4%
B/E move
12.9%

65Δ

Calls
Pseudo strike
2.58
IV
128.4%
B/E move
12.9%
Puts
Pseudo strike
4.42
IV
228.9%
B/E move
10.7%

70Δ

Calls
Pseudo strike
2.45
IV
127.1%
B/E move
10.6%
Puts
Pseudo strike
4.77
IV
225.4%
B/E move
8.5%

75Δ

Calls
Pseudo strike
2.32
IV
125.8%
B/E move
8.3%
Puts
Pseudo strike
5.45
IV
235.4%
B/E move
6.6%

80Δ

Calls
Pseudo strike
2.18
IV
124.6%
B/E move
6.0%
Puts
Pseudo strike
6.31
IV
244.0%
B/E move
5.0%

Options history

No recorded observations