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T-Rex 2X Inverse MSTR Daily Target ETF MSTZ

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Market dataready · fetched 2026-10-23T00:41:39.262Z

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 · 2026-10-23T00:00:04.711051711Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T00:41:38.354511+00:00

Share price$2.71
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$0.07$0.84$1.61$2.38$3.15$1.05$1.85$2.64$3.44$4.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSTZ spot · $2.71MSTZ PRICE$0.17$0.15$0.18$0.22$0.26$0.30$0.35$0.43$0.51$0.58$0.66$0.74$0.81$0.17$0.25$0.33$0.41$0.49$0.57$0.65$1.03$1.43$1.75$2.01$2.27$2.93
PutsExpensive1.18×
CallsExpensive1.12×
SkewBearish+17.76 pp
Implied moveBearish±$1.00
TiltBearish45.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.49288.0%182.7%2.09147.0%29.3%
25Δ4.36171.4%66.7%2.24148.6%26.6%
30Δ3.81153.9%47.2%2.39150.1%24.0%
35Δ3.58150.6%40.5%2.54151.7%21.3%
40Δ3.36147.3%33.7%2.69153.3%18.7%
45Δ3.14144.0%27.0%2.85154.9%16.0%
50Δ2.95142.4%21.8%3.00156.4%13.3%
55Δ2.80143.6%19.2%3.40182.6%12.5%
60Δ2.66144.9%16.7%3.82209.3%11.8%
65Δ2.51146.2%14.1%4.18218.0%10.3%
70Δ2.36147.4%11.6%4.49212.8%8.2%
75Δ2.22148.7%9.0%4.81207.6%6.2%
80Δ2.07149.9%6.5%5.52216.9%4.5%

20Δ

Calls
Pseudo strike
7.49
IV
288.0%
B/E move
182.7%
Puts
Pseudo strike
2.09
IV
147.0%
B/E move
29.3%

25Δ

Calls
Pseudo strike
4.36
IV
171.4%
B/E move
66.7%
Puts
Pseudo strike
2.24
IV
148.6%
B/E move
26.6%

30Δ

Calls
Pseudo strike
3.81
IV
153.9%
B/E move
47.2%
Puts
Pseudo strike
2.39
IV
150.1%
B/E move
24.0%

35Δ

Calls
Pseudo strike
3.58
IV
150.6%
B/E move
40.5%
Puts
Pseudo strike
2.54
IV
151.7%
B/E move
21.3%

40Δ

Calls
Pseudo strike
3.36
IV
147.3%
B/E move
33.7%
Puts
Pseudo strike
2.69
IV
153.3%
B/E move
18.7%

45Δ

Calls
Pseudo strike
3.14
IV
144.0%
B/E move
27.0%
Puts
Pseudo strike
2.85
IV
154.9%
B/E move
16.0%

50Δ

Calls
Pseudo strike
2.95
IV
142.4%
B/E move
21.8%
Puts
Pseudo strike
3.00
IV
156.4%
B/E move
13.3%

55Δ

Calls
Pseudo strike
2.80
IV
143.6%
B/E move
19.2%
Puts
Pseudo strike
3.40
IV
182.6%
B/E move
12.5%

60Δ

Calls
Pseudo strike
2.66
IV
144.9%
B/E move
16.7%
Puts
Pseudo strike
3.82
IV
209.3%
B/E move
11.8%

65Δ

Calls
Pseudo strike
2.51
IV
146.2%
B/E move
14.1%
Puts
Pseudo strike
4.18
IV
218.0%
B/E move
10.3%

70Δ

Calls
Pseudo strike
2.36
IV
147.4%
B/E move
11.6%
Puts
Pseudo strike
4.49
IV
212.8%
B/E move
8.2%

75Δ

Calls
Pseudo strike
2.22
IV
148.7%
B/E move
9.0%
Puts
Pseudo strike
4.81
IV
207.6%
B/E move
6.2%

80Δ

Calls
Pseudo strike
2.07
IV
149.9%
B/E move
6.5%
Puts
Pseudo strike
5.52
IV
216.9%
B/E move
4.5%

Options history

No recorded observations