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T-Rex 2X Long NFLX Daily Target ETF NFLU

i

Market dataready · fetched 2026-11-12T02:51:31.997Z

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 · 2026-11-12T01:00:04.865775215Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:51:31.615450+00:00

Share price$12.18
1D+4.6%
AH$11.61$11.76$11.92$12.08$12.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNFLU
Sold putSold callAH

T-Rex 2X Long NFLX Daily Target ETF options

Live interpolated NFLU call and put midpoint premiums by absolute delta.T-Rex 2X Long NFLX Daily Target ETF$0.12$0.52$0.93$1.33$1.73$10.40$11.27$12.14$13.01$13.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NFLU spot · $12.18NFLU PRICE$0.16$0.21$0.26$0.32$0.38$0.44$0.50$0.56$0.66$0.82$0.98$1.14$1.30$0.22$0.27$0.33$0.39$0.45$0.53$0.62$0.72$0.81$0.91$1.00$1.28$1.62
PutsExpensive1.06×
CallsExpensive1.08×
SkewBearish+4.09 pp
Implied moveBearish±$1.12
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.6677.2%13.4%10.8396.4%12.8%
25Δ13.3776.4%11.5%11.1887.7%10.5%
30Δ13.0875.6%9.5%11.4184.0%9.0%
35Δ12.8774.1%8.3%11.6580.2%7.5%
40Δ12.6872.3%7.2%11.8976.5%6.1%
45Δ12.4970.5%6.2%12.0974.0%5.0%
50Δ12.3068.7%5.1%12.2772.6%4.4%
55Δ12.1267.0%4.1%12.4471.2%3.8%
60Δ11.9266.8%3.3%12.6169.9%3.1%
65Δ11.7169.5%2.8%12.7868.5%2.5%
70Δ11.4972.1%2.4%12.9667.1%1.8%
75Δ11.2874.7%2.0%13.2870.9%1.5%
80Δ11.0777.3%1.5%13.6676.4%1.1%

20Δ

Calls
Pseudo strike
13.66
IV
77.2%
B/E move
13.4%
Puts
Pseudo strike
10.83
IV
96.4%
B/E move
12.8%

25Δ

Calls
Pseudo strike
13.37
IV
76.4%
B/E move
11.5%
Puts
Pseudo strike
11.18
IV
87.7%
B/E move
10.5%

30Δ

Calls
Pseudo strike
13.08
IV
75.6%
B/E move
9.5%
Puts
Pseudo strike
11.41
IV
84.0%
B/E move
9.0%

35Δ

Calls
Pseudo strike
12.87
IV
74.1%
B/E move
8.3%
Puts
Pseudo strike
11.65
IV
80.2%
B/E move
7.5%

40Δ

Calls
Pseudo strike
12.68
IV
72.3%
B/E move
7.2%
Puts
Pseudo strike
11.89
IV
76.5%
B/E move
6.1%

45Δ

Calls
Pseudo strike
12.49
IV
70.5%
B/E move
6.2%
Puts
Pseudo strike
12.09
IV
74.0%
B/E move
5.0%

50Δ

Calls
Pseudo strike
12.30
IV
68.7%
B/E move
5.1%
Puts
Pseudo strike
12.27
IV
72.6%
B/E move
4.4%

55Δ

Calls
Pseudo strike
12.12
IV
67.0%
B/E move
4.1%
Puts
Pseudo strike
12.44
IV
71.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
11.92
IV
66.8%
B/E move
3.3%
Puts
Pseudo strike
12.61
IV
69.9%
B/E move
3.1%

65Δ

Calls
Pseudo strike
11.71
IV
69.5%
B/E move
2.8%
Puts
Pseudo strike
12.78
IV
68.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
11.49
IV
72.1%
B/E move
2.4%
Puts
Pseudo strike
12.96
IV
67.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
11.28
IV
74.7%
B/E move
2.0%
Puts
Pseudo strike
13.28
IV
70.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
11.07
IV
77.3%
B/E move
1.5%
Puts
Pseudo strike
13.66
IV
76.4%
B/E move
1.1%

Options history

IV · four-Friday blend71.46%
Daily EOD
NFLU62.8%73.3%83.8%2026-10-19: 82.12%2026-10-20: 82.33%2026-10-21: 65.21%2026-10-22: 64.22%2026-10-23: 65.40%2026-10-26: 67.68%2026-10-27: 66.84%2026-10-28: 68.77%2026-10-29: 69.61%2026-10-30: 71.46%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
82.12%
82.33%
65.21%
64.22%
65.40%
67.68%
66.84%
68.77%
69.61%
71.46%