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T-Rex 2X Long NFLX Daily Target ETF NFLU

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Market datapartial · fetched 2026-10-22T23:48:55.497Z

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 · 2026-10-22T23:45:32.160402577Z

FundamentalsAlpha Vantage · unavailable

Share price$13.38
1D+4.8%
AH$12.60$12.85$13.09$13.33$13.585:30 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$0.15$1.05$1.96$2.86$3.77$9.64$11.49$13.35$15.20$17.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NFLU spot · $13.38NFLU PRICE$0.25$0.33$0.41$0.47$0.53$0.62$0.73$0.83$0.94$1.11$1.31$1.51$1.71$0.34$0.46$0.57$0.68$0.79$0.94$1.09$1.24$1.48$1.75$2.02$2.63$3.51
PutsCheap0.84×
CallsCheap0.70×
SkewBearish+12.55 pp
Implied moveBearish±$1.82
TiltBearish23.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.8763.4%20.5%11.5969.3%15.9%
25Δ15.4163.0%17.6%11.9472.2%14.2%
30Δ14.9562.1%14.8%12.3070.5%12.3%
35Δ14.5458.0%12.2%12.6768.0%10.4%
40Δ14.1353.8%9.6%13.0365.6%8.5%
45Δ13.8352.1%8.0%13.3364.6%7.4%
50Δ13.5851.6%6.9%13.6363.7%6.3%
55Δ13.3351.1%5.9%13.9462.7%5.1%
60Δ13.0850.6%4.8%14.2963.1%4.3%
65Δ12.8151.1%4.0%14.6563.9%3.6%
70Δ12.5252.1%3.4%15.0364.9%2.8%
75Δ12.2453.1%2.7%15.6970.6%2.3%
80Δ11.9653.1%2.1%16.6479.2%1.9%

20Δ

Calls
Pseudo strike
15.87
IV
63.4%
B/E move
20.5%
Puts
Pseudo strike
11.59
IV
69.3%
B/E move
15.9%

25Δ

Calls
Pseudo strike
15.41
IV
63.0%
B/E move
17.6%
Puts
Pseudo strike
11.94
IV
72.2%
B/E move
14.2%

30Δ

Calls
Pseudo strike
14.95
IV
62.1%
B/E move
14.8%
Puts
Pseudo strike
12.30
IV
70.5%
B/E move
12.3%

35Δ

Calls
Pseudo strike
14.54
IV
58.0%
B/E move
12.2%
Puts
Pseudo strike
12.67
IV
68.0%
B/E move
10.4%

40Δ

Calls
Pseudo strike
14.13
IV
53.8%
B/E move
9.6%
Puts
Pseudo strike
13.03
IV
65.6%
B/E move
8.5%

45Δ

Calls
Pseudo strike
13.83
IV
52.1%
B/E move
8.0%
Puts
Pseudo strike
13.33
IV
64.6%
B/E move
7.4%

50Δ

Calls
Pseudo strike
13.58
IV
51.6%
B/E move
6.9%
Puts
Pseudo strike
13.63
IV
63.7%
B/E move
6.3%

55Δ

Calls
Pseudo strike
13.33
IV
51.1%
B/E move
5.9%
Puts
Pseudo strike
13.94
IV
62.7%
B/E move
5.1%

60Δ

Calls
Pseudo strike
13.08
IV
50.6%
B/E move
4.8%
Puts
Pseudo strike
14.29
IV
63.1%
B/E move
4.3%

65Δ

Calls
Pseudo strike
12.81
IV
51.1%
B/E move
4.0%
Puts
Pseudo strike
14.65
IV
63.9%
B/E move
3.6%

70Δ

Calls
Pseudo strike
12.52
IV
52.1%
B/E move
3.4%
Puts
Pseudo strike
15.03
IV
64.9%
B/E move
2.8%

75Δ

Calls
Pseudo strike
12.24
IV
53.1%
B/E move
2.7%
Puts
Pseudo strike
15.69
IV
70.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
11.96
IV
53.1%
B/E move
2.1%
Puts
Pseudo strike
16.64
IV
79.2%
B/E move
1.9%

Options history

No recorded observations