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T-Rex 2X Long NFLX Daily Target ETF NFLU

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Market datapartial · fetched 2026-10-22T22:06:28.604Z

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 · 2026-10-22T21:08:21.066337403Z

FundamentalsAlpha Vantage · unavailable

Share price$13.30
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$0.17$0.89$1.61$2.33$3.04$9.58$11.42$13.26$15.10$16.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NFLU spot · $13.30NFLU PRICE$0.25$0.33$0.41$0.48$0.54$0.65$0.76$0.87$0.99$1.20$1.41$1.62$1.86$0.33$0.44$0.55$0.65$0.76$0.90$1.04$1.19$1.37$1.62$1.86$2.26$2.84
PutsCheap0.79×
CallsCheap0.74×
SkewBearish+5.76 pp
Implied moveBearish±$1.80
TiltBearish16.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.8564.9%21.0%11.5667.5%15.6%
25Δ15.3764.6%18.1%11.9070.2%13.8%
30Δ14.9163.6%15.2%12.2569.1%12.0%
35Δ14.4959.4%12.5%12.6066.5%10.2%
40Δ14.0655.3%9.8%12.9563.8%8.4%
45Δ13.7754.5%8.4%13.2562.5%7.2%
50Δ13.5154.3%7.3%13.5361.3%6.1%
55Δ13.2554.0%6.2%13.8260.1%5.0%
60Δ12.9853.9%5.0%14.1359.5%4.1%
65Δ12.6855.6%4.4%14.4759.8%3.3%
70Δ12.3857.3%3.7%14.8160.0%2.6%
75Δ12.0859.0%3.0%15.2962.3%2.0%
80Δ11.7558.1%2.3%15.9366.9%1.6%

20Δ

Calls
Pseudo strike
15.85
IV
64.9%
B/E move
21.0%
Puts
Pseudo strike
11.56
IV
67.5%
B/E move
15.6%

25Δ

Calls
Pseudo strike
15.37
IV
64.6%
B/E move
18.1%
Puts
Pseudo strike
11.90
IV
70.2%
B/E move
13.8%

30Δ

Calls
Pseudo strike
14.91
IV
63.6%
B/E move
15.2%
Puts
Pseudo strike
12.25
IV
69.1%
B/E move
12.0%

35Δ

Calls
Pseudo strike
14.49
IV
59.4%
B/E move
12.5%
Puts
Pseudo strike
12.60
IV
66.5%
B/E move
10.2%

40Δ

Calls
Pseudo strike
14.06
IV
55.3%
B/E move
9.8%
Puts
Pseudo strike
12.95
IV
63.8%
B/E move
8.4%

45Δ

Calls
Pseudo strike
13.77
IV
54.5%
B/E move
8.4%
Puts
Pseudo strike
13.25
IV
62.5%
B/E move
7.2%

50Δ

Calls
Pseudo strike
13.51
IV
54.3%
B/E move
7.3%
Puts
Pseudo strike
13.53
IV
61.3%
B/E move
6.1%

55Δ

Calls
Pseudo strike
13.25
IV
54.0%
B/E move
6.2%
Puts
Pseudo strike
13.82
IV
60.1%
B/E move
5.0%

60Δ

Calls
Pseudo strike
12.98
IV
53.9%
B/E move
5.0%
Puts
Pseudo strike
14.13
IV
59.5%
B/E move
4.1%

65Δ

Calls
Pseudo strike
12.68
IV
55.6%
B/E move
4.4%
Puts
Pseudo strike
14.47
IV
59.8%
B/E move
3.3%

70Δ

Calls
Pseudo strike
12.38
IV
57.3%
B/E move
3.7%
Puts
Pseudo strike
14.81
IV
60.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
12.08
IV
59.0%
B/E move
3.0%
Puts
Pseudo strike
15.29
IV
62.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
11.75
IV
58.1%
B/E move
2.3%
Puts
Pseudo strike
15.93
IV
66.9%
B/E move
1.6%

Options history

No recorded observations