IntraAlpha
Create free account Start free

T-Rex 2X Long NFLX Daily Target ETF NFLU

i

Market datapartial · fetched 2026-10-23T00:01:46.694Z

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 · 2026-10-23T00:00:04.911606593Z

FundamentalsAlpha Vantage · unavailable

Share price$13.35
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$0.16$0.99$1.82$2.65$3.49$9.62$11.47$13.32$15.16$17.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NFLU spot · $13.35NFLU PRICE$0.25$0.33$0.41$0.47$0.53$0.63$0.74$0.85$0.96$1.14$1.35$1.55$1.76$0.34$0.45$0.56$0.67$0.78$0.92$1.07$1.22$1.44$1.70$1.96$2.49$3.25
PutsCheap0.82×
CallsCheap0.71×
SkewBearish+10.00 pp
Implied moveBearish±$1.81
TiltBearish21.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.8663.9%20.7%11.5868.6%15.8%
25Δ15.4063.6%17.8%11.9371.4%14.0%
30Δ14.9462.6%14.9%12.2870.0%12.2%
35Δ14.5258.5%12.3%12.6467.4%10.3%
40Δ14.1154.4%9.7%13.0064.8%8.4%
45Δ13.8153.0%8.2%13.3063.8%7.3%
50Δ13.5652.6%7.1%13.6062.8%6.2%
55Δ13.3052.2%6.0%13.9061.7%5.1%
60Δ13.0551.8%4.9%14.2361.8%4.2%
65Δ12.7652.7%4.1%14.5862.3%3.5%
70Δ12.4754.0%3.5%14.9462.9%2.7%
75Δ12.1855.3%2.8%15.5567.5%2.2%
80Δ11.8854.8%2.2%16.3674.4%1.7%

20Δ

Calls
Pseudo strike
15.86
IV
63.9%
B/E move
20.7%
Puts
Pseudo strike
11.58
IV
68.6%
B/E move
15.8%

25Δ

Calls
Pseudo strike
15.40
IV
63.6%
B/E move
17.8%
Puts
Pseudo strike
11.93
IV
71.4%
B/E move
14.0%

30Δ

Calls
Pseudo strike
14.94
IV
62.6%
B/E move
14.9%
Puts
Pseudo strike
12.28
IV
70.0%
B/E move
12.2%

35Δ

Calls
Pseudo strike
14.52
IV
58.5%
B/E move
12.3%
Puts
Pseudo strike
12.64
IV
67.4%
B/E move
10.3%

40Δ

Calls
Pseudo strike
14.11
IV
54.4%
B/E move
9.7%
Puts
Pseudo strike
13.00
IV
64.8%
B/E move
8.4%

45Δ

Calls
Pseudo strike
13.81
IV
53.0%
B/E move
8.2%
Puts
Pseudo strike
13.30
IV
63.8%
B/E move
7.3%

50Δ

Calls
Pseudo strike
13.56
IV
52.6%
B/E move
7.1%
Puts
Pseudo strike
13.60
IV
62.8%
B/E move
6.2%

55Δ

Calls
Pseudo strike
13.30
IV
52.2%
B/E move
6.0%
Puts
Pseudo strike
13.90
IV
61.7%
B/E move
5.1%

60Δ

Calls
Pseudo strike
13.05
IV
51.8%
B/E move
4.9%
Puts
Pseudo strike
14.23
IV
61.8%
B/E move
4.2%

65Δ

Calls
Pseudo strike
12.76
IV
52.7%
B/E move
4.1%
Puts
Pseudo strike
14.58
IV
62.3%
B/E move
3.5%

70Δ

Calls
Pseudo strike
12.47
IV
54.0%
B/E move
3.5%
Puts
Pseudo strike
14.94
IV
62.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
12.18
IV
55.3%
B/E move
2.8%
Puts
Pseudo strike
15.55
IV
67.5%
B/E move
2.2%

80Δ

Calls
Pseudo strike
11.88
IV
54.8%
B/E move
2.2%
Puts
Pseudo strike
16.36
IV
74.4%
B/E move
1.7%

Options history

No recorded observations