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T-Rex 2X Inverse NVIDIA Daily Target ETF NVDQ

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Market dataready · fetched 2026-11-13T02:43:34.558Z

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 · 2026-11-13T01:00:05.190257284Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:43:34.698131+00:00

Share price$14.24
1D-9.1%
AH$13.78$14.53$15.29$16.04$16.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVDQ
Sold putSold callAH

T-Rex 2X Inverse NVIDIA Daily Target ETF options

Live interpolated NVDQ call and put midpoint premiums by absolute delta.T-Rex 2X Inverse NVIDIA Daily Target ETF$0.28$1.39$2.50$3.61$4.71$9.37$11.96$14.55$17.14$19.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVDQ spot · $14.24NVDQ PRICE$0.40$0.50$0.64$0.82$1.00$1.18$1.37$1.60$1.83$2.04$2.31$2.70$3.06$0.44$0.58$0.71$0.95$1.19$1.44$1.69$2.01$2.46$2.94$3.44$3.87$4.39
PutsFair1.03×
CallsCheap0.88×
SkewBullish-19.09 pp
Implied moveBearish±$3.06
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.94197.4%35.8%11.94165.7%19.2%
25Δ17.67180.6%27.6%12.46160.9%16.6%
30Δ17.04182.8%24.2%12.96156.5%14.0%
35Δ16.51189.0%21.7%13.39162.0%12.6%
40Δ15.99195.2%19.3%13.81168.3%11.4%
45Δ15.40193.0%16.5%14.25170.3%10.0%
50Δ14.84192.1%13.9%14.71168.9%8.6%
55Δ14.33193.9%11.9%15.21170.5%7.3%
60Δ13.82192.9%9.9%15.79177.7%6.4%
65Δ13.32186.9%7.9%16.41181.6%5.4%
70Δ12.80184.9%6.2%17.05183.2%4.4%
75Δ12.24190.6%5.0%17.63179.2%3.4%
80Δ11.71189.0%3.7%18.29175.4%2.4%

20Δ

Calls
Pseudo strike
18.94
IV
197.4%
B/E move
35.8%
Puts
Pseudo strike
11.94
IV
165.7%
B/E move
19.2%

25Δ

Calls
Pseudo strike
17.67
IV
180.6%
B/E move
27.6%
Puts
Pseudo strike
12.46
IV
160.9%
B/E move
16.6%

30Δ

Calls
Pseudo strike
17.04
IV
182.8%
B/E move
24.2%
Puts
Pseudo strike
12.96
IV
156.5%
B/E move
14.0%

35Δ

Calls
Pseudo strike
16.51
IV
189.0%
B/E move
21.7%
Puts
Pseudo strike
13.39
IV
162.0%
B/E move
12.6%

40Δ

Calls
Pseudo strike
15.99
IV
195.2%
B/E move
19.3%
Puts
Pseudo strike
13.81
IV
168.3%
B/E move
11.4%

45Δ

Calls
Pseudo strike
15.40
IV
193.0%
B/E move
16.5%
Puts
Pseudo strike
14.25
IV
170.3%
B/E move
10.0%

50Δ

Calls
Pseudo strike
14.84
IV
192.1%
B/E move
13.9%
Puts
Pseudo strike
14.71
IV
168.9%
B/E move
8.6%

55Δ

Calls
Pseudo strike
14.33
IV
193.9%
B/E move
11.9%
Puts
Pseudo strike
15.21
IV
170.5%
B/E move
7.3%

60Δ

Calls
Pseudo strike
13.82
IV
192.9%
B/E move
9.9%
Puts
Pseudo strike
15.79
IV
177.7%
B/E move
6.4%

65Δ

Calls
Pseudo strike
13.32
IV
186.9%
B/E move
7.9%
Puts
Pseudo strike
16.41
IV
181.6%
B/E move
5.4%

70Δ

Calls
Pseudo strike
12.80
IV
184.9%
B/E move
6.2%
Puts
Pseudo strike
17.05
IV
183.2%
B/E move
4.4%

75Δ

Calls
Pseudo strike
12.24
IV
190.6%
B/E move
5.0%
Puts
Pseudo strike
17.63
IV
179.2%
B/E move
3.4%

80Δ

Calls
Pseudo strike
11.71
IV
189.0%
B/E move
3.7%
Puts
Pseudo strike
18.29
IV
175.4%
B/E move
2.4%

Options history

IV · four-Friday blend103.29%
Daily EOD
NVDQ90.0%97.1%104.3%2026-10-19: 95.79%2026-10-20: 94.60%2026-10-21: 91.00%2026-10-22: 98.33%2026-10-23: 98.99%2026-10-26: 96.47%2026-10-27: 95.89%2026-10-28: 97.04%2026-10-29: 98.46%2026-10-30: 103.29%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
95.79%
94.60%
91.00%
98.33%
98.99%
96.47%
95.89%
97.04%
98.46%
103.29%