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T-REX 2X Inverse DRAM Daily Target ETF RAMZ

i

Market dataready · fetched 2026-11-12T00:44:21.117Z

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 · 2026-11-12T00:37:59.737775543Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:44:20.681668+00:00

Share price$19.59
1D-5.4%
AH$17.77$18.57$19.36$20.15$20.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRAMZ
Sold putSold callAH

T-REX 2X Inverse DRAM Daily Target ETF options

Live interpolated RAMZ call and put midpoint premiums by absolute delta.T-REX 2X Inverse DRAM Daily Target ETF$0.15$3.07$5.98$8.90$11.81$10.82$16.08$21.34$26.60$31.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RAMZ spot · $19.59RAMZ PRICE$0.47$0.63$0.77$0.93$1.06$1.21$1.36$1.59$1.81$2.06$2.31$2.57$2.83$0.65$0.89$1.22$1.55$1.90$2.31$2.78$3.29$3.86$4.91$6.17$8.40$10.97
PutsCheap0.88×
CallsCheap0.75×
SkewBearish+63.51 pp
Implied moveBearish±$4.14
TiltBearish42.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.65152.1%28.2%16.29165.1%20.2%
25Δ23.77153.7%24.6%16.98169.1%17.9%
30Δ22.77147.8%20.2%17.63175.8%16.2%
35Δ21.97144.8%16.9%18.30180.4%14.5%
40Δ21.20136.7%13.7%19.00181.9%12.7%
45Δ20.57130.1%11.2%19.72183.5%11.2%
50Δ19.99124.3%8.9%20.47185.4%9.7%
55Δ19.50124.4%7.7%21.25186.8%8.3%
60Δ19.02124.5%6.4%22.07187.5%7.0%
65Δ18.55122.2%5.2%23.29201.3%6.2%
70Δ18.08119.8%4.1%24.73214.8%5.3%
75Δ17.64115.3%3.1%27.10241.0%4.5%
80Δ17.20110.2%2.3%29.85258.7%3.6%

20Δ

Calls
Pseudo strike
24.65
IV
152.1%
B/E move
28.2%
Puts
Pseudo strike
16.29
IV
165.1%
B/E move
20.2%

25Δ

Calls
Pseudo strike
23.77
IV
153.7%
B/E move
24.6%
Puts
Pseudo strike
16.98
IV
169.1%
B/E move
17.9%

30Δ

Calls
Pseudo strike
22.77
IV
147.8%
B/E move
20.2%
Puts
Pseudo strike
17.63
IV
175.8%
B/E move
16.2%

35Δ

Calls
Pseudo strike
21.97
IV
144.8%
B/E move
16.9%
Puts
Pseudo strike
18.30
IV
180.4%
B/E move
14.5%

40Δ

Calls
Pseudo strike
21.20
IV
136.7%
B/E move
13.7%
Puts
Pseudo strike
19.00
IV
181.9%
B/E move
12.7%

45Δ

Calls
Pseudo strike
20.57
IV
130.1%
B/E move
11.2%
Puts
Pseudo strike
19.72
IV
183.5%
B/E move
11.2%

50Δ

Calls
Pseudo strike
19.99
IV
124.3%
B/E move
8.9%
Puts
Pseudo strike
20.47
IV
185.4%
B/E move
9.7%

55Δ

Calls
Pseudo strike
19.50
IV
124.4%
B/E move
7.7%
Puts
Pseudo strike
21.25
IV
186.8%
B/E move
8.3%

60Δ

Calls
Pseudo strike
19.02
IV
124.5%
B/E move
6.4%
Puts
Pseudo strike
22.07
IV
187.5%
B/E move
7.0%

65Δ

Calls
Pseudo strike
18.55
IV
122.2%
B/E move
5.2%
Puts
Pseudo strike
23.29
IV
201.3%
B/E move
6.2%

70Δ

Calls
Pseudo strike
18.08
IV
119.8%
B/E move
4.1%
Puts
Pseudo strike
24.73
IV
214.8%
B/E move
5.3%

75Δ

Calls
Pseudo strike
17.64
IV
115.3%
B/E move
3.1%
Puts
Pseudo strike
27.10
IV
241.0%
B/E move
4.5%

80Δ

Calls
Pseudo strike
17.20
IV
110.2%
B/E move
2.3%
Puts
Pseudo strike
29.85
IV
258.7%
B/E move
3.6%

Options history

IV · four-Friday blend93.15%
Daily EOD
RAMZ87.2%130.4%173.6%2026-10-20: 128.47%2026-10-21: 140.28%2026-10-26: 155.19%2026-10-28: 167.65%2026-10-29: 134.39%2026-10-30: 93.15%Oct 20Oct 26Oct 30
6 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
128.47%
140.28%
155.19%
167.65%
134.39%
93.15%