T-REX 2X Long RBLX Daily Target ETF RBLU
i
Market dataready · fetched 2026-11-12T03:19:09.176Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T01:00:06.269750632Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:19:08.146621+00:00
T-REX 2X Long RBLX Daily Target ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.01 | 270.1% | 59.2% | 4.49 | 241.7% | 27.3% |
| 25Δ | 7.72 | 203.3% | 37.0% | 4.96 | 192.0% | 19.7% |
| 30Δ | 7.34 | 188.0% | 31.2% | 5.16 | 176.6% | 16.8% |
| 35Δ | 6.97 | 172.7% | 25.4% | 5.35 | 164.6% | 14.5% |
| 40Δ | 6.59 | 157.3% | 19.5% | 5.53 | 152.5% | 12.2% |
| 45Δ | 6.22 | 142.0% | 13.7% | 5.71 | 140.5% | 9.8% |
| 50Δ | 5.93 | 133.5% | 9.8% | 5.89 | 128.5% | 7.5% |
| 55Δ | 5.77 | 134.4% | 8.7% | 6.07 | 121.1% | 5.7% |
| 60Δ | 5.61 | 135.2% | 7.5% | 6.25 | 121.3% | 5.0% |
| 65Δ | 5.44 | 136.1% | 6.3% | 6.43 | 121.6% | 4.2% |
| 70Δ | 5.28 | 136.9% | 5.1% | 6.61 | 121.8% | 3.4% |
| 75Δ | 5.12 | 137.8% | 3.9% | 6.78 | 122.0% | 2.7% |
| 80Δ | 4.89 | 146.2% | 2.9% | 6.96 | 122.3% | 1.9% |
20Δ
- Pseudo strike
- 9.01
- IV
- 270.1%
- B/E move
- 59.2%
- Pseudo strike
- 4.49
- IV
- 241.7%
- B/E move
- 27.3%
25Δ
- Pseudo strike
- 7.72
- IV
- 203.3%
- B/E move
- 37.0%
- Pseudo strike
- 4.96
- IV
- 192.0%
- B/E move
- 19.7%
30Δ
- Pseudo strike
- 7.34
- IV
- 188.0%
- B/E move
- 31.2%
- Pseudo strike
- 5.16
- IV
- 176.6%
- B/E move
- 16.8%
35Δ
- Pseudo strike
- 6.97
- IV
- 172.7%
- B/E move
- 25.4%
- Pseudo strike
- 5.35
- IV
- 164.6%
- B/E move
- 14.5%
40Δ
- Pseudo strike
- 6.59
- IV
- 157.3%
- B/E move
- 19.5%
- Pseudo strike
- 5.53
- IV
- 152.5%
- B/E move
- 12.2%
45Δ
- Pseudo strike
- 6.22
- IV
- 142.0%
- B/E move
- 13.7%
- Pseudo strike
- 5.71
- IV
- 140.5%
- B/E move
- 9.8%
50Δ
- Pseudo strike
- 5.93
- IV
- 133.5%
- B/E move
- 9.8%
- Pseudo strike
- 5.89
- IV
- 128.5%
- B/E move
- 7.5%
55Δ
- Pseudo strike
- 5.77
- IV
- 134.4%
- B/E move
- 8.7%
- Pseudo strike
- 6.07
- IV
- 121.1%
- B/E move
- 5.7%
60Δ
- Pseudo strike
- 5.61
- IV
- 135.2%
- B/E move
- 7.5%
- Pseudo strike
- 6.25
- IV
- 121.3%
- B/E move
- 5.0%
65Δ
- Pseudo strike
- 5.44
- IV
- 136.1%
- B/E move
- 6.3%
- Pseudo strike
- 6.43
- IV
- 121.6%
- B/E move
- 4.2%
70Δ
- Pseudo strike
- 5.28
- IV
- 136.9%
- B/E move
- 5.1%
- Pseudo strike
- 6.61
- IV
- 121.8%
- B/E move
- 3.4%
75Δ
- Pseudo strike
- 5.12
- IV
- 137.8%
- B/E move
- 3.9%
- Pseudo strike
- 6.78
- IV
- 122.0%
- B/E move
- 2.7%
80Δ
- Pseudo strike
- 4.89
- IV
- 146.2%
- B/E move
- 2.9%
- Pseudo strike
- 6.96
- IV
- 122.3%
- B/E move
- 1.9%
Options history
Table
| Date | IV (%) |
|---|---|
| 126.65% |