T-REX 2X Long RDW Daily Target ETF RDWU
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Market dataready · fetched 2026-11-12T03:53:11.974Z
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 · 2026-11-12T01:00:06.590529949Z
FundamentalsREX Shares · ready · as of 2026-11-10 · fetched 2026-11-12T03:53:10.938028+00:00
T-REX 2X Long RDW Daily Target ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.16 | 377.4% | 37.6% | |||
| 25Δ | 5.97 | 426.9% | 101.7% | 2.37 | 338.3% | 32.0% |
| 30Δ | 4.85 | 351.3% | 66.0% | 2.57 | 299.1% | 26.3% |
| 35Δ | 4.54 | 331.2% | 57.1% | 2.78 | 260.0% | 20.7% |
| 40Δ | 4.23 | 311.1% | 48.3% | 2.98 | 220.8% | 15.0% |
| 45Δ | 3.92 | 291.0% | 39.4% | 3.11 | 211.7% | 13.1% |
| 50Δ | 3.61 | 270.9% | 30.5% | 3.23 | 205.7% | 11.6% |
| 55Δ | 3.30 | 250.8% | 21.7% | 3.36 | 199.8% | 10.1% |
| 60Δ | 2.99 | 231.3% | 13.1% | 3.48 | 193.9% | 8.6% |
| 65Δ | 2.85 | 226.6% | 11.3% | 3.60 | 187.9% | 7.1% |
| 70Δ | 2.70 | 221.8% | 9.5% | 3.73 | 182.0% | 5.6% |
| 75Δ | 2.55 | 217.1% | 7.8% | 3.85 | 176.1% | 4.1% |
| 80Δ | 2.41 | 212.3% | 6.0% | 3.97 | 170.1% | 2.6% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.16
- IV
- 377.4%
- B/E move
- 37.6%
25Δ
- Pseudo strike
- 5.97
- IV
- 426.9%
- B/E move
- 101.7%
- Pseudo strike
- 2.37
- IV
- 338.3%
- B/E move
- 32.0%
30Δ
- Pseudo strike
- 4.85
- IV
- 351.3%
- B/E move
- 66.0%
- Pseudo strike
- 2.57
- IV
- 299.1%
- B/E move
- 26.3%
35Δ
- Pseudo strike
- 4.54
- IV
- 331.2%
- B/E move
- 57.1%
- Pseudo strike
- 2.78
- IV
- 260.0%
- B/E move
- 20.7%
40Δ
- Pseudo strike
- 4.23
- IV
- 311.1%
- B/E move
- 48.3%
- Pseudo strike
- 2.98
- IV
- 220.8%
- B/E move
- 15.0%
45Δ
- Pseudo strike
- 3.92
- IV
- 291.0%
- B/E move
- 39.4%
- Pseudo strike
- 3.11
- IV
- 211.7%
- B/E move
- 13.1%
50Δ
- Pseudo strike
- 3.61
- IV
- 270.9%
- B/E move
- 30.5%
- Pseudo strike
- 3.23
- IV
- 205.7%
- B/E move
- 11.6%
55Δ
- Pseudo strike
- 3.30
- IV
- 250.8%
- B/E move
- 21.7%
- Pseudo strike
- 3.36
- IV
- 199.8%
- B/E move
- 10.1%
60Δ
- Pseudo strike
- 2.99
- IV
- 231.3%
- B/E move
- 13.1%
- Pseudo strike
- 3.48
- IV
- 193.9%
- B/E move
- 8.6%
65Δ
- Pseudo strike
- 2.85
- IV
- 226.6%
- B/E move
- 11.3%
- Pseudo strike
- 3.60
- IV
- 187.9%
- B/E move
- 7.1%
70Δ
- Pseudo strike
- 2.70
- IV
- 221.8%
- B/E move
- 9.5%
- Pseudo strike
- 3.73
- IV
- 182.0%
- B/E move
- 5.6%
75Δ
- Pseudo strike
- 2.55
- IV
- 217.1%
- B/E move
- 7.8%
- Pseudo strike
- 3.85
- IV
- 176.1%
- B/E move
- 4.1%
80Δ
- Pseudo strike
- 2.41
- IV
- 212.3%
- B/E move
- 6.0%
- Pseudo strike
- 3.97
- IV
- 170.1%
- B/E move
- 2.6%
Options history
No recorded observations