IntraAlpha
Create free account Start free

REX American Resources Corp. REX

i

Market dataready · fetched 2026-11-12T02:58:14.725Z

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 · 2026-11-12T00:00:00.001476535Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-12T02:58:14.383076+00:00

Share price$39.93
1D+0.1%
AH$39.59$39.89$40.19$40.49$40.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREX
Sold putSold callAH

REX American Resources Corp. options

Live interpolated REX call and put midpoint premiums by absolute delta.REX American Resources Corp.$0.32$1.52$2.72$3.92$5.12$35.70$37.96$40.22$42.48$44.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REX spot · $39.93REX PRICE$0.57$0.69$0.81$0.94$1.06$1.19$1.32$1.66$2.09$2.52$2.96$3.39$3.82$0.45$0.57$0.70$0.82$0.95$1.08$1.30$1.88$2.46$3.04$3.62$4.20$4.78
PutsExpensive1.52×
CallsExpensive1.42×
SkewBullish-9.43 pp
Implied moveBalanced±$2.62
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.3888.7%15.1%36.6154.2%9.4%
25Δ44.2781.3%12.6%37.2053.0%8.3%
30Δ43.4676.3%10.9%37.7851.8%7.1%
35Δ42.6571.2%9.2%38.3750.5%6.0%
40Δ41.8466.1%7.4%38.9649.3%4.8%
45Δ41.0361.0%5.7%39.5448.1%3.7%
50Δ40.2256.0%4.0%40.1547.8%2.7%
55Δ39.5854.6%3.3%40.8450.9%2.4%
60Δ38.9954.6%2.9%41.5453.9%2.1%
65Δ38.4154.7%2.5%42.2357.0%1.8%
70Δ37.8354.7%2.1%42.9360.1%1.6%
75Δ37.2554.7%1.8%43.6263.2%1.3%
80Δ36.6754.8%1.4%44.3166.3%1.0%

20Δ

Calls
Pseudo strike
45.38
IV
88.7%
B/E move
15.1%
Puts
Pseudo strike
36.61
IV
54.2%
B/E move
9.4%

25Δ

Calls
Pseudo strike
44.27
IV
81.3%
B/E move
12.6%
Puts
Pseudo strike
37.20
IV
53.0%
B/E move
8.3%

30Δ

Calls
Pseudo strike
43.46
IV
76.3%
B/E move
10.9%
Puts
Pseudo strike
37.78
IV
51.8%
B/E move
7.1%

35Δ

Calls
Pseudo strike
42.65
IV
71.2%
B/E move
9.2%
Puts
Pseudo strike
38.37
IV
50.5%
B/E move
6.0%

40Δ

Calls
Pseudo strike
41.84
IV
66.1%
B/E move
7.4%
Puts
Pseudo strike
38.96
IV
49.3%
B/E move
4.8%

45Δ

Calls
Pseudo strike
41.03
IV
61.0%
B/E move
5.7%
Puts
Pseudo strike
39.54
IV
48.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
40.22
IV
56.0%
B/E move
4.0%
Puts
Pseudo strike
40.15
IV
47.8%
B/E move
2.7%

55Δ

Calls
Pseudo strike
39.58
IV
54.6%
B/E move
3.3%
Puts
Pseudo strike
40.84
IV
50.9%
B/E move
2.4%

60Δ

Calls
Pseudo strike
38.99
IV
54.6%
B/E move
2.9%
Puts
Pseudo strike
41.54
IV
53.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
38.41
IV
54.7%
B/E move
2.5%
Puts
Pseudo strike
42.23
IV
57.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
37.83
IV
54.7%
B/E move
2.1%
Puts
Pseudo strike
42.93
IV
60.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
37.25
IV
54.7%
B/E move
1.8%
Puts
Pseudo strike
43.62
IV
63.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
36.67
IV
54.8%
B/E move
1.4%
Puts
Pseudo strike
44.31
IV
66.3%
B/E move
1.0%

Options history

IV · four-Friday blend40.35%
Daily EOD
REX38.6%41.9%45.2%2026-10-19: 44.44%2026-10-20: 40.88%2026-10-21: 43.10%2026-10-22: 42.67%2026-10-23: 44.71%2026-10-26: 43.76%2026-10-27: 42.77%2026-10-28: 44.39%2026-10-29: 39.02%2026-10-30: 40.35%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.44%
40.88%
43.10%
42.67%
44.71%
43.76%
42.77%
44.39%
39.02%
40.35%