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REX American Resources Corp. REX

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Market datapartial · fetched 2026-10-22T20:19:58.961Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.001609815Z

FundamentalsAlpha Vantage · unavailable

Share price$39.82
1D-3.4%
AH$39.71$40.11$40.52$40.92$41.325:30 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.$0.50$1.68$2.86$4.04$5.21$34.22$37.46$40.69$43.92$47.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REX spot · $39.82REX PRICE$0.67$0.85$1.15$1.45$1.75$2.05$2.35$2.71$3.14$3.58$4.01$4.44$4.88$0.63$0.83$1.03$1.22$1.42$1.62$1.89$2.30$2.71$3.12$3.54$3.95$4.36
PutsExpensive1.08×
CallsExpensive1.58×
SkewBullish-15.52 pp
Implied moveBullish±$4.24
TiltBullish7.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.9258.8%19.5%35.8645.1%11.5%
25Δ44.7853.4%14.6%36.5943.9%10.2%
30Δ43.9254.1%13.2%37.3242.8%8.9%
35Δ43.0754.7%11.8%38.0541.6%7.5%
40Δ42.2155.4%10.4%38.7840.4%6.2%
45Δ41.3556.0%9.0%39.5139.2%4.8%
50Δ40.4956.7%7.6%40.2038.2%3.8%
55Δ39.6756.4%6.4%40.8037.4%3.3%
60Δ38.9154.9%5.6%41.3936.6%2.9%
65Δ38.1453.4%4.8%41.9935.8%2.4%
70Δ37.3751.9%3.9%42.5935.0%1.9%
75Δ36.6150.4%3.1%43.1934.2%1.5%
80Δ35.8449.0%2.2%43.7933.3%1.0%

20Δ

Calls
Pseudo strike
46.92
IV
58.8%
B/E move
19.5%
Puts
Pseudo strike
35.86
IV
45.1%
B/E move
11.5%

25Δ

Calls
Pseudo strike
44.78
IV
53.4%
B/E move
14.6%
Puts
Pseudo strike
36.59
IV
43.9%
B/E move
10.2%

30Δ

Calls
Pseudo strike
43.92
IV
54.1%
B/E move
13.2%
Puts
Pseudo strike
37.32
IV
42.8%
B/E move
8.9%

35Δ

Calls
Pseudo strike
43.07
IV
54.7%
B/E move
11.8%
Puts
Pseudo strike
38.05
IV
41.6%
B/E move
7.5%

40Δ

Calls
Pseudo strike
42.21
IV
55.4%
B/E move
10.4%
Puts
Pseudo strike
38.78
IV
40.4%
B/E move
6.2%

45Δ

Calls
Pseudo strike
41.35
IV
56.0%
B/E move
9.0%
Puts
Pseudo strike
39.51
IV
39.2%
B/E move
4.8%

50Δ

Calls
Pseudo strike
40.49
IV
56.7%
B/E move
7.6%
Puts
Pseudo strike
40.20
IV
38.2%
B/E move
3.8%

55Δ

Calls
Pseudo strike
39.67
IV
56.4%
B/E move
6.4%
Puts
Pseudo strike
40.80
IV
37.4%
B/E move
3.3%

60Δ

Calls
Pseudo strike
38.91
IV
54.9%
B/E move
5.6%
Puts
Pseudo strike
41.39
IV
36.6%
B/E move
2.9%

65Δ

Calls
Pseudo strike
38.14
IV
53.4%
B/E move
4.8%
Puts
Pseudo strike
41.99
IV
35.8%
B/E move
2.4%

70Δ

Calls
Pseudo strike
37.37
IV
51.9%
B/E move
3.9%
Puts
Pseudo strike
42.59
IV
35.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
36.61
IV
50.4%
B/E move
3.1%
Puts
Pseudo strike
43.19
IV
34.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
35.84
IV
49.0%
B/E move
2.2%
Puts
Pseudo strike
43.79
IV
33.3%
B/E move
1.0%

Options history

No recorded observations