T-Rex 2X Long HOOD Daily Target ETF ROBN
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Market dataready · fetched 2026-11-12T03:11:01.732Z
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 · 2026-11-12T01:00:06.470272464Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:11:01.136360+00:00
T-Rex 2X Long HOOD Daily Target ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.31 | 147.1% | 27.2% | 14.55 | 138.9% | 17.5% |
| 25Δ | 19.96 | 127.6% | 19.6% | 15.17 | 132.8% | 14.6% |
| 30Δ | 19.50 | 133.5% | 17.9% | 15.62 | 137.1% | 13.2% |
| 35Δ | 19.04 | 139.3% | 16.1% | 16.08 | 139.6% | 11.7% |
| 40Δ | 18.52 | 140.1% | 14.1% | 16.54 | 132.9% | 9.9% |
| 45Δ | 18.00 | 140.4% | 12.0% | 17.00 | 126.2% | 8.0% |
| 50Δ | 17.52 | 141.0% | 10.4% | 17.42 | 124.7% | 6.9% |
| 55Δ | 17.03 | 141.5% | 8.8% | 17.84 | 123.2% | 5.8% |
| 60Δ | 16.54 | 144.2% | 7.5% | 18.26 | 120.9% | 4.8% |
| 65Δ | 16.05 | 147.0% | 6.3% | 18.67 | 117.9% | 3.9% |
| 70Δ | 15.53 | 147.6% | 5.2% | 19.11 | 115.3% | 3.0% |
| 75Δ | 15.01 | 147.9% | 4.0% | 19.62 | 114.2% | 2.4% |
| 80Δ | 14.22 | 162.4% | 3.3% | 20.13 | 111.9% | 1.7% |
20Δ
- Pseudo strike
- 21.31
- IV
- 147.1%
- B/E move
- 27.2%
- Pseudo strike
- 14.55
- IV
- 138.9%
- B/E move
- 17.5%
25Δ
- Pseudo strike
- 19.96
- IV
- 127.6%
- B/E move
- 19.6%
- Pseudo strike
- 15.17
- IV
- 132.8%
- B/E move
- 14.6%
30Δ
- Pseudo strike
- 19.50
- IV
- 133.5%
- B/E move
- 17.9%
- Pseudo strike
- 15.62
- IV
- 137.1%
- B/E move
- 13.2%
35Δ
- Pseudo strike
- 19.04
- IV
- 139.3%
- B/E move
- 16.1%
- Pseudo strike
- 16.08
- IV
- 139.6%
- B/E move
- 11.7%
40Δ
- Pseudo strike
- 18.52
- IV
- 140.1%
- B/E move
- 14.1%
- Pseudo strike
- 16.54
- IV
- 132.9%
- B/E move
- 9.9%
45Δ
- Pseudo strike
- 18.00
- IV
- 140.4%
- B/E move
- 12.0%
- Pseudo strike
- 17.00
- IV
- 126.2%
- B/E move
- 8.0%
50Δ
- Pseudo strike
- 17.52
- IV
- 141.0%
- B/E move
- 10.4%
- Pseudo strike
- 17.42
- IV
- 124.7%
- B/E move
- 6.9%
55Δ
- Pseudo strike
- 17.03
- IV
- 141.5%
- B/E move
- 8.8%
- Pseudo strike
- 17.84
- IV
- 123.2%
- B/E move
- 5.8%
60Δ
- Pseudo strike
- 16.54
- IV
- 144.2%
- B/E move
- 7.5%
- Pseudo strike
- 18.26
- IV
- 120.9%
- B/E move
- 4.8%
65Δ
- Pseudo strike
- 16.05
- IV
- 147.0%
- B/E move
- 6.3%
- Pseudo strike
- 18.67
- IV
- 117.9%
- B/E move
- 3.9%
70Δ
- Pseudo strike
- 15.53
- IV
- 147.6%
- B/E move
- 5.2%
- Pseudo strike
- 19.11
- IV
- 115.3%
- B/E move
- 3.0%
75Δ
- Pseudo strike
- 15.01
- IV
- 147.9%
- B/E move
- 4.0%
- Pseudo strike
- 19.62
- IV
- 114.2%
- B/E move
- 2.4%
80Δ
- Pseudo strike
- 14.22
- IV
- 162.4%
- B/E move
- 3.3%
- Pseudo strike
- 20.13
- IV
- 111.9%
- B/E move
- 1.7%
Options history
Table
| Date | IV (%) |
|---|---|
| 121.94% | |
| 123.21% | |
| 121.28% | |
| 127.61% | |
| 127.53% | |
| 127.52% | |
| 125.87% | |
| 114.24% | |
| 113.22% | |
| 117.99% |