IntraAlpha
Create free account Start free

T-REX 2X Long SMR Daily Target ETF SMUP

i

Market datapartial · fetched 2026-10-22T22:08:50.973Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-22T21:17:35.242744742Z

FundamentalsAlpha Vantage · unavailable

Share price$1.41
1D+3.0%
AH$1.32$1.35$1.39$1.42$1.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMUP
Sold putSold callAH

T-REX 2X Long SMR Daily Target ETF options

Live interpolated SMUP call and put midpoint premiums by absolute delta.T-REX 2X Long SMR Daily Target ETF$0.29$0.62$0.95$1.28$1.61$-0.84$1.47$3.78$6.08$8.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMUP spot · $1.41SMUP PRICE$0.32$0.35$0.39$0.44$0.49$0.54$0.59$0.64$0.70$0.45$0.54$0.63$0.73$0.82$0.91$1.00$1.08$1.17$1.26$1.34$1.43$1.52
PutsFair0.96×
CallsExpensive1.39×
SkewBullish-60.20 pp
Implied moveBearish±$1.39
TiltBearish48.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.09226.9%54.4%
25Δ1.27214.5%48.5%
30Δ1.44202.0%42.5%
35Δ1.62189.6%36.6%
40Δ8.06283.2%494.8%1.80177.1%30.6%
45Δ4.83250.6%267.7%1.97164.6%24.7%
50Δ3.61235.6%183.7%2.11155.8%21.3%
55Δ2.85226.0%133.1%2.24147.6%18.3%
60Δ2.34219.3%101.1%2.36139.4%15.4%
65Δ1.91211.1%73.7%2.49131.1%12.4%
70Δ1.61199.7%56.5%2.62122.9%9.5%
75Δ1.32188.3%39.3%2.75114.7%6.5%
80Δ1.03176.9%22.1%2.88106.5%3.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.09
IV
226.9%
B/E move
54.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.27
IV
214.5%
B/E move
48.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.44
IV
202.0%
B/E move
42.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.62
IV
189.6%
B/E move
36.6%

40Δ

Calls
Pseudo strike
8.06
IV
283.2%
B/E move
494.8%
Puts
Pseudo strike
1.80
IV
177.1%
B/E move
30.6%

45Δ

Calls
Pseudo strike
4.83
IV
250.6%
B/E move
267.7%
Puts
Pseudo strike
1.97
IV
164.6%
B/E move
24.7%

50Δ

Calls
Pseudo strike
3.61
IV
235.6%
B/E move
183.7%
Puts
Pseudo strike
2.11
IV
155.8%
B/E move
21.3%

55Δ

Calls
Pseudo strike
2.85
IV
226.0%
B/E move
133.1%
Puts
Pseudo strike
2.24
IV
147.6%
B/E move
18.3%

60Δ

Calls
Pseudo strike
2.34
IV
219.3%
B/E move
101.1%
Puts
Pseudo strike
2.36
IV
139.4%
B/E move
15.4%

65Δ

Calls
Pseudo strike
1.91
IV
211.1%
B/E move
73.7%
Puts
Pseudo strike
2.49
IV
131.1%
B/E move
12.4%

70Δ

Calls
Pseudo strike
1.61
IV
199.7%
B/E move
56.5%
Puts
Pseudo strike
2.62
IV
122.9%
B/E move
9.5%

75Δ

Calls
Pseudo strike
1.32
IV
188.3%
B/E move
39.3%
Puts
Pseudo strike
2.75
IV
114.7%
B/E move
6.5%

80Δ

Calls
Pseudo strike
1.03
IV
176.9%
B/E move
22.1%
Puts
Pseudo strike
2.88
IV
106.5%
B/E move
3.5%

Options history

No recorded observations