T-REX 2X Long SMR Daily Target ETF SMUP
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Market dataready · fetched 2026-11-13T16:10:20.604Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21
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 · 2026-11-13T16:07:34.358971405Z
FundamentalsREX Shares · ready · as of 2026-11-12 · fetched 2026-11-13T16:10:18.684620+00:00
T-REX 2X Long SMR Daily Target ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 1.03 | 207.2% | 50.1% | |||
| 30Δ | 1.11 | 196.4% | 45.7% | |||
| 35Δ | 1.20 | 185.7% | 41.2% | |||
| 40Δ | 1.29 | 175.0% | 36.8% | |||
| 45Δ | 1.37 | 164.3% | 32.4% | |||
| 50Δ | 1.46 | 153.6% | 27.9% | |||
| 55Δ | 1.54 | 142.9% | 23.5% | |||
| 60Δ | 5.52 | 298.2% | 538.9% | 1.63 | 132.2% | 19.0% |
| 65Δ | 4.24 | 299.4% | 405.3% | 1.72 | 121.5% | 14.6% |
| 70Δ | 3.16 | 300.1% | 294.6% | 1.80 | 110.7% | 10.2% |
| 75Δ | 2.40 | 304.2% | 218.4% | 1.89 | 100.0% | 5.7% |
| 80Δ | 1.98 | 89.3% | 1.3% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.03
- IV
- 207.2%
- B/E move
- 50.1%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.11
- IV
- 196.4%
- B/E move
- 45.7%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.20
- IV
- 185.7%
- B/E move
- 41.2%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.29
- IV
- 175.0%
- B/E move
- 36.8%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.37
- IV
- 164.3%
- B/E move
- 32.4%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.46
- IV
- 153.6%
- B/E move
- 27.9%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.54
- IV
- 142.9%
- B/E move
- 23.5%
60Δ
- Pseudo strike
- 5.52
- IV
- 298.2%
- B/E move
- 538.9%
- Pseudo strike
- 1.63
- IV
- 132.2%
- B/E move
- 19.0%
65Δ
- Pseudo strike
- 4.24
- IV
- 299.4%
- B/E move
- 405.3%
- Pseudo strike
- 1.72
- IV
- 121.5%
- B/E move
- 14.6%
70Δ
- Pseudo strike
- 3.16
- IV
- 300.1%
- B/E move
- 294.6%
- Pseudo strike
- 1.80
- IV
- 110.7%
- B/E move
- 10.2%
75Δ
- Pseudo strike
- 2.40
- IV
- 304.2%
- B/E move
- 218.4%
- Pseudo strike
- 1.89
- IV
- 100.0%
- B/E move
- 5.7%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.98
- IV
- 89.3%
- B/E move
- 1.3%
Options history
Table
| Date | IV (%) |
|---|---|
| 215.59% | |
| 211.49% |