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T-REX 2X Long SNDK Daily Target ETF SNDU

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Market datapartial · fetched 2026-10-22T21:54:53.407Z

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 · 2026-10-22T21:54:49.437833356Z

FundamentalsAlpha Vantage · unavailable

Share price$12.47
1D-12.5%
AH$12.13$12.89$13.65$14.41$15.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNDU
Sold putSold callAH

T-REX 2X Long SNDK Daily Target ETF options

Live interpolated SNDU call and put midpoint premiums by absolute delta.T-REX 2X Long SNDK Daily Target ETF$0.37$1.81$3.25$4.69$6.13$4.88$11.29$17.69$24.10$30.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNDU spot · $12.47SNDU PRICE$0.52$0.71$0.90$1.08$1.32$1.57$1.87$2.16$2.51$2.89$3.32$3.88$4.55$0.77$1.01$1.24$1.56$1.91$2.28$2.70$3.13$3.56$4.03$4.54$5.07$5.71
PutsFair0.97×
CallsExpensive1.50×
SkewBullish-36.35 pp
Implied moveBearish±$4.57
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.38161.7%67.7%9.50156.4%30.1%
25Δ19.27168.0%60.2%10.26152.1%25.8%
30Δ18.00169.2%51.6%10.97146.3%22.0%
35Δ16.63163.6%42.0%11.62146.1%19.3%
40Δ15.78168.0%37.1%12.27146.1%16.9%
45Δ14.94171.5%32.4%12.93145.9%14.6%
50Δ14.15176.2%28.5%13.60144.8%12.6%
55Δ13.32177.4%24.1%14.27142.9%10.6%
60Δ12.51180.3%20.4%14.94139.8%8.7%
65Δ11.72184.1%17.1%15.62136.2%7.1%
70Δ10.90187.5%14.0%16.32132.3%5.5%
75Δ10.03197.1%11.6%17.03128.0%4.1%
80Δ9.07208.5%9.2%17.83123.5%2.8%

20Δ

Calls
Pseudo strike
20.38
IV
161.7%
B/E move
67.7%
Puts
Pseudo strike
9.50
IV
156.4%
B/E move
30.1%

25Δ

Calls
Pseudo strike
19.27
IV
168.0%
B/E move
60.2%
Puts
Pseudo strike
10.26
IV
152.1%
B/E move
25.8%

30Δ

Calls
Pseudo strike
18.00
IV
169.2%
B/E move
51.6%
Puts
Pseudo strike
10.97
IV
146.3%
B/E move
22.0%

35Δ

Calls
Pseudo strike
16.63
IV
163.6%
B/E move
42.0%
Puts
Pseudo strike
11.62
IV
146.1%
B/E move
19.3%

40Δ

Calls
Pseudo strike
15.78
IV
168.0%
B/E move
37.1%
Puts
Pseudo strike
12.27
IV
146.1%
B/E move
16.9%

45Δ

Calls
Pseudo strike
14.94
IV
171.5%
B/E move
32.4%
Puts
Pseudo strike
12.93
IV
145.9%
B/E move
14.6%

50Δ

Calls
Pseudo strike
14.15
IV
176.2%
B/E move
28.5%
Puts
Pseudo strike
13.60
IV
144.8%
B/E move
12.6%

55Δ

Calls
Pseudo strike
13.32
IV
177.4%
B/E move
24.1%
Puts
Pseudo strike
14.27
IV
142.9%
B/E move
10.6%

60Δ

Calls
Pseudo strike
12.51
IV
180.3%
B/E move
20.4%
Puts
Pseudo strike
14.94
IV
139.8%
B/E move
8.7%

65Δ

Calls
Pseudo strike
11.72
IV
184.1%
B/E move
17.1%
Puts
Pseudo strike
15.62
IV
136.2%
B/E move
7.1%

70Δ

Calls
Pseudo strike
10.90
IV
187.5%
B/E move
14.0%
Puts
Pseudo strike
16.32
IV
132.3%
B/E move
5.5%

75Δ

Calls
Pseudo strike
10.03
IV
197.1%
B/E move
11.6%
Puts
Pseudo strike
17.03
IV
128.0%
B/E move
4.1%

80Δ

Calls
Pseudo strike
9.07
IV
208.5%
B/E move
9.2%
Puts
Pseudo strike
17.83
IV
123.5%
B/E move
2.8%

Options history

No recorded observations