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T-REX 2X Long SNDK Daily Target ETF SNDU

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Market datapartial · fetched 2026-10-23T19:42:19.211Z

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 · 2026-10-23T19:42:07.642919891Z

FundamentalsAlpha Vantage · unavailable

Share price$12.47
1D-6.7%
$12.31$12.68$13.05$13.42$13.795:30 AM6:30 AM9:00 AM1:00 PMSNDU
Sold putSold call

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$0.31$2.13$3.95$5.77$7.60$4.97$11.25$17.53$23.81$30.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNDU spot · $12.47SNDU PRICE$0.50$0.66$0.83$0.97$1.17$1.42$1.66$1.90$2.21$2.54$2.89$3.42$3.84$0.72$0.98$1.30$1.64$1.97$2.29$2.67$3.09$3.56$4.03$4.68$5.76$7.07
PutsFair1.00×
CallsExpensive1.17×
SkewBullish-8.48 pp
Implied moveBearish±$4.34
TiltBearish24.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.96157.7%64.1%9.60149.4%28.7%
25Δ18.35155.0%52.4%10.31149.7%25.2%
30Δ17.16154.2%44.3%10.95154.5%22.6%
35Δ15.91147.1%35.4%11.62154.6%19.9%
40Δ15.10148.2%30.5%12.28152.7%17.3%
45Δ14.41152.1%27.0%12.93148.8%14.7%
50Δ13.71153.8%23.3%13.58146.3%12.5%
55Δ12.96151.6%19.1%14.25144.1%10.5%
60Δ12.30154.5%16.3%14.94142.1%8.7%
65Δ11.62156.1%13.6%15.62138.6%7.1%
70Δ10.94157.4%10.9%16.45137.7%5.6%
75Δ10.18166.5%9.1%17.67142.5%4.4%
80Δ9.47163.4%6.7%19.13146.5%3.3%

20Δ

Calls
Pseudo strike
19.96
IV
157.7%
B/E move
64.1%
Puts
Pseudo strike
9.60
IV
149.4%
B/E move
28.7%

25Δ

Calls
Pseudo strike
18.35
IV
155.0%
B/E move
52.4%
Puts
Pseudo strike
10.31
IV
149.7%
B/E move
25.2%

30Δ

Calls
Pseudo strike
17.16
IV
154.2%
B/E move
44.3%
Puts
Pseudo strike
10.95
IV
154.5%
B/E move
22.6%

35Δ

Calls
Pseudo strike
15.91
IV
147.1%
B/E move
35.4%
Puts
Pseudo strike
11.62
IV
154.6%
B/E move
19.9%

40Δ

Calls
Pseudo strike
15.10
IV
148.2%
B/E move
30.5%
Puts
Pseudo strike
12.28
IV
152.7%
B/E move
17.3%

45Δ

Calls
Pseudo strike
14.41
IV
152.1%
B/E move
27.0%
Puts
Pseudo strike
12.93
IV
148.8%
B/E move
14.7%

50Δ

Calls
Pseudo strike
13.71
IV
153.8%
B/E move
23.3%
Puts
Pseudo strike
13.58
IV
146.3%
B/E move
12.5%

55Δ

Calls
Pseudo strike
12.96
IV
151.6%
B/E move
19.1%
Puts
Pseudo strike
14.25
IV
144.1%
B/E move
10.5%

60Δ

Calls
Pseudo strike
12.30
IV
154.5%
B/E move
16.3%
Puts
Pseudo strike
14.94
IV
142.1%
B/E move
8.7%

65Δ

Calls
Pseudo strike
11.62
IV
156.1%
B/E move
13.6%
Puts
Pseudo strike
15.62
IV
138.6%
B/E move
7.1%

70Δ

Calls
Pseudo strike
10.94
IV
157.4%
B/E move
10.9%
Puts
Pseudo strike
16.45
IV
137.7%
B/E move
5.6%

75Δ

Calls
Pseudo strike
10.18
IV
166.5%
B/E move
9.1%
Puts
Pseudo strike
17.67
IV
142.5%
B/E move
4.4%

80Δ

Calls
Pseudo strike
9.47
IV
163.4%
B/E move
6.7%
Puts
Pseudo strike
19.13
IV
146.5%
B/E move
3.3%

Options history

No recorded observations