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T-REX 2X Long SNDK Daily Target ETF SNDU

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Market datapartial · fetched 2026-10-22T22:43:08.815Z

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 · 2026-10-22T22:42:01.583228619Z

FundamentalsAlpha Vantage · unavailable

Share price$12.44
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$1.78$3.19$4.60$6.01$4.86$11.27$17.69$24.10$30.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNDU spot · $12.44SNDU PRICE$0.52$0.71$0.90$1.08$1.32$1.58$1.87$2.17$2.52$2.90$3.33$3.90$4.58$0.77$1.00$1.23$1.54$1.89$2.26$2.67$3.09$3.52$3.98$4.47$4.99$5.60
PutsFair0.96×
CallsExpensive1.51×
SkewBullish-38.68 pp
Implied moveBearish±$4.54
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.38162.4%68.0%9.48155.8%30.0%
25Δ19.27168.8%60.6%10.24151.6%25.8%
30Δ17.99170.0%51.9%10.94145.8%21.9%
35Δ16.62164.5%42.3%11.59145.3%19.3%
40Δ15.77168.9%37.4%12.23145.2%16.8%
45Δ14.93172.5%32.7%12.89144.9%14.6%
50Δ14.14177.3%28.7%13.55143.8%12.5%
55Δ13.30178.6%24.4%14.22141.9%10.6%
60Δ12.49181.7%20.6%14.88138.8%8.7%
65Δ11.69185.6%17.3%15.55135.1%7.0%
70Δ10.87189.5%14.2%16.23131.1%5.5%
75Δ10.00199.4%11.7%16.92126.6%4.1%
80Δ9.03211.5%9.4%17.69121.8%2.8%

20Δ

Calls
Pseudo strike
20.38
IV
162.4%
B/E move
68.0%
Puts
Pseudo strike
9.48
IV
155.8%
B/E move
30.0%

25Δ

Calls
Pseudo strike
19.27
IV
168.8%
B/E move
60.6%
Puts
Pseudo strike
10.24
IV
151.6%
B/E move
25.8%

30Δ

Calls
Pseudo strike
17.99
IV
170.0%
B/E move
51.9%
Puts
Pseudo strike
10.94
IV
145.8%
B/E move
21.9%

35Δ

Calls
Pseudo strike
16.62
IV
164.5%
B/E move
42.3%
Puts
Pseudo strike
11.59
IV
145.3%
B/E move
19.3%

40Δ

Calls
Pseudo strike
15.77
IV
168.9%
B/E move
37.4%
Puts
Pseudo strike
12.23
IV
145.2%
B/E move
16.8%

45Δ

Calls
Pseudo strike
14.93
IV
172.5%
B/E move
32.7%
Puts
Pseudo strike
12.89
IV
144.9%
B/E move
14.6%

50Δ

Calls
Pseudo strike
14.14
IV
177.3%
B/E move
28.7%
Puts
Pseudo strike
13.55
IV
143.8%
B/E move
12.5%

55Δ

Calls
Pseudo strike
13.30
IV
178.6%
B/E move
24.4%
Puts
Pseudo strike
14.22
IV
141.9%
B/E move
10.6%

60Δ

Calls
Pseudo strike
12.49
IV
181.7%
B/E move
20.6%
Puts
Pseudo strike
14.88
IV
138.8%
B/E move
8.7%

65Δ

Calls
Pseudo strike
11.69
IV
185.6%
B/E move
17.3%
Puts
Pseudo strike
15.55
IV
135.1%
B/E move
7.0%

70Δ

Calls
Pseudo strike
10.87
IV
189.5%
B/E move
14.2%
Puts
Pseudo strike
16.23
IV
131.1%
B/E move
5.5%

75Δ

Calls
Pseudo strike
10.00
IV
199.4%
B/E move
11.7%
Puts
Pseudo strike
16.92
IV
126.6%
B/E move
4.1%

80Δ

Calls
Pseudo strike
9.03
IV
211.5%
B/E move
9.4%
Puts
Pseudo strike
17.69
IV
121.8%
B/E move
2.8%

Options history

No recorded observations