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T-REX 2X Long SNOW Daily Target ETF SNOU

i

Market dataready · fetched 2026-11-12T00:54:50.915Z

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: 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 data

PriceAlpaca · sip · 2026-11-11T23:30:06.991443414Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:54:50.561607+00:00

Share price$50.08
1D-4.6%
AH$49.69$50.39$51.09$51.79$52.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNOU
Sold putSold callAH

T-REX 2X Long SNOW Daily Target ETF options

Live interpolated SNOU call and put midpoint premiums by absolute delta.T-REX 2X Long SNOW Daily Target ETF$0.66$3.10$5.54$7.98$10.42$35.22$43.01$50.80$58.59$66.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNOU spot · $50.08SNOU PRICE$0.93$1.27$1.57$1.97$2.36$2.78$3.32$3.90$4.59$5.27$5.96$6.65$8.09$1.15$1.47$1.97$2.47$2.97$3.47$3.95$4.43$5.54$6.45$7.25$8.62$9.71
PutsCheap0.75×
CallsCheap0.69×
SkewBullish-3.77 pp
Implied moveBearish±$7.27
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.20113.7%20.0%43.27120.7%15.9%
25Δ57.82118.3%18.0%45.16113.2%12.8%
30Δ56.03115.1%15.0%46.32113.7%11.4%
35Δ54.76117.5%13.3%47.49114.3%10.1%
40Δ53.38116.1%11.3%48.65114.9%8.8%
45Δ52.14115.6%9.7%49.81115.4%7.5%
50Δ50.98117.4%8.4%50.89112.0%6.3%
55Δ49.83119.3%7.3%51.94107.8%5.1%
60Δ48.62119.0%6.2%53.34114.8%4.6%
65Δ47.41118.7%5.2%54.64115.2%3.8%
70Δ46.21118.4%4.2%55.85112.3%3.0%
75Δ45.00118.1%3.1%57.52114.5%2.4%
80Δ43.22121.5%2.5%58.95111.1%1.7%

20Δ

Calls
Pseudo strike
59.20
IV
113.7%
B/E move
20.0%
Puts
Pseudo strike
43.27
IV
120.7%
B/E move
15.9%

25Δ

Calls
Pseudo strike
57.82
IV
118.3%
B/E move
18.0%
Puts
Pseudo strike
45.16
IV
113.2%
B/E move
12.8%

30Δ

Calls
Pseudo strike
56.03
IV
115.1%
B/E move
15.0%
Puts
Pseudo strike
46.32
IV
113.7%
B/E move
11.4%

35Δ

Calls
Pseudo strike
54.76
IV
117.5%
B/E move
13.3%
Puts
Pseudo strike
47.49
IV
114.3%
B/E move
10.1%

40Δ

Calls
Pseudo strike
53.38
IV
116.1%
B/E move
11.3%
Puts
Pseudo strike
48.65
IV
114.9%
B/E move
8.8%

45Δ

Calls
Pseudo strike
52.14
IV
115.6%
B/E move
9.7%
Puts
Pseudo strike
49.81
IV
115.4%
B/E move
7.5%

50Δ

Calls
Pseudo strike
50.98
IV
117.4%
B/E move
8.4%
Puts
Pseudo strike
50.89
IV
112.0%
B/E move
6.3%

55Δ

Calls
Pseudo strike
49.83
IV
119.3%
B/E move
7.3%
Puts
Pseudo strike
51.94
IV
107.8%
B/E move
5.1%

60Δ

Calls
Pseudo strike
48.62
IV
119.0%
B/E move
6.2%
Puts
Pseudo strike
53.34
IV
114.8%
B/E move
4.6%

65Δ

Calls
Pseudo strike
47.41
IV
118.7%
B/E move
5.2%
Puts
Pseudo strike
54.64
IV
115.2%
B/E move
3.8%

70Δ

Calls
Pseudo strike
46.21
IV
118.4%
B/E move
4.2%
Puts
Pseudo strike
55.85
IV
112.3%
B/E move
3.0%

75Δ

Calls
Pseudo strike
45.00
IV
118.1%
B/E move
3.1%
Puts
Pseudo strike
57.52
IV
114.5%
B/E move
2.4%

80Δ

Calls
Pseudo strike
43.22
IV
121.5%
B/E move
2.5%
Puts
Pseudo strike
58.95
IV
111.1%
B/E move
1.7%

Options history

IV · four-Friday blend102.18%
Daily EOD
SNOU91.7%97.3%103.0%2026-10-21: 92.48%2026-10-23: 94.98%2026-10-29: 102.18%Oct 21Oct 23Oct 29
3 observations2026-10-21 — 2026-10-29
Table
DateIV (%)
92.48%
94.98%
102.18%