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T-REX 2X Long SNOW Daily Target ETF SNOU

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Market datapartial · fetched 2026-10-22T22:55:01.098Z

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 · 2026-10-22T22:30:07.001712391Z

FundamentalsAlpha Vantage · unavailable

Share price$56.02
1D-5.3%
AH$53$55$56$58$595:30 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$0.95$6.63$12.30$17.97$23.64$30.93$44.47$58.00$71.53$85.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNOU spot · $56.02SNOU PRICE$1.57$2.11$2.69$3.30$3.92$4.67$5.48$6.40$7.53$8.39$9.52$11.26$13.10$2.45$3.31$4.18$5.09$6.24$7.41$8.83$10.41$11.81$13.61$16.05$18.55$22.01
PutsCheap0.90×
CallsFair1.01×
SkewBearish+8.57 pp
Implied moveBearish±$14.31
TiltBearish23.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.38101.1%35.6%44.90117.6%24.2%
25Δ71.26102.8%31.0%47.43116.6%21.2%
30Δ68.29103.2%26.7%49.94115.7%18.3%
35Δ65.55103.0%22.9%52.28113.4%15.8%
40Δ62.95101.7%19.4%54.54113.8%13.8%
45Δ60.77102.7%16.8%56.79112.7%11.9%
50Δ58.63103.3%14.4%59.12113.0%10.2%
55Δ56.54104.3%12.4%61.55113.2%8.7%
60Δ54.48107.5%10.7%63.82110.5%7.2%
65Δ52.39104.2%8.5%66.37109.4%5.8%
70Δ50.31103.4%6.8%69.44110.4%4.7%
75Δ47.86106.7%5.5%72.57109.5%3.6%
80Δ45.34110.6%4.3%76.57110.1%2.6%

20Δ

Calls
Pseudo strike
74.38
IV
101.1%
B/E move
35.6%
Puts
Pseudo strike
44.90
IV
117.6%
B/E move
24.2%

25Δ

Calls
Pseudo strike
71.26
IV
102.8%
B/E move
31.0%
Puts
Pseudo strike
47.43
IV
116.6%
B/E move
21.2%

30Δ

Calls
Pseudo strike
68.29
IV
103.2%
B/E move
26.7%
Puts
Pseudo strike
49.94
IV
115.7%
B/E move
18.3%

35Δ

Calls
Pseudo strike
65.55
IV
103.0%
B/E move
22.9%
Puts
Pseudo strike
52.28
IV
113.4%
B/E move
15.8%

40Δ

Calls
Pseudo strike
62.95
IV
101.7%
B/E move
19.4%
Puts
Pseudo strike
54.54
IV
113.8%
B/E move
13.8%

45Δ

Calls
Pseudo strike
60.77
IV
102.7%
B/E move
16.8%
Puts
Pseudo strike
56.79
IV
112.7%
B/E move
11.9%

50Δ

Calls
Pseudo strike
58.63
IV
103.3%
B/E move
14.4%
Puts
Pseudo strike
59.12
IV
113.0%
B/E move
10.2%

55Δ

Calls
Pseudo strike
56.54
IV
104.3%
B/E move
12.4%
Puts
Pseudo strike
61.55
IV
113.2%
B/E move
8.7%

60Δ

Calls
Pseudo strike
54.48
IV
107.5%
B/E move
10.7%
Puts
Pseudo strike
63.82
IV
110.5%
B/E move
7.2%

65Δ

Calls
Pseudo strike
52.39
IV
104.2%
B/E move
8.5%
Puts
Pseudo strike
66.37
IV
109.4%
B/E move
5.8%

70Δ

Calls
Pseudo strike
50.31
IV
103.4%
B/E move
6.8%
Puts
Pseudo strike
69.44
IV
110.4%
B/E move
4.7%

75Δ

Calls
Pseudo strike
47.86
IV
106.7%
B/E move
5.5%
Puts
Pseudo strike
72.57
IV
109.5%
B/E move
3.6%

80Δ

Calls
Pseudo strike
45.34
IV
110.6%
B/E move
4.3%
Puts
Pseudo strike
76.57
IV
110.1%
B/E move
2.6%

Options history

No recorded observations