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T-REX 2X Long SPCX Daily Target ETF SPAX

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Market datapartial · fetched 2026-10-22T22:54:30.917Z

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 · 2026-10-22T22:54:20.763667608Z

FundamentalsAlpha Vantage · unavailable

Share price$9.34
1D-11.7%
AH$8.85$9.27$9.69$10.11$10.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPAX
Sold putSold callAH

T-REX 2X Long SPCX Daily Target ETF options

Live interpolated SPAX call and put midpoint premiums by absolute delta.T-REX 2X Long SPCX Daily Target ETF$0.06$1.88$3.71$5.54$7.37$5.09$7.47$9.85$12.23$14.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPAX spot · $9.34SPAX PRICE$0.25$0.33$0.42$0.50$0.59$0.69$0.80$0.92$1.04$1.18$1.33$1.48$0.40$0.52$0.69$0.87$1.07$1.34$1.61$1.95$2.31$2.86$3.66$4.99$6.84
PutsExpensive1.26×
CallsCheap0.76×
SkewBearish+38.41 pp
Implied moveBearish±$2.42
TiltBearish50.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.3097.4%34.3%7.49114.2%24.1%
25Δ11.6895.1%28.5%7.97111.1%20.3%
30Δ11.1994.5%24.2%8.35112.2%18.0%
35Δ10.7692.8%20.5%8.72113.7%15.9%
40Δ10.3690.4%17.3%9.11115.5%14.0%
45Δ9.9788.2%14.1%9.52118.3%12.4%
50Δ9.6887.3%12.2%9.94121.2%10.9%
55Δ9.3886.5%10.3%10.42123.1%9.4%
60Δ9.0885.6%8.4%10.91124.8%8.0%
65Δ8.8083.8%6.9%11.57130.0%6.8%
70Δ8.5381.6%5.6%12.47139.2%5.7%
75Δ8.2679.5%4.3%13.88155.7%4.8%
80Δ15.83171.6%3.8%

20Δ

Calls
Pseudo strike
12.30
IV
97.4%
B/E move
34.3%
Puts
Pseudo strike
7.49
IV
114.2%
B/E move
24.1%

25Δ

Calls
Pseudo strike
11.68
IV
95.1%
B/E move
28.5%
Puts
Pseudo strike
7.97
IV
111.1%
B/E move
20.3%

30Δ

Calls
Pseudo strike
11.19
IV
94.5%
B/E move
24.2%
Puts
Pseudo strike
8.35
IV
112.2%
B/E move
18.0%

35Δ

Calls
Pseudo strike
10.76
IV
92.8%
B/E move
20.5%
Puts
Pseudo strike
8.72
IV
113.7%
B/E move
15.9%

40Δ

Calls
Pseudo strike
10.36
IV
90.4%
B/E move
17.3%
Puts
Pseudo strike
9.11
IV
115.5%
B/E move
14.0%

45Δ

Calls
Pseudo strike
9.97
IV
88.2%
B/E move
14.1%
Puts
Pseudo strike
9.52
IV
118.3%
B/E move
12.4%

50Δ

Calls
Pseudo strike
9.68
IV
87.3%
B/E move
12.2%
Puts
Pseudo strike
9.94
IV
121.2%
B/E move
10.9%

55Δ

Calls
Pseudo strike
9.38
IV
86.5%
B/E move
10.3%
Puts
Pseudo strike
10.42
IV
123.1%
B/E move
9.4%

60Δ

Calls
Pseudo strike
9.08
IV
85.6%
B/E move
8.4%
Puts
Pseudo strike
10.91
IV
124.8%
B/E move
8.0%

65Δ

Calls
Pseudo strike
8.80
IV
83.8%
B/E move
6.9%
Puts
Pseudo strike
11.57
IV
130.0%
B/E move
6.8%

70Δ

Calls
Pseudo strike
8.53
IV
81.6%
B/E move
5.6%
Puts
Pseudo strike
12.47
IV
139.2%
B/E move
5.7%

75Δ

Calls
Pseudo strike
8.26
IV
79.5%
B/E move
4.3%
Puts
Pseudo strike
13.88
IV
155.7%
B/E move
4.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.83
IV
171.6%
B/E move
3.8%

Options history

No recorded observations