T-REX 2X Long SPCX Daily Target ETF SPAX
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Market dataready · fetched 2026-11-12T00:46:34.468Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T00:44:44.508994682Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:46:33.971766+00:00
T-REX 2X Long SPCX Daily Target ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.06 | 154.7% | 28.8% | 6.67 | 150.1% | 19.0% |
| 25Δ | 9.68 | 153.0% | 24.8% | 7.07 | 131.3% | 14.6% |
| 30Δ | 9.31 | 150.5% | 21.0% | 7.28 | 129.2% | 13.0% |
| 35Δ | 8.96 | 148.6% | 17.5% | 7.49 | 127.1% | 11.3% |
| 40Δ | 8.71 | 149.9% | 15.5% | 7.70 | 125.0% | 9.7% |
| 45Δ | 8.46 | 151.3% | 13.5% | 7.91 | 122.9% | 8.0% |
| 50Δ | 8.21 | 152.6% | 11.6% | 8.13 | 122.3% | 6.8% |
| 55Δ | 7.95 | 154.5% | 9.7% | 8.35 | 122.9% | 5.9% |
| 60Δ | 7.69 | 159.3% | 8.5% | 8.56 | 123.5% | 5.0% |
| 65Δ | 7.43 | 164.0% | 7.2% | 8.78 | 124.1% | 4.2% |
| 70Δ | 7.16 | 168.7% | 6.0% | 9.00 | 124.7% | 3.3% |
| 75Δ | 6.86 | 174.3% | 4.8% | |||
| 80Δ | 6.49 | 181.3% | 3.8% | |||
20Δ
- Pseudo strike
- 10.06
- IV
- 154.7%
- B/E move
- 28.8%
- Pseudo strike
- 6.67
- IV
- 150.1%
- B/E move
- 19.0%
25Δ
- Pseudo strike
- 9.68
- IV
- 153.0%
- B/E move
- 24.8%
- Pseudo strike
- 7.07
- IV
- 131.3%
- B/E move
- 14.6%
30Δ
- Pseudo strike
- 9.31
- IV
- 150.5%
- B/E move
- 21.0%
- Pseudo strike
- 7.28
- IV
- 129.2%
- B/E move
- 13.0%
35Δ
- Pseudo strike
- 8.96
- IV
- 148.6%
- B/E move
- 17.5%
- Pseudo strike
- 7.49
- IV
- 127.1%
- B/E move
- 11.3%
40Δ
- Pseudo strike
- 8.71
- IV
- 149.9%
- B/E move
- 15.5%
- Pseudo strike
- 7.70
- IV
- 125.0%
- B/E move
- 9.7%
45Δ
- Pseudo strike
- 8.46
- IV
- 151.3%
- B/E move
- 13.5%
- Pseudo strike
- 7.91
- IV
- 122.9%
- B/E move
- 8.0%
50Δ
- Pseudo strike
- 8.21
- IV
- 152.6%
- B/E move
- 11.6%
- Pseudo strike
- 8.13
- IV
- 122.3%
- B/E move
- 6.8%
55Δ
- Pseudo strike
- 7.95
- IV
- 154.5%
- B/E move
- 9.7%
- Pseudo strike
- 8.35
- IV
- 122.9%
- B/E move
- 5.9%
60Δ
- Pseudo strike
- 7.69
- IV
- 159.3%
- B/E move
- 8.5%
- Pseudo strike
- 8.56
- IV
- 123.5%
- B/E move
- 5.0%
65Δ
- Pseudo strike
- 7.43
- IV
- 164.0%
- B/E move
- 7.2%
- Pseudo strike
- 8.78
- IV
- 124.1%
- B/E move
- 4.2%
70Δ
- Pseudo strike
- 7.16
- IV
- 168.7%
- B/E move
- 6.0%
- Pseudo strike
- 9.00
- IV
- 124.7%
- B/E move
- 3.3%
75Δ
- Pseudo strike
- 6.86
- IV
- 174.3%
- B/E move
- 4.8%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 6.49
- IV
- 181.3%
- B/E move
- 3.8%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 101.88% | |
| 102.98% | |
| 97.80% | |
| 100.55% | |
| 101.13% | |
| 101.48% | |
| 99.36% | |
| 97.81% | |
| 98.32% | |
| 101.19% |