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REX-Osprey SOL + Staking ETF SSK

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Market dataready · fetched 2026-10-22T15:37:19.452Z

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 · 2026-10-22T14:57:40.40925325Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T15:30:04.610646+00:00

Share price$14.09
1D+0.3%
$14.03$14.06$14.08$14.10$14.135:30 AM6:30 AM9:00 AM1:00 PMSSK
Sold putSold call

REX-Osprey SOL + Staking ETF options

Live interpolated SSK call and put midpoint premiums by absolute delta.REX-Osprey SOL + Staking ETF$0.38$1.10$1.81$2.53$3.25$10.40$12.27$14.14$16.01$17.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSK spot · $14.09SSK PRICE$0.45$0.58$0.63$0.72$0.80$0.88$0.97$1.06$1.21$1.36$1.52$1.73$1.99$0.61$0.67$0.75$0.84$0.94$1.04$1.17$1.30$1.42$1.72$2.06$2.49$3.04
PutsExpensive1.40×
CallsExpensive1.61×
SkewBullish-2.93 pp
Implied moveBearish±$2.14
TiltBearish12.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.46113.7%41.4%11.27117.7%24.4%
25Δ18.64115.3%36.5%12.1698.1%18.4%
30Δ16.9395.8%24.7%12.7886.8%14.6%
35Δ16.1988.2%20.1%13.2679.3%11.8%
40Δ15.4680.6%15.4%13.6673.8%9.7%
45Δ14.8574.1%11.7%14.0468.7%7.7%
50Δ14.4569.4%9.5%14.3465.5%6.5%
55Δ14.0564.7%7.3%14.6462.3%5.3%
60Δ13.7362.9%6.1%14.9459.1%4.1%
65Δ13.4261.4%5.0%15.3460.2%3.3%
70Δ13.1260.0%3.9%15.7662.3%2.7%
75Δ12.7859.2%3.1%16.2864.7%2.1%
80Δ12.4258.7%2.4%16.9067.6%1.6%

20Δ

Calls
Pseudo strike
19.46
IV
113.7%
B/E move
41.4%
Puts
Pseudo strike
11.27
IV
117.7%
B/E move
24.4%

25Δ

Calls
Pseudo strike
18.64
IV
115.3%
B/E move
36.5%
Puts
Pseudo strike
12.16
IV
98.1%
B/E move
18.4%

30Δ

Calls
Pseudo strike
16.93
IV
95.8%
B/E move
24.7%
Puts
Pseudo strike
12.78
IV
86.8%
B/E move
14.6%

35Δ

Calls
Pseudo strike
16.19
IV
88.2%
B/E move
20.1%
Puts
Pseudo strike
13.26
IV
79.3%
B/E move
11.8%

40Δ

Calls
Pseudo strike
15.46
IV
80.6%
B/E move
15.4%
Puts
Pseudo strike
13.66
IV
73.8%
B/E move
9.7%

45Δ

Calls
Pseudo strike
14.85
IV
74.1%
B/E move
11.7%
Puts
Pseudo strike
14.04
IV
68.7%
B/E move
7.7%

50Δ

Calls
Pseudo strike
14.45
IV
69.4%
B/E move
9.5%
Puts
Pseudo strike
14.34
IV
65.5%
B/E move
6.5%

55Δ

Calls
Pseudo strike
14.05
IV
64.7%
B/E move
7.3%
Puts
Pseudo strike
14.64
IV
62.3%
B/E move
5.3%

60Δ

Calls
Pseudo strike
13.73
IV
62.9%
B/E move
6.1%
Puts
Pseudo strike
14.94
IV
59.1%
B/E move
4.1%

65Δ

Calls
Pseudo strike
13.42
IV
61.4%
B/E move
5.0%
Puts
Pseudo strike
15.34
IV
60.2%
B/E move
3.3%

70Δ

Calls
Pseudo strike
13.12
IV
60.0%
B/E move
3.9%
Puts
Pseudo strike
15.76
IV
62.3%
B/E move
2.7%

75Δ

Calls
Pseudo strike
12.78
IV
59.2%
B/E move
3.1%
Puts
Pseudo strike
16.28
IV
64.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
12.42
IV
58.7%
B/E move
2.4%
Puts
Pseudo strike
16.90
IV
67.6%
B/E move
1.6%

Options history

No recorded observations