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REX-Osprey SOL + Staking ETF SSK

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Market datapartial · fetched 2026-10-23T04:06:24.297Z

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 · 2026-10-23T00:00:07.209958897Z

FundamentalsAlpha Vantage · unavailable

Share price$13.99
1D-0.4%
AH$13.95$14.00$14.04$14.09$14.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSSK
Sold putSold callAH

REX-Osprey SOL + Staking ETF options

Live interpolated SSK call and put midpoint premiums by absolute delta.REX-Osprey SOL + Staking ETF$0.48$1.12$1.76$2.40$3.04$10.33$12.24$14.14$16.05$17.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSK spot · $13.99SSK PRICE$0.55$0.59$0.64$0.71$0.80$0.89$0.96$1.05$1.21$1.36$1.52$1.83$2.15$0.61$0.66$0.75$0.84$0.92$1.01$1.14$1.28$1.42$1.64$1.98$2.33$2.86
PutsExpensive1.46×
CallsExpensive1.73×
SkewBullish-7.78 pp
Implied moveBearish±$2.11
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.97151.4%61.0%11.20118.7%24.3%
25Δ18.58117.6%37.0%12.0998.6%18.3%
30Δ16.8597.8%25.0%12.6789.3%14.8%
35Δ15.9287.8%18.9%13.1781.3%11.9%
40Δ15.3082.5%15.1%13.5574.9%9.7%
45Δ14.7876.7%12.0%13.9468.5%7.6%
50Δ14.3570.5%9.5%14.2565.4%6.3%
55Δ13.9465.2%7.2%14.5462.8%5.2%
60Δ13.6364.1%6.1%14.8360.3%4.1%
65Δ13.3263.1%5.0%15.1859.6%3.2%
70Δ13.0162.0%3.9%15.6061.3%2.6%
75Δ12.6164.2%3.2%16.0363.0%2.0%
80Δ12.1966.6%2.5%16.6465.1%1.5%

20Δ

Calls
Pseudo strike
21.97
IV
151.4%
B/E move
61.0%
Puts
Pseudo strike
11.20
IV
118.7%
B/E move
24.3%

25Δ

Calls
Pseudo strike
18.58
IV
117.6%
B/E move
37.0%
Puts
Pseudo strike
12.09
IV
98.6%
B/E move
18.3%

30Δ

Calls
Pseudo strike
16.85
IV
97.8%
B/E move
25.0%
Puts
Pseudo strike
12.67
IV
89.3%
B/E move
14.8%

35Δ

Calls
Pseudo strike
15.92
IV
87.8%
B/E move
18.9%
Puts
Pseudo strike
13.17
IV
81.3%
B/E move
11.9%

40Δ

Calls
Pseudo strike
15.30
IV
82.5%
B/E move
15.1%
Puts
Pseudo strike
13.55
IV
74.9%
B/E move
9.7%

45Δ

Calls
Pseudo strike
14.78
IV
76.7%
B/E move
12.0%
Puts
Pseudo strike
13.94
IV
68.5%
B/E move
7.6%

50Δ

Calls
Pseudo strike
14.35
IV
70.5%
B/E move
9.5%
Puts
Pseudo strike
14.25
IV
65.4%
B/E move
6.3%

55Δ

Calls
Pseudo strike
13.94
IV
65.2%
B/E move
7.2%
Puts
Pseudo strike
14.54
IV
62.8%
B/E move
5.2%

60Δ

Calls
Pseudo strike
13.63
IV
64.1%
B/E move
6.1%
Puts
Pseudo strike
14.83
IV
60.3%
B/E move
4.1%

65Δ

Calls
Pseudo strike
13.32
IV
63.1%
B/E move
5.0%
Puts
Pseudo strike
15.18
IV
59.6%
B/E move
3.2%

70Δ

Calls
Pseudo strike
13.01
IV
62.0%
B/E move
3.9%
Puts
Pseudo strike
15.60
IV
61.3%
B/E move
2.6%

75Δ

Calls
Pseudo strike
12.61
IV
64.2%
B/E move
3.2%
Puts
Pseudo strike
16.03
IV
63.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
12.19
IV
66.6%
B/E move
2.5%
Puts
Pseudo strike
16.64
IV
65.1%
B/E move
1.5%

Options history

No recorded observations