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REX-Osprey SOL + Staking ETF SSK

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Market datapartial · fetched 2026-10-23T21:50:38.261Z

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 · 2026-10-23T20:10:07.031688159Z

FundamentalsAlpha Vantage · unavailable

Share price$13.98
1D-0.1%
AH$13.87$13.94$14.02$14.10$14.175:30 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$0.38$0.96$1.55$2.13$2.71$10.48$12.25$14.03$15.80$17.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSK spot · $13.98SSK PRICE$0.55$0.57$0.64$0.44$0.60$0.75$0.90$1.05$1.19$1.32$1.45$1.79$2.15$0.61$0.66$0.75$0.83$0.89$0.96$1.09$1.25$1.40$1.60$1.87$2.14$2.54
PutsExpensive1.49×
CallsExpensive1.72×
SkewBullish-2.38 pp
Implied moveBearish±$2.00
TiltBearish10.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.96153.6%61.0%11.19120.2%24.3%
25Δ18.37116.2%35.5%12.0999.7%18.3%
30Δ16.8499.3%25.0%12.6689.6%14.8%
35Δ14.9751.9%10.2%13.1680.7%11.8%
40Δ14.7155.6%9.5%13.5473.1%9.6%
45Δ14.4659.2%8.8%13.9265.6%7.3%
50Δ14.2062.9%8.1%14.2362.7%6.1%
55Δ13.9465.3%7.2%14.5261.1%5.1%
60Δ13.6463.2%6.1%14.8259.4%4.1%
65Δ13.3461.1%4.9%15.1358.4%3.2%
70Δ13.0559.0%3.7%15.4958.3%2.6%
75Δ12.6262.4%3.1%15.8558.1%1.9%
80Δ12.1866.8%2.5%16.3458.7%1.3%

20Δ

Calls
Pseudo strike
21.96
IV
153.6%
B/E move
61.0%
Puts
Pseudo strike
11.19
IV
120.2%
B/E move
24.3%

25Δ

Calls
Pseudo strike
18.37
IV
116.2%
B/E move
35.5%
Puts
Pseudo strike
12.09
IV
99.7%
B/E move
18.3%

30Δ

Calls
Pseudo strike
16.84
IV
99.3%
B/E move
25.0%
Puts
Pseudo strike
12.66
IV
89.6%
B/E move
14.8%

35Δ

Calls
Pseudo strike
14.97
IV
51.9%
B/E move
10.2%
Puts
Pseudo strike
13.16
IV
80.7%
B/E move
11.8%

40Δ

Calls
Pseudo strike
14.71
IV
55.6%
B/E move
9.5%
Puts
Pseudo strike
13.54
IV
73.1%
B/E move
9.6%

45Δ

Calls
Pseudo strike
14.46
IV
59.2%
B/E move
8.8%
Puts
Pseudo strike
13.92
IV
65.6%
B/E move
7.3%

50Δ

Calls
Pseudo strike
14.20
IV
62.9%
B/E move
8.1%
Puts
Pseudo strike
14.23
IV
62.7%
B/E move
6.1%

55Δ

Calls
Pseudo strike
13.94
IV
65.3%
B/E move
7.2%
Puts
Pseudo strike
14.52
IV
61.1%
B/E move
5.1%

60Δ

Calls
Pseudo strike
13.64
IV
63.2%
B/E move
6.1%
Puts
Pseudo strike
14.82
IV
59.4%
B/E move
4.1%

65Δ

Calls
Pseudo strike
13.34
IV
61.1%
B/E move
4.9%
Puts
Pseudo strike
15.13
IV
58.4%
B/E move
3.2%

70Δ

Calls
Pseudo strike
13.05
IV
59.0%
B/E move
3.7%
Puts
Pseudo strike
15.49
IV
58.3%
B/E move
2.6%

75Δ

Calls
Pseudo strike
12.62
IV
62.4%
B/E move
3.1%
Puts
Pseudo strike
15.85
IV
58.1%
B/E move
1.9%

80Δ

Calls
Pseudo strike
12.18
IV
66.8%
B/E move
2.5%
Puts
Pseudo strike
16.34
IV
58.7%
B/E move
1.3%

Options history

No recorded observations