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T-REX 2X Long Tesla Daily Target ETF TSLT

i

Market dataready · fetched 2026-11-13T17:12:15.815Z

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: 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 data

PriceAlpaca · sip · 2026-11-13T17:12:08.612105523Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T17:12:13.945463+00:00

Share price$14.61
1D-6.1%
$14.18$14.55$14.92$15.29$15.665:30 AM6:30 AM9:00 AM1:00 PMTSLT
Sold putSold call

T-REX 2X Long Tesla Daily Target ETF options

Live interpolated TSLT call and put midpoint premiums by absolute delta.T-REX 2X Long Tesla Daily Target ETF$0.15$0.85$1.55$2.25$2.94$11.00$12.73$14.46$16.19$17.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLT spot · $14.61TSLT PRICE$0.23$0.29$0.36$0.43$0.51$0.59$0.70$0.81$0.92$1.02$1.20$1.40$1.60$0.29$0.39$0.49$0.60$0.72$0.85$0.97$1.11$1.30$1.49$1.68$2.17$2.74
PutsExpensive1.36×
CallsCheap0.72×
SkewBearish+17.94 pp
Implied moveBearish±$1.67
TiltBearish19.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.79107.3%16.5%12.90117.7%13.7%
25Δ16.29102.4%13.5%13.27115.6%11.8%
30Δ15.8898.6%11.1%13.60115.0%10.3%
35Δ15.5796.2%9.6%13.92114.4%8.8%
40Δ15.2793.8%8.0%14.21112.6%7.6%
45Δ14.9891.6%6.5%14.50110.6%6.6%
50Δ14.7590.8%5.7%14.78108.5%5.5%
55Δ14.5290.0%4.9%15.06106.6%4.5%
60Δ14.2889.2%4.0%15.35105.4%3.9%
65Δ14.0588.4%3.2%15.64104.2%3.2%
70Δ13.7988.4%2.6%15.93103.1%2.5%
75Δ13.5288.7%2.1%16.48112.2%2.0%
80Δ13.2489.0%1.6%17.11121.8%1.7%

20Δ

Calls
Pseudo strike
16.79
IV
107.3%
B/E move
16.5%
Puts
Pseudo strike
12.90
IV
117.7%
B/E move
13.7%

25Δ

Calls
Pseudo strike
16.29
IV
102.4%
B/E move
13.5%
Puts
Pseudo strike
13.27
IV
115.6%
B/E move
11.8%

30Δ

Calls
Pseudo strike
15.88
IV
98.6%
B/E move
11.1%
Puts
Pseudo strike
13.60
IV
115.0%
B/E move
10.3%

35Δ

Calls
Pseudo strike
15.57
IV
96.2%
B/E move
9.6%
Puts
Pseudo strike
13.92
IV
114.4%
B/E move
8.8%

40Δ

Calls
Pseudo strike
15.27
IV
93.8%
B/E move
8.0%
Puts
Pseudo strike
14.21
IV
112.6%
B/E move
7.6%

45Δ

Calls
Pseudo strike
14.98
IV
91.6%
B/E move
6.5%
Puts
Pseudo strike
14.50
IV
110.6%
B/E move
6.6%

50Δ

Calls
Pseudo strike
14.75
IV
90.8%
B/E move
5.7%
Puts
Pseudo strike
14.78
IV
108.5%
B/E move
5.5%

55Δ

Calls
Pseudo strike
14.52
IV
90.0%
B/E move
4.9%
Puts
Pseudo strike
15.06
IV
106.6%
B/E move
4.5%

60Δ

Calls
Pseudo strike
14.28
IV
89.2%
B/E move
4.0%
Puts
Pseudo strike
15.35
IV
105.4%
B/E move
3.9%

65Δ

Calls
Pseudo strike
14.05
IV
88.4%
B/E move
3.2%
Puts
Pseudo strike
15.64
IV
104.2%
B/E move
3.2%

70Δ

Calls
Pseudo strike
13.79
IV
88.4%
B/E move
2.6%
Puts
Pseudo strike
15.93
IV
103.1%
B/E move
2.5%

75Δ

Calls
Pseudo strike
13.52
IV
88.7%
B/E move
2.1%
Puts
Pseudo strike
16.48
IV
112.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
13.24
IV
89.0%
B/E move
1.6%
Puts
Pseudo strike
17.11
IV
121.8%
B/E move
1.7%

Options history

IV · four-Friday blend83.16%
Daily EOD
TSLT76.5%80.1%83.8%2026-10-19: 83.28%2026-10-20: 82.01%2026-10-21: 80.44%2026-10-22: 78.32%2026-10-23: 78.60%2026-10-26: 78.23%2026-10-27: 78.57%2026-10-28: 77.77%2026-10-29: 77.02%2026-10-30: 83.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
83.28%
82.01%
80.44%
78.32%
78.60%
78.23%
78.57%
77.77%
77.02%
83.16%