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T-Rex 2X Inverse Tesla Daily Target ETF TSLZ

i

Market dataready · fetched 2026-11-12T03:09:28.873Z

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 · 2026-11-12T01:00:07.491461469Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:09:28.411753+00:00

Share price$9.23
1D-2.4%
AH$8.96$9.11$9.26$9.41$9.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSLZ
Sold putSold callAH

T-Rex 2X Inverse Tesla Daily Target ETF options

Live interpolated TSLZ call and put midpoint premiums by absolute delta.T-Rex 2X Inverse Tesla Daily Target ETF$0.17$0.54$0.91$1.28$1.65$6.64$8.27$9.90$11.53$13.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLZ spot · $9.23TSLZ PRICE$0.21$0.26$0.29$0.33$0.38$0.42$0.47$0.52$0.57$0.72$0.90$1.07$1.25$0.21$0.26$0.32$0.37$0.42$0.55$0.68$0.80$0.93$1.06$1.21$1.38$1.54
PutsCheap0.74×
CallsCheap0.76×
SkewBearish+1.24 pp
Implied moveBearish±$1.15
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.44141.1%26.2%8.04119.2%15.2%
25Δ10.90132.8%20.8%8.28112.9%13.2%
30Δ10.43118.6%16.2%8.52106.6%11.2%
35Δ9.99105.1%11.8%8.76100.4%9.1%
40Δ9.8099.9%10.2%9.0094.1%7.1%
45Δ9.6094.6%8.6%9.1995.8%6.4%
50Δ9.4189.4%7.1%9.3997.7%5.6%
55Δ9.2284.2%5.5%9.5899.5%4.9%
60Δ9.0379.0%4.0%9.78101.4%4.2%
65Δ8.8282.4%3.3%9.97103.3%3.4%
70Δ8.6087.6%2.9%10.19100.5%2.8%
75Δ8.3892.8%2.4%10.4096.9%2.2%
80Δ8.1697.9%1.9%10.6293.3%1.6%

20Δ

Calls
Pseudo strike
11.44
IV
141.1%
B/E move
26.2%
Puts
Pseudo strike
8.04
IV
119.2%
B/E move
15.2%

25Δ

Calls
Pseudo strike
10.90
IV
132.8%
B/E move
20.8%
Puts
Pseudo strike
8.28
IV
112.9%
B/E move
13.2%

30Δ

Calls
Pseudo strike
10.43
IV
118.6%
B/E move
16.2%
Puts
Pseudo strike
8.52
IV
106.6%
B/E move
11.2%

35Δ

Calls
Pseudo strike
9.99
IV
105.1%
B/E move
11.8%
Puts
Pseudo strike
8.76
IV
100.4%
B/E move
9.1%

40Δ

Calls
Pseudo strike
9.80
IV
99.9%
B/E move
10.2%
Puts
Pseudo strike
9.00
IV
94.1%
B/E move
7.1%

45Δ

Calls
Pseudo strike
9.60
IV
94.6%
B/E move
8.6%
Puts
Pseudo strike
9.19
IV
95.8%
B/E move
6.4%

50Δ

Calls
Pseudo strike
9.41
IV
89.4%
B/E move
7.1%
Puts
Pseudo strike
9.39
IV
97.7%
B/E move
5.6%

55Δ

Calls
Pseudo strike
9.22
IV
84.2%
B/E move
5.5%
Puts
Pseudo strike
9.58
IV
99.5%
B/E move
4.9%

60Δ

Calls
Pseudo strike
9.03
IV
79.0%
B/E move
4.0%
Puts
Pseudo strike
9.78
IV
101.4%
B/E move
4.2%

65Δ

Calls
Pseudo strike
8.82
IV
82.4%
B/E move
3.3%
Puts
Pseudo strike
9.97
IV
103.3%
B/E move
3.4%

70Δ

Calls
Pseudo strike
8.60
IV
87.6%
B/E move
2.9%
Puts
Pseudo strike
10.19
IV
100.5%
B/E move
2.8%

75Δ

Calls
Pseudo strike
8.38
IV
92.8%
B/E move
2.4%
Puts
Pseudo strike
10.40
IV
96.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
8.16
IV
97.9%
B/E move
1.9%
Puts
Pseudo strike
10.62
IV
93.3%
B/E move
1.6%

Options history

IV · four-Friday blend101.21%
Daily EOD
TSLZ92.4%97.1%101.9%2026-10-19: 97.43%2026-10-20: 100.86%2026-10-21: 98.18%2026-10-22: 98.58%2026-10-23: 95.29%2026-10-26: 96.53%2026-10-27: 94.50%2026-10-28: 93.09%2026-10-29: 95.84%2026-10-30: 101.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
97.43%
100.86%
98.18%
98.58%
95.29%
96.53%
94.50%
93.09%
95.84%
101.21%