T-REX 2X Long TTD Daily Target ETF TTDU
i
Market dataready · fetched 2026-11-12T03:10:41.371Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T01:00:07.593268964Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:10:40.916353+00:00
T-REX 2X Long TTD Daily Target ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.53 | 157.5% | 29.4% | 13.60 | 152.4% | 18.9% |
| 25Δ | 19.49 | 148.2% | 23.6% | 14.22 | 145.5% | 15.9% |
| 30Δ | 18.63 | 139.8% | 19.0% | 14.79 | 135.4% | 13.1% |
| 35Δ | 17.95 | 133.8% | 15.4% | 15.27 | 132.7% | 11.2% |
| 40Δ | 17.47 | 134.2% | 13.4% | 15.69 | 134.6% | 9.9% |
| 45Δ | 17.00 | 134.5% | 11.5% | 16.12 | 135.5% | 8.6% |
| 50Δ | 16.55 | 131.3% | 9.7% | 16.55 | 134.4% | 7.4% |
| 55Δ | 16.11 | 128.1% | 7.9% | 16.98 | 133.2% | 6.2% |
| 60Δ | 15.70 | 125.8% | 6.5% | 17.47 | 134.1% | 5.3% |
| 65Δ | 15.31 | 123.8% | 5.3% | 17.97 | 135.0% | 4.4% |
| 70Δ | 14.89 | 122.8% | 4.2% | 18.58 | 137.4% | 3.6% |
| 75Δ | 14.42 | 125.7% | 3.4% | 19.27 | 140.7% | 2.8% |
| 80Δ | 13.94 | 128.1% | 2.6% | 20.12 | 145.0% | 2.2% |
20Δ
- Pseudo strike
- 20.53
- IV
- 157.5%
- B/E move
- 29.4%
- Pseudo strike
- 13.60
- IV
- 152.4%
- B/E move
- 18.9%
25Δ
- Pseudo strike
- 19.49
- IV
- 148.2%
- B/E move
- 23.6%
- Pseudo strike
- 14.22
- IV
- 145.5%
- B/E move
- 15.9%
30Δ
- Pseudo strike
- 18.63
- IV
- 139.8%
- B/E move
- 19.0%
- Pseudo strike
- 14.79
- IV
- 135.4%
- B/E move
- 13.1%
35Δ
- Pseudo strike
- 17.95
- IV
- 133.8%
- B/E move
- 15.4%
- Pseudo strike
- 15.27
- IV
- 132.7%
- B/E move
- 11.2%
40Δ
- Pseudo strike
- 17.47
- IV
- 134.2%
- B/E move
- 13.4%
- Pseudo strike
- 15.69
- IV
- 134.6%
- B/E move
- 9.9%
45Δ
- Pseudo strike
- 17.00
- IV
- 134.5%
- B/E move
- 11.5%
- Pseudo strike
- 16.12
- IV
- 135.5%
- B/E move
- 8.6%
50Δ
- Pseudo strike
- 16.55
- IV
- 131.3%
- B/E move
- 9.7%
- Pseudo strike
- 16.55
- IV
- 134.4%
- B/E move
- 7.4%
55Δ
- Pseudo strike
- 16.11
- IV
- 128.1%
- B/E move
- 7.9%
- Pseudo strike
- 16.98
- IV
- 133.2%
- B/E move
- 6.2%
60Δ
- Pseudo strike
- 15.70
- IV
- 125.8%
- B/E move
- 6.5%
- Pseudo strike
- 17.47
- IV
- 134.1%
- B/E move
- 5.3%
65Δ
- Pseudo strike
- 15.31
- IV
- 123.8%
- B/E move
- 5.3%
- Pseudo strike
- 17.97
- IV
- 135.0%
- B/E move
- 4.4%
70Δ
- Pseudo strike
- 14.89
- IV
- 122.8%
- B/E move
- 4.2%
- Pseudo strike
- 18.58
- IV
- 137.4%
- B/E move
- 3.6%
75Δ
- Pseudo strike
- 14.42
- IV
- 125.7%
- B/E move
- 3.4%
- Pseudo strike
- 19.27
- IV
- 140.7%
- B/E move
- 2.8%
80Δ
- Pseudo strike
- 13.94
- IV
- 128.1%
- B/E move
- 2.6%
- Pseudo strike
- 20.12
- IV
- 145.0%
- B/E move
- 2.2%
Options history
Table
| Date | IV (%) |
|---|---|
| 141.87% | |
| 143.59% | |
| 141.25% | |
| 145.55% | |
| 145.90% | |
| 146.49% | |
| 143.09% | |
| 149.01% |