Share price$20.73
1D+0.2%
Sold putSold callAH
REX WMT Growth & Income ETF WMTI
i
Market dataready · fetched 2026-10-25T16:31:28.161Z
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-24T00:00:07.875607424Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-25T16:31:27.842831+00:00
REX WMT Growth & Income ETF options
PutsCheap0.72×
CallsCheap0.53×
SkewBearish+9.93 pp
Implied moveBearish±$1.56
TiltBearish43.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.16 | 75.3% | 23.4% | 18.13 | 67.8% | 14.7% |
| 25Δ | 23.27 | 55.5% | 14.3% | 19.01 | 56.0% | 10.7% |
| 30Δ | 22.46 | 47.5% | 10.6% | 19.50 | 50.3% | 8.6% |
| 35Δ | 21.88 | 41.8% | 8.0% | 20.00 | 44.7% | 6.5% |
| 40Δ | 21.50 | 36.9% | 6.3% | 20.30 | 43.0% | 5.6% |
| 45Δ | 21.13 | 32.1% | 4.6% | 20.60 | 41.3% | 4.7% |
| 50Δ | 20.88 | 29.6% | 3.7% | 20.89 | 39.6% | 3.7% |
| 55Δ | 20.69 | 28.4% | 3.2% | 21.22 | 40.2% | 3.1% |
| 60Δ | 20.51 | 27.2% | 2.7% | 21.57 | 42.1% | 2.7% |
| 65Δ | 20.33 | 25.9% | 2.2% | 21.91 | 43.9% | 2.3% |
| 70Δ | 20.14 | 24.7% | 1.7% | 22.43 | 47.2% | 1.9% |
| 75Δ | 23.00 | 51.1% | 1.6% | |||
| 80Δ | 24.38 | 64.0% | 1.4% | |||
20Δ
- Pseudo strike
- 25.16
- IV
- 75.3%
- B/E move
- 23.4%
- Pseudo strike
- 18.13
- IV
- 67.8%
- B/E move
- 14.7%
25Δ
- Pseudo strike
- 23.27
- IV
- 55.5%
- B/E move
- 14.3%
- Pseudo strike
- 19.01
- IV
- 56.0%
- B/E move
- 10.7%
30Δ
- Pseudo strike
- 22.46
- IV
- 47.5%
- B/E move
- 10.6%
- Pseudo strike
- 19.50
- IV
- 50.3%
- B/E move
- 8.6%
35Δ
- Pseudo strike
- 21.88
- IV
- 41.8%
- B/E move
- 8.0%
- Pseudo strike
- 20.00
- IV
- 44.7%
- B/E move
- 6.5%
40Δ
- Pseudo strike
- 21.50
- IV
- 36.9%
- B/E move
- 6.3%
- Pseudo strike
- 20.30
- IV
- 43.0%
- B/E move
- 5.6%
45Δ
- Pseudo strike
- 21.13
- IV
- 32.1%
- B/E move
- 4.6%
- Pseudo strike
- 20.60
- IV
- 41.3%
- B/E move
- 4.7%
50Δ
- Pseudo strike
- 20.88
- IV
- 29.6%
- B/E move
- 3.7%
- Pseudo strike
- 20.89
- IV
- 39.6%
- B/E move
- 3.7%
55Δ
- Pseudo strike
- 20.69
- IV
- 28.4%
- B/E move
- 3.2%
- Pseudo strike
- 21.22
- IV
- 40.2%
- B/E move
- 3.1%
60Δ
- Pseudo strike
- 20.51
- IV
- 27.2%
- B/E move
- 2.7%
- Pseudo strike
- 21.57
- IV
- 42.1%
- B/E move
- 2.7%
65Δ
- Pseudo strike
- 20.33
- IV
- 25.9%
- B/E move
- 2.2%
- Pseudo strike
- 21.91
- IV
- 43.9%
- B/E move
- 2.3%
70Δ
- Pseudo strike
- 20.14
- IV
- 24.7%
- B/E move
- 1.7%
- Pseudo strike
- 22.43
- IV
- 47.2%
- B/E move
- 1.9%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 23.00
- IV
- 51.1%
- B/E move
- 1.6%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 24.38
- IV
- 64.0%
- B/E move
- 1.4%
Options history
Table
| Date | IV |
|---|---|
| 76.72% | |
| 102.65% |