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REX WMT Growth & Income ETF WMTI

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Market datapartial · fetched 2026-10-22T21:14:45.220Z

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 · 2026-10-22T20:10:07.85519586Z

FundamentalsAlpha Vantage · unavailable

Share price$20.88
1D+1.4%
AH$20.35$20.49$20.63$20.78$20.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWMTI
Sold putSold callAH

REX WMT Growth & Income ETF options

Live interpolated WMTI call and put midpoint premiums by absolute delta.REX WMT Growth & Income ETF$0.28$1.63$2.98$4.34$5.69$16.03$18.48$20.93$23.38$25.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WMTI spot · $20.88WMTI PRICE$0.42$0.44$0.48$0.52$0.57$0.62$0.67$0.72$0.77$0.82$0.88$0.93$0.98$0.47$0.53$0.61$0.70$0.80$0.90$1.05$1.31$1.57$2.05$2.74$3.43$5.30
PutsCheap0.79×
CallsCheap0.51×
SkewBearish+17.64 pp
Implied moveBearish±$1.71
TiltBearish41.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.3271.1%23.3%18.2365.5%14.9%
25Δ23.5254.0%14.8%19.0656.2%11.3%
30Δ22.6645.8%10.8%19.5951.2%9.1%
35Δ22.0340.1%8.0%20.0846.8%7.2%
40Δ21.6936.7%6.6%20.4244.4%6.1%
45Δ21.3733.4%5.3%20.7542.1%4.9%
50Δ21.0430.1%4.0%21.1040.8%4.0%
55Δ20.8728.0%3.4%21.4642.7%3.5%
60Δ20.7226.1%2.9%21.8244.6%3.0%
65Δ20.5724.1%2.5%22.3649.6%2.7%
70Δ20.4222.2%2.0%23.1057.1%2.5%
75Δ20.2820.3%1.6%23.8961.1%2.0%
80Δ20.1318.3%1.1%25.8077.6%1.8%

20Δ

Calls
Pseudo strike
25.32
IV
71.1%
B/E move
23.3%
Puts
Pseudo strike
18.23
IV
65.5%
B/E move
14.9%

25Δ

Calls
Pseudo strike
23.52
IV
54.0%
B/E move
14.8%
Puts
Pseudo strike
19.06
IV
56.2%
B/E move
11.3%

30Δ

Calls
Pseudo strike
22.66
IV
45.8%
B/E move
10.8%
Puts
Pseudo strike
19.59
IV
51.2%
B/E move
9.1%

35Δ

Calls
Pseudo strike
22.03
IV
40.1%
B/E move
8.0%
Puts
Pseudo strike
20.08
IV
46.8%
B/E move
7.2%

40Δ

Calls
Pseudo strike
21.69
IV
36.7%
B/E move
6.6%
Puts
Pseudo strike
20.42
IV
44.4%
B/E move
6.1%

45Δ

Calls
Pseudo strike
21.37
IV
33.4%
B/E move
5.3%
Puts
Pseudo strike
20.75
IV
42.1%
B/E move
4.9%

50Δ

Calls
Pseudo strike
21.04
IV
30.1%
B/E move
4.0%
Puts
Pseudo strike
21.10
IV
40.8%
B/E move
4.0%

55Δ

Calls
Pseudo strike
20.87
IV
28.0%
B/E move
3.4%
Puts
Pseudo strike
21.46
IV
42.7%
B/E move
3.5%

60Δ

Calls
Pseudo strike
20.72
IV
26.1%
B/E move
2.9%
Puts
Pseudo strike
21.82
IV
44.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
20.57
IV
24.1%
B/E move
2.5%
Puts
Pseudo strike
22.36
IV
49.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
20.42
IV
22.2%
B/E move
2.0%
Puts
Pseudo strike
23.10
IV
57.1%
B/E move
2.5%

75Δ

Calls
Pseudo strike
20.28
IV
20.3%
B/E move
1.6%
Puts
Pseudo strike
23.89
IV
61.1%
B/E move
2.0%

80Δ

Calls
Pseudo strike
20.13
IV
18.3%
B/E move
1.1%
Puts
Pseudo strike
25.80
IV
77.6%
B/E move
1.8%

Options history

No recorded observations