T-REX 2X Long BMNR Daily Target ETF BMNU
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Market dataready · fetched 2026-11-07T20:38:43.011Z
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 · 2026-11-07T01:00:01.179260539Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-07T20:38:42.338987+00:00
T-REX 2X Long BMNR Daily Target ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.27 | 173.8% | 42.7% | 7.40 | 203.7% | 27.5% |
| 25Δ | 12.54 | 172.8% | 36.1% | 7.91 | 202.8% | 23.9% |
| 30Δ | 12.03 | 178.6% | 32.0% | 8.38 | 196.8% | 20.7% |
| 35Δ | 11.47 | 176.4% | 27.3% | 8.83 | 189.5% | 17.5% |
| 40Δ | 10.93 | 174.4% | 22.8% | 9.29 | 189.3% | 15.3% |
| 45Δ | 10.50 | 176.0% | 19.9% | 9.74 | 193.0% | 13.5% |
| 50Δ | 10.08 | 177.6% | 17.0% | 10.20 | 195.3% | 11.8% |
| 55Δ | 9.67 | 176.1% | 14.3% | 10.69 | 195.5% | 10.1% |
| 60Δ | 9.26 | 173.9% | 11.8% | 11.19 | 194.8% | 8.5% |
| 65Δ | 8.85 | 173.2% | 9.5% | 11.72 | 192.5% | 7.0% |
| 70Δ | 8.44 | 175.1% | 7.8% | 12.39 | 194.8% | 5.6% |
| 75Δ | 8.04 | 177.1% | 6.1% | 13.16 | 198.2% | 4.5% |
| 80Δ | 7.51 | 185.3% | 4.8% | 13.77 | 190.2% | 3.2% |
20Δ
- Pseudo strike
- 13.27
- IV
- 173.8%
- B/E move
- 42.7%
- Pseudo strike
- 7.40
- IV
- 203.7%
- B/E move
- 27.5%
25Δ
- Pseudo strike
- 12.54
- IV
- 172.8%
- B/E move
- 36.1%
- Pseudo strike
- 7.91
- IV
- 202.8%
- B/E move
- 23.9%
30Δ
- Pseudo strike
- 12.03
- IV
- 178.6%
- B/E move
- 32.0%
- Pseudo strike
- 8.38
- IV
- 196.8%
- B/E move
- 20.7%
35Δ
- Pseudo strike
- 11.47
- IV
- 176.4%
- B/E move
- 27.3%
- Pseudo strike
- 8.83
- IV
- 189.5%
- B/E move
- 17.5%
40Δ
- Pseudo strike
- 10.93
- IV
- 174.4%
- B/E move
- 22.8%
- Pseudo strike
- 9.29
- IV
- 189.3%
- B/E move
- 15.3%
45Δ
- Pseudo strike
- 10.50
- IV
- 176.0%
- B/E move
- 19.9%
- Pseudo strike
- 9.74
- IV
- 193.0%
- B/E move
- 13.5%
50Δ
- Pseudo strike
- 10.08
- IV
- 177.6%
- B/E move
- 17.0%
- Pseudo strike
- 10.20
- IV
- 195.3%
- B/E move
- 11.8%
55Δ
- Pseudo strike
- 9.67
- IV
- 176.1%
- B/E move
- 14.3%
- Pseudo strike
- 10.69
- IV
- 195.5%
- B/E move
- 10.1%
60Δ
- Pseudo strike
- 9.26
- IV
- 173.9%
- B/E move
- 11.8%
- Pseudo strike
- 11.19
- IV
- 194.8%
- B/E move
- 8.5%
65Δ
- Pseudo strike
- 8.85
- IV
- 173.2%
- B/E move
- 9.5%
- Pseudo strike
- 11.72
- IV
- 192.5%
- B/E move
- 7.0%
70Δ
- Pseudo strike
- 8.44
- IV
- 175.1%
- B/E move
- 7.8%
- Pseudo strike
- 12.39
- IV
- 194.8%
- B/E move
- 5.6%
75Δ
- Pseudo strike
- 8.04
- IV
- 177.1%
- B/E move
- 6.1%
- Pseudo strike
- 13.16
- IV
- 198.2%
- B/E move
- 4.5%
80Δ
- Pseudo strike
- 7.51
- IV
- 185.3%
- B/E move
- 4.8%
- Pseudo strike
- 13.77
- IV
- 190.2%
- B/E move
- 3.2%
Options history
Table
| Date | IV (%) |
|---|---|
| 144.75% | |
| 145.72% | |
| 146.57% | |
| 144.95% | |
| 144.00% | |
| 144.71% | |
| 147.61% |