T-REX 2X Long CRCL Daily Target ETF CCUP
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Market dataready · fetched 2026-11-04T07:08:38.086Z
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 · 2026-11-04T01:00:01.570312458Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:08:36.288603+00:00
T-REX 2X Long CRCL Daily Target ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.10 | 187.7% | 55.8% | 12.71 | 196.6% | 28.8% |
| 25Δ | 23.64 | 190.6% | 48.2% | 13.61 | 199.2% | 25.4% |
| 30Δ | 22.33 | 192.6% | 41.7% | 14.50 | 197.3% | 22.2% |
| 35Δ | 21.12 | 196.7% | 35.8% | 15.36 | 194.6% | 19.3% |
| 40Δ | 20.08 | 199.9% | 31.2% | 16.20 | 192.6% | 16.7% |
| 45Δ | 19.04 | 200.3% | 26.6% | 17.01 | 188.1% | 14.3% |
| 50Δ | 18.07 | 200.9% | 22.6% | 17.85 | 186.2% | 12.2% |
| 55Δ | 17.16 | 203.1% | 19.3% | 18.76 | 186.7% | 10.5% |
| 60Δ | 16.23 | 196.7% | 15.4% | 19.57 | 181.4% | 8.7% |
| 65Δ | 15.36 | 195.6% | 12.5% | 20.83 | 188.6% | 7.4% |
| 70Δ | 14.52 | 194.2% | 10.0% | 22.10 | 187.6% | 6.0% |
| 75Δ | 13.65 | 193.3% | 7.7% | 23.44 | 186.8% | 4.6% |
| 80Δ | 12.73 | 194.9% | 5.8% | 24.99 | 186.1% | 3.4% |
20Δ
- Pseudo strike
- 25.10
- IV
- 187.7%
- B/E move
- 55.8%
- Pseudo strike
- 12.71
- IV
- 196.6%
- B/E move
- 28.8%
25Δ
- Pseudo strike
- 23.64
- IV
- 190.6%
- B/E move
- 48.2%
- Pseudo strike
- 13.61
- IV
- 199.2%
- B/E move
- 25.4%
30Δ
- Pseudo strike
- 22.33
- IV
- 192.6%
- B/E move
- 41.7%
- Pseudo strike
- 14.50
- IV
- 197.3%
- B/E move
- 22.2%
35Δ
- Pseudo strike
- 21.12
- IV
- 196.7%
- B/E move
- 35.8%
- Pseudo strike
- 15.36
- IV
- 194.6%
- B/E move
- 19.3%
40Δ
- Pseudo strike
- 20.08
- IV
- 199.9%
- B/E move
- 31.2%
- Pseudo strike
- 16.20
- IV
- 192.6%
- B/E move
- 16.7%
45Δ
- Pseudo strike
- 19.04
- IV
- 200.3%
- B/E move
- 26.6%
- Pseudo strike
- 17.01
- IV
- 188.1%
- B/E move
- 14.3%
50Δ
- Pseudo strike
- 18.07
- IV
- 200.9%
- B/E move
- 22.6%
- Pseudo strike
- 17.85
- IV
- 186.2%
- B/E move
- 12.2%
55Δ
- Pseudo strike
- 17.16
- IV
- 203.1%
- B/E move
- 19.3%
- Pseudo strike
- 18.76
- IV
- 186.7%
- B/E move
- 10.5%
60Δ
- Pseudo strike
- 16.23
- IV
- 196.7%
- B/E move
- 15.4%
- Pseudo strike
- 19.57
- IV
- 181.4%
- B/E move
- 8.7%
65Δ
- Pseudo strike
- 15.36
- IV
- 195.6%
- B/E move
- 12.5%
- Pseudo strike
- 20.83
- IV
- 188.6%
- B/E move
- 7.4%
70Δ
- Pseudo strike
- 14.52
- IV
- 194.2%
- B/E move
- 10.0%
- Pseudo strike
- 22.10
- IV
- 187.6%
- B/E move
- 6.0%
75Δ
- Pseudo strike
- 13.65
- IV
- 193.3%
- B/E move
- 7.7%
- Pseudo strike
- 23.44
- IV
- 186.8%
- B/E move
- 4.6%
80Δ
- Pseudo strike
- 12.73
- IV
- 194.9%
- B/E move
- 5.8%
- Pseudo strike
- 24.99
- IV
- 186.1%
- B/E move
- 3.4%
Options history
Table
| Date | IV (%) |
|---|---|
| 158.03% |