T-REX 2X Long CIFR Daily Target ETF CIFU
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Market dataready · fetched 2026-11-03T19:02:40.681Z
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 · 2026-11-03T19:02:11.861424976Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-03T19:02:40.118856+00:00
T-REX 2X Long CIFR Daily Target ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 3.23 | 254.4% | 77.9% | |||
| 30Δ | 2.89 | 247.6% | 62.2% | |||
| 35Δ | 2.74 | 255.5% | 56.5% | |||
| 40Δ | 2.58 | 263.4% | 50.7% | 2.09 | 349.7% | 26.0% |
| 45Δ | 2.43 | 271.3% | 44.9% | 2.38 | 360.0% | 23.4% |
| 50Δ | 2.27 | 279.2% | 39.1% | 2.66 | 370.3% | 20.7% |
| 55Δ | 2.12 | 287.1% | 33.3% | 2.95 | 380.6% | 18.0% |
| 60Δ | 3.43 | 382.0% | 15.6% | |||
| 65Δ | 3.97 | 381.4% | 13.3% | |||
| 70Δ | 4.50 | 380.9% | 10.9% | |||
| 75Δ | 5.03 | 380.3% | 8.6% | |||
| 80Δ | 5.56 | 379.8% | 6.2% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 3.23
- IV
- 254.4%
- B/E move
- 77.9%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 2.89
- IV
- 247.6%
- B/E move
- 62.2%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 2.74
- IV
- 255.5%
- B/E move
- 56.5%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 2.58
- IV
- 263.4%
- B/E move
- 50.7%
- Pseudo strike
- 2.09
- IV
- 349.7%
- B/E move
- 26.0%
45Δ
- Pseudo strike
- 2.43
- IV
- 271.3%
- B/E move
- 44.9%
- Pseudo strike
- 2.38
- IV
- 360.0%
- B/E move
- 23.4%
50Δ
- Pseudo strike
- 2.27
- IV
- 279.2%
- B/E move
- 39.1%
- Pseudo strike
- 2.66
- IV
- 370.3%
- B/E move
- 20.7%
55Δ
- Pseudo strike
- 2.12
- IV
- 287.1%
- B/E move
- 33.3%
- Pseudo strike
- 2.95
- IV
- 380.6%
- B/E move
- 18.0%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.43
- IV
- 382.0%
- B/E move
- 15.6%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.97
- IV
- 381.4%
- B/E move
- 13.3%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.50
- IV
- 380.9%
- B/E move
- 10.9%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.03
- IV
- 380.3%
- B/E move
- 8.6%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.56
- IV
- 379.8%
- B/E move
- 6.2%
Options history
Table
| Date | IV (%) |
|---|---|
| 231.16% | |
| 214.99% |