T-Rex 2X Long Microsoft Daily Target ETF MSFX
i
Market dataready · fetched 2026-11-04T09:24:38.690Z
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 · 2026-11-04T09:14:30.94317101Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:24:38.259272+00:00
T-Rex 2X Long Microsoft Daily Target ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.79 | 58.5% | 13.7% | 23.60 | 72.6% | 12.7% |
| 25Δ | 28.90 | 55.4% | 10.7% | 24.37 | 67.0% | 10.3% |
| 30Δ | 28.51 | 58.3% | 9.8% | 24.92 | 66.0% | 8.8% |
| 35Δ | 28.11 | 61.2% | 8.9% | 25.40 | 66.6% | 7.8% |
| 40Δ | 27.67 | 61.7% | 7.9% | 25.87 | 67.4% | 6.8% |
| 45Δ | 27.21 | 61.4% | 6.7% | 26.32 | 65.9% | 5.8% |
| 50Δ | 26.76 | 62.8% | 5.9% | 26.77 | 63.4% | 4.8% |
| 55Δ | 26.32 | 65.8% | 5.3% | 27.20 | 61.6% | 3.9% |
| 60Δ | 25.86 | 67.9% | 4.6% | 27.63 | 60.5% | 3.2% |
| 65Δ | 25.38 | 67.7% | 3.8% | 28.06 | 59.3% | 2.6% |
| 70Δ | 24.88 | 68.0% | 3.1% | 28.50 | 57.8% | 2.0% |
| 75Δ | 24.28 | 70.2% | 2.5% | 28.95 | 56.3% | 1.5% |
| 80Δ | 23.48 | 76.3% | 2.1% | 29.36 | 53.2% | 1.0% |
20Δ
- Pseudo strike
- 29.79
- IV
- 58.5%
- B/E move
- 13.7%
- Pseudo strike
- 23.60
- IV
- 72.6%
- B/E move
- 12.7%
25Δ
- Pseudo strike
- 28.90
- IV
- 55.4%
- B/E move
- 10.7%
- Pseudo strike
- 24.37
- IV
- 67.0%
- B/E move
- 10.3%
30Δ
- Pseudo strike
- 28.51
- IV
- 58.3%
- B/E move
- 9.8%
- Pseudo strike
- 24.92
- IV
- 66.0%
- B/E move
- 8.8%
35Δ
- Pseudo strike
- 28.11
- IV
- 61.2%
- B/E move
- 8.9%
- Pseudo strike
- 25.40
- IV
- 66.6%
- B/E move
- 7.8%
40Δ
- Pseudo strike
- 27.67
- IV
- 61.7%
- B/E move
- 7.9%
- Pseudo strike
- 25.87
- IV
- 67.4%
- B/E move
- 6.8%
45Δ
- Pseudo strike
- 27.21
- IV
- 61.4%
- B/E move
- 6.7%
- Pseudo strike
- 26.32
- IV
- 65.9%
- B/E move
- 5.8%
50Δ
- Pseudo strike
- 26.76
- IV
- 62.8%
- B/E move
- 5.9%
- Pseudo strike
- 26.77
- IV
- 63.4%
- B/E move
- 4.8%
55Δ
- Pseudo strike
- 26.32
- IV
- 65.8%
- B/E move
- 5.3%
- Pseudo strike
- 27.20
- IV
- 61.6%
- B/E move
- 3.9%
60Δ
- Pseudo strike
- 25.86
- IV
- 67.9%
- B/E move
- 4.6%
- Pseudo strike
- 27.63
- IV
- 60.5%
- B/E move
- 3.2%
65Δ
- Pseudo strike
- 25.38
- IV
- 67.7%
- B/E move
- 3.8%
- Pseudo strike
- 28.06
- IV
- 59.3%
- B/E move
- 2.6%
70Δ
- Pseudo strike
- 24.88
- IV
- 68.0%
- B/E move
- 3.1%
- Pseudo strike
- 28.50
- IV
- 57.8%
- B/E move
- 2.0%
75Δ
- Pseudo strike
- 24.28
- IV
- 70.2%
- B/E move
- 2.5%
- Pseudo strike
- 28.95
- IV
- 56.3%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- 23.48
- IV
- 76.3%
- B/E move
- 2.1%
- Pseudo strike
- 29.36
- IV
- 53.2%
- B/E move
- 1.0%
Options history
Table
| Date | IV (%) |
|---|---|
| 91.33% | |
| 82.07% | |
| 103.35% | |
| 102.11% | |
| 91.08% | |
| 90.94% | |
| 93.48% | |
| 56.64% |