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T-Rex 2X Inverse MSTR Daily Target ETF MSTZ

i

Market dataready · fetched 2026-11-08T05:14:19.184Z

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: 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 data

PriceAlpaca · sip · 2026-11-07T01:00:04.705569402Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T05:14:18.785261+00:00

Share price$3.25
1D+0.9%
AH$3.18$3.24$3.30$3.37$3.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSTZ
Sold putSold callAH

T-Rex 2X Inverse MSTR Daily Target ETF options

Live interpolated MSTZ call and put midpoint premiums by absolute delta.T-Rex 2X Inverse MSTR Daily Target ETF$0.09$0.49$0.89$1.29$1.70$2.01$2.60$3.20$3.80$4.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MSTZ spot · $3.25MSTZ PRICE$0.15$0.18$0.22$0.26$0.31$0.35$0.40$0.44$0.49$0.14$0.17$0.20$0.26$0.36$0.46$0.56$0.66$0.76$0.86$1.01$1.30$1.58
PutsFair1.01×
Calls——
Skew——
Implied moveBearish±$0.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.49180.4%27.6%
25Δ4.44187.3%41.0%2.68168.7%22.7%
30Δ4.16186.6%33.5%2.88157.0%17.7%
35Δ3.94184.6%27.9%3.05150.8%14.1%
40Δ3.79180.6%24.7%3.19154.1%12.8%
45Δ3.64176.6%21.5%3.34157.3%11.5%
50Δ3.49172.6%18.3%3.48160.6%10.2%
55Δ3.34168.7%15.1%3.62163.8%8.9%
60Δ3.19164.7%11.9%3.76167.1%7.6%
65Δ3.04160.7%8.6%3.90170.3%6.3%
70Δ4.10174.7%5.1%
75Δ4.41181.4%4.1%
80Δ4.73188.2%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.49
IV
180.4%
B/E move
27.6%

25Δ

Calls
Pseudo strike
4.44
IV
187.3%
B/E move
41.0%
Puts
Pseudo strike
2.68
IV
168.7%
B/E move
22.7%

30Δ

Calls
Pseudo strike
4.16
IV
186.6%
B/E move
33.5%
Puts
Pseudo strike
2.88
IV
157.0%
B/E move
17.7%

35Δ

Calls
Pseudo strike
3.94
IV
184.6%
B/E move
27.9%
Puts
Pseudo strike
3.05
IV
150.8%
B/E move
14.1%

40Δ

Calls
Pseudo strike
3.79
IV
180.6%
B/E move
24.7%
Puts
Pseudo strike
3.19
IV
154.1%
B/E move
12.8%

45Δ

Calls
Pseudo strike
3.64
IV
176.6%
B/E move
21.5%
Puts
Pseudo strike
3.34
IV
157.3%
B/E move
11.5%

50Δ

Calls
Pseudo strike
3.49
IV
172.6%
B/E move
18.3%
Puts
Pseudo strike
3.48
IV
160.6%
B/E move
10.2%

55Δ

Calls
Pseudo strike
3.34
IV
168.7%
B/E move
15.1%
Puts
Pseudo strike
3.62
IV
163.8%
B/E move
8.9%

60Δ

Calls
Pseudo strike
3.19
IV
164.7%
B/E move
11.9%
Puts
Pseudo strike
3.76
IV
167.1%
B/E move
7.6%

65Δ

Calls
Pseudo strike
3.04
IV
160.7%
B/E move
8.6%
Puts
Pseudo strike
3.90
IV
170.3%
B/E move
6.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.10
IV
174.7%
B/E move
5.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.41
IV
181.4%
B/E move
4.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.73
IV
188.2%
B/E move
3.1%

Options history

IV · four-Friday blend172.13%
Daily EOD
MSTZ161.5%169.1%176.7%2026-10-19: 165.98%2026-10-20: 162.57%2026-10-21: 166.20%2026-10-22: 170.68%2026-10-23: 175.61%2026-10-26: 169.10%2026-10-27: 170.93%2026-10-28: 169.04%2026-10-29: 169.28%2026-10-30: 172.13%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
165.98%
162.57%
166.20%
170.68%
175.61%
169.10%
170.93%
169.04%
169.28%
172.13%