T-REX 2X Inverse DRAM Daily Target ETF RAMZ
i
Market dataready · fetched 2026-11-03T14:41:36.610Z
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 · 2026-11-03T14:41:32.629834002Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:41:35.142304+00:00
T-REX 2X Inverse DRAM Daily Target ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.75 | 141.4% | 22.9% | |||
| 25Δ | 25.71 | 152.2% | 36.6% | 16.57 | 141.9% | 20.1% |
| 30Δ | 24.57 | 155.1% | 32.0% | 17.35 | 143.1% | 17.7% |
| 35Δ | 23.29 | 151.8% | 26.5% | 18.11 | 145.6% | 15.7% |
| 40Δ | 22.27 | 150.3% | 22.4% | 18.88 | 148.1% | 13.9% |
| 45Δ | 21.32 | 148.2% | 18.9% | 19.69 | 149.9% | 12.2% |
| 50Δ | 20.47 | 147.4% | 15.9% | 20.64 | 158.2% | 11.0% |
| 55Δ | 19.66 | 146.8% | 13.4% | 21.65 | 163.4% | 9.7% |
| 60Δ | 18.87 | 145.1% | 11.0% | 22.70 | 165.2% | 8.2% |
| 65Δ | 18.12 | 142.6% | 8.8% | 23.90 | 168.2% | 6.9% |
| 70Δ | 17.35 | 142.2% | 7.1% | 25.27 | 170.5% | 5.6% |
| 75Δ | 16.59 | 140.6% | 5.5% | |||
| 80Δ | 15.84 | 137.0% | 4.0% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 15.75
- IV
- 141.4%
- B/E move
- 22.9%
25Δ
- Pseudo strike
- 25.71
- IV
- 152.2%
- B/E move
- 36.6%
- Pseudo strike
- 16.57
- IV
- 141.9%
- B/E move
- 20.1%
30Δ
- Pseudo strike
- 24.57
- IV
- 155.1%
- B/E move
- 32.0%
- Pseudo strike
- 17.35
- IV
- 143.1%
- B/E move
- 17.7%
35Δ
- Pseudo strike
- 23.29
- IV
- 151.8%
- B/E move
- 26.5%
- Pseudo strike
- 18.11
- IV
- 145.6%
- B/E move
- 15.7%
40Δ
- Pseudo strike
- 22.27
- IV
- 150.3%
- B/E move
- 22.4%
- Pseudo strike
- 18.88
- IV
- 148.1%
- B/E move
- 13.9%
45Δ
- Pseudo strike
- 21.32
- IV
- 148.2%
- B/E move
- 18.9%
- Pseudo strike
- 19.69
- IV
- 149.9%
- B/E move
- 12.2%
50Δ
- Pseudo strike
- 20.47
- IV
- 147.4%
- B/E move
- 15.9%
- Pseudo strike
- 20.64
- IV
- 158.2%
- B/E move
- 11.0%
55Δ
- Pseudo strike
- 19.66
- IV
- 146.8%
- B/E move
- 13.4%
- Pseudo strike
- 21.65
- IV
- 163.4%
- B/E move
- 9.7%
60Δ
- Pseudo strike
- 18.87
- IV
- 145.1%
- B/E move
- 11.0%
- Pseudo strike
- 22.70
- IV
- 165.2%
- B/E move
- 8.2%
65Δ
- Pseudo strike
- 18.12
- IV
- 142.6%
- B/E move
- 8.8%
- Pseudo strike
- 23.90
- IV
- 168.2%
- B/E move
- 6.9%
70Δ
- Pseudo strike
- 17.35
- IV
- 142.2%
- B/E move
- 7.1%
- Pseudo strike
- 25.27
- IV
- 170.5%
- B/E move
- 5.6%
75Δ
- Pseudo strike
- 16.59
- IV
- 140.6%
- B/E move
- 5.5%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 15.84
- IV
- 137.0%
- B/E move
- 4.0%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 128.47% | |
| 140.28% | |
| 155.19% | |
| 167.65% | |
| 134.39% | |
| 93.15% |