T-Rex 2X Long HOOD Daily Target ETF ROBN
i
Market dataready · fetched 2026-11-08T09:15:12.078Z
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 · 2026-11-07T01:00:06.5106864Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-08T09:15:11.540966+00:00
T-Rex 2X Long HOOD Daily Target ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.24 | 143.5% | 31.8% | 12.63 | 172.3% | 23.5% |
| 25Δ | 19.37 | 143.7% | 27.1% | 13.34 | 171.3% | 20.4% |
| 30Δ | 18.37 | 133.5% | 21.3% | 14.01 | 168.1% | 17.5% |
| 35Δ | 17.74 | 134.3% | 18.3% | 14.61 | 166.3% | 15.3% |
| 40Δ | 17.31 | 142.8% | 17.0% | 15.20 | 163.9% | 13.2% |
| 45Δ | 16.82 | 146.6% | 15.1% | 15.78 | 160.5% | 11.2% |
| 50Δ | 16.21 | 138.5% | 12.1% | 16.39 | 161.0% | 9.7% |
| 55Δ | 15.68 | 138.8% | 10.2% | 17.02 | 163.7% | 8.4% |
| 60Δ | 15.19 | 143.6% | 8.8% | 17.64 | 161.0% | 7.0% |
| 65Δ | 14.66 | 146.6% | 7.5% | 18.21 | 156.1% | 5.7% |
| 70Δ | 14.12 | 148.5% | 6.1% | 18.71 | 147.7% | 4.4% |
| 75Δ | 13.45 | 158.2% | 5.1% | 20.35 | 168.6% | 3.8% |
| 80Δ | 12.70 | 166.7% | 4.1% | 21.19 | 163.2% | 2.8% |
20Δ
- Pseudo strike
- 20.24
- IV
- 143.5%
- B/E move
- 31.8%
- Pseudo strike
- 12.63
- IV
- 172.3%
- B/E move
- 23.5%
25Δ
- Pseudo strike
- 19.37
- IV
- 143.7%
- B/E move
- 27.1%
- Pseudo strike
- 13.34
- IV
- 171.3%
- B/E move
- 20.4%
30Δ
- Pseudo strike
- 18.37
- IV
- 133.5%
- B/E move
- 21.3%
- Pseudo strike
- 14.01
- IV
- 168.1%
- B/E move
- 17.5%
35Δ
- Pseudo strike
- 17.74
- IV
- 134.3%
- B/E move
- 18.3%
- Pseudo strike
- 14.61
- IV
- 166.3%
- B/E move
- 15.3%
40Δ
- Pseudo strike
- 17.31
- IV
- 142.8%
- B/E move
- 17.0%
- Pseudo strike
- 15.20
- IV
- 163.9%
- B/E move
- 13.2%
45Δ
- Pseudo strike
- 16.82
- IV
- 146.6%
- B/E move
- 15.1%
- Pseudo strike
- 15.78
- IV
- 160.5%
- B/E move
- 11.2%
50Δ
- Pseudo strike
- 16.21
- IV
- 138.5%
- B/E move
- 12.1%
- Pseudo strike
- 16.39
- IV
- 161.0%
- B/E move
- 9.7%
55Δ
- Pseudo strike
- 15.68
- IV
- 138.8%
- B/E move
- 10.2%
- Pseudo strike
- 17.02
- IV
- 163.7%
- B/E move
- 8.4%
60Δ
- Pseudo strike
- 15.19
- IV
- 143.6%
- B/E move
- 8.8%
- Pseudo strike
- 17.64
- IV
- 161.0%
- B/E move
- 7.0%
65Δ
- Pseudo strike
- 14.66
- IV
- 146.6%
- B/E move
- 7.5%
- Pseudo strike
- 18.21
- IV
- 156.1%
- B/E move
- 5.7%
70Δ
- Pseudo strike
- 14.12
- IV
- 148.5%
- B/E move
- 6.1%
- Pseudo strike
- 18.71
- IV
- 147.7%
- B/E move
- 4.4%
75Δ
- Pseudo strike
- 13.45
- IV
- 158.2%
- B/E move
- 5.1%
- Pseudo strike
- 20.35
- IV
- 168.6%
- B/E move
- 3.8%
80Δ
- Pseudo strike
- 12.70
- IV
- 166.7%
- B/E move
- 4.1%
- Pseudo strike
- 21.19
- IV
- 163.2%
- B/E move
- 2.8%
Options history
Table
| Date | IV (%) |
|---|---|
| 121.94% | |
| 123.21% | |
| 121.28% | |
| 127.61% | |
| 127.53% | |
| 127.52% | |
| 125.87% | |
| 114.24% | |
| 113.22% | |
| 117.99% |