T-REX 2X Long SNOW Daily Target ETF SNOU
i
Market datapartial · fetched 2026-11-04T07:09:26.271Z
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 · 2026-11-04T01:00:06.896635548Z
FundamentalsAlpha Vantage · unavailable
Share price$48.42
1D+3.1%
Sold putSold callAH
T-REX 2X Long SNOW Daily Target ETF options
PutsFair0.96×
Calls——
Skew——
Implied moveBearish±$10.82
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 39.37 | 142.0% | 22.5% | |||
| 25Δ | 59.90 | 125.1% | 27.2% | 41.48 | 139.3% | 19.5% |
| 30Δ | 57.76 | 126.8% | 23.7% | 43.38 | 138.0% | 17.0% |
| 35Δ | 55.60 | 126.1% | 20.3% | 45.24 | 136.6% | 14.5% |
| 40Δ | 53.66 | 125.5% | 17.3% | 46.94 | 134.2% | 12.7% |
| 45Δ | 51.95 | 126.8% | 15.0% | 48.63 | 131.8% | 10.8% |
| 50Δ | 50.34 | 130.3% | 13.2% | 50.35 | 130.2% | 9.1% |
| 55Δ | 48.67 | 131.6% | 11.5% | 52.16 | 131.5% | 7.8% |
| 60Δ | 46.98 | 132.2% | 9.7% | 54.05 | 132.1% | 6.6% |
| 65Δ | 45.29 | 132.9% | 7.9% | 55.62 | 126.3% | 5.2% |
| 70Δ | 43.50 | 133.0% | 6.5% | 57.68 | 126.0% | 4.2% |
| 75Δ | 41.70 | 133.0% | 5.1% | 59.81 | 124.3% | 3.2% |
| 80Δ | 39.84 | 133.4% | 3.7% | 62.40 | 123.8% | 2.4% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 39.37
- IV
- 142.0%
- B/E move
- 22.5%
25Δ
- Pseudo strike
- 59.90
- IV
- 125.1%
- B/E move
- 27.2%
- Pseudo strike
- 41.48
- IV
- 139.3%
- B/E move
- 19.5%
30Δ
- Pseudo strike
- 57.76
- IV
- 126.8%
- B/E move
- 23.7%
- Pseudo strike
- 43.38
- IV
- 138.0%
- B/E move
- 17.0%
35Δ
- Pseudo strike
- 55.60
- IV
- 126.1%
- B/E move
- 20.3%
- Pseudo strike
- 45.24
- IV
- 136.6%
- B/E move
- 14.5%
40Δ
- Pseudo strike
- 53.66
- IV
- 125.5%
- B/E move
- 17.3%
- Pseudo strike
- 46.94
- IV
- 134.2%
- B/E move
- 12.7%
45Δ
- Pseudo strike
- 51.95
- IV
- 126.8%
- B/E move
- 15.0%
- Pseudo strike
- 48.63
- IV
- 131.8%
- B/E move
- 10.8%
50Δ
- Pseudo strike
- 50.34
- IV
- 130.3%
- B/E move
- 13.2%
- Pseudo strike
- 50.35
- IV
- 130.2%
- B/E move
- 9.1%
55Δ
- Pseudo strike
- 48.67
- IV
- 131.6%
- B/E move
- 11.5%
- Pseudo strike
- 52.16
- IV
- 131.5%
- B/E move
- 7.8%
60Δ
- Pseudo strike
- 46.98
- IV
- 132.2%
- B/E move
- 9.7%
- Pseudo strike
- 54.05
- IV
- 132.1%
- B/E move
- 6.6%
65Δ
- Pseudo strike
- 45.29
- IV
- 132.9%
- B/E move
- 7.9%
- Pseudo strike
- 55.62
- IV
- 126.3%
- B/E move
- 5.2%
70Δ
- Pseudo strike
- 43.50
- IV
- 133.0%
- B/E move
- 6.5%
- Pseudo strike
- 57.68
- IV
- 126.0%
- B/E move
- 4.2%
75Δ
- Pseudo strike
- 41.70
- IV
- 133.0%
- B/E move
- 5.1%
- Pseudo strike
- 59.81
- IV
- 124.3%
- B/E move
- 3.2%
80Δ
- Pseudo strike
- 39.84
- IV
- 133.4%
- B/E move
- 3.7%
- Pseudo strike
- 62.40
- IV
- 123.8%
- B/E move
- 2.4%
Options history
IV · four-Friday blend102.18%
Daily EOD
3 observations2026-10-21 — 2026-10-29
Table
| Date | IV (%) |
|---|---|
| 92.48% | |
| 94.98% | |
| 102.18% |