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Defiance LLM Catalyst Momentum ETF AIED

i

Market dataready · fetched 2026-11-12T04:07:23.735Z

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 · 2026-11-12T01:00:00.147089263Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T04:07:23.388203+00:00

Share price$53.24
1D+0.4%
AH$52.98$53.23$53.49$53.75$54.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAIED
Sold putSold callAH

Defiance LLM Catalyst Momentum ETF options

Live interpolated AIED call and put midpoint premiums by absolute delta.Defiance LLM Catalyst Momentum ETF$0.44$1.52$2.60$3.68$4.76$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEAIED PRICE$0.56$0.80$1.04$1.28$1.52$1.76$1.99$2.24$2.66$3.26$4.45$2.48$2.67$2.85
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ54.8533.9%4.1%
35Δ54.4435.5%3.8%
40Δ54.0337.2%3.4%
45Δ53.6238.8%3.1%
50Δ53.2140.4%2.8%
55Δ52.8142.1%2.5%
60Δ52.4043.7%2.2%
65Δ51.9845.3%1.8%
70Δ51.4146.5%1.5%55.1539.6%1.1%
75Δ50.6850.0%1.3%55.4836.8%0.8%
80Δ49.4360.0%1.2%55.8134.0%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
54.85
IV
33.9%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
54.44
IV
35.5%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
54.03
IV
37.2%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
53.62
IV
38.8%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
53.21
IV
40.4%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
52.81
IV
42.1%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
52.40
IV
43.7%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
51.98
IV
45.3%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
51.41
IV
46.5%
B/E move
1.5%
Puts
Pseudo strike
55.15
IV
39.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
50.68
IV
50.0%
B/E move
1.3%
Puts
Pseudo strike
55.48
IV
36.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
49.43
IV
60.0%
B/E move
1.2%
Puts
Pseudo strike
55.81
IV
34.0%
B/E move
0.5%

Options history

IV · four-Friday blend31.52%
Daily EOD
AIED25.9%28.9%31.9%2026-10-19: 29.50%2026-10-20: 26.80%2026-10-21: 26.30%2026-10-22: 29.36%2026-10-23: 29.26%2026-10-26: 28.59%2026-10-27: 28.00%2026-10-28: 27.76%2026-10-29: 28.55%2026-10-30: 31.52%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.50%
26.80%
26.30%
29.36%
29.26%
28.59%
28.00%
27.76%
28.55%
31.52%