Share price$54.91
1D-0.1%
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Defiance LLM Catalyst Momentum ETF AIED
i
Market datapartial · fetched 2026-10-22T22:09:08.246Z
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T20:10:00.003220128Z
FundamentalsAlpha Vantage · unavailable
Defiance LLM Catalyst Momentum ETF options
PutsCheap0.87×
CallsExpensive1.55×
SkewBearish+0.62 pp
Implied moveBearish±$4.16
TiltBearish5.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 61.49 | 43.0% | 13.2% | 49.86 | 45.7% | 10.7% |
| 25Δ | 59.54 | 37.6% | 9.9% | 51.39 | 39.9% | 8.2% |
| 30Δ | 58.23 | 34.0% | 7.8% | 52.45 | 36.7% | 6.6% |
| 35Δ | 57.30 | 32.1% | 6.4% | 53.28 | 34.9% | 5.4% |
| 40Δ | 56.58 | 31.8% | 5.5% | 54.00 | 34.3% | 4.6% |
| 45Δ | 55.94 | 32.1% | 4.8% | 54.67 | 34.3% | 3.9% |
| 50Δ | 55.32 | 32.7% | 4.2% | 55.34 | 34.1% | 3.3% |
| 55Δ | 54.67 | 33.2% | 3.7% | 55.99 | 33.5% | 2.7% |
| 60Δ | 54.02 | 33.8% | 3.2% | 56.66 | 33.3% | 2.2% |
| 65Δ | 53.32 | 34.1% | 2.7% | 57.36 | 33.1% | 1.8% |
| 70Δ | 52.55 | 34.9% | 2.3% | 58.09 | 33.0% | 1.4% |
| 75Δ | 51.72 | 35.7% | 1.9% | 59.01 | 33.8% | 1.0% |
| 80Δ | 50.86 | 35.7% | 1.5% | 59.70 | 32.1% | 0.6% |
20Δ
- Pseudo strike
- 61.49
- IV
- 43.0%
- B/E move
- 13.2%
- Pseudo strike
- 49.86
- IV
- 45.7%
- B/E move
- 10.7%
25Δ
- Pseudo strike
- 59.54
- IV
- 37.6%
- B/E move
- 9.9%
- Pseudo strike
- 51.39
- IV
- 39.9%
- B/E move
- 8.2%
30Δ
- Pseudo strike
- 58.23
- IV
- 34.0%
- B/E move
- 7.8%
- Pseudo strike
- 52.45
- IV
- 36.7%
- B/E move
- 6.6%
35Δ
- Pseudo strike
- 57.30
- IV
- 32.1%
- B/E move
- 6.4%
- Pseudo strike
- 53.28
- IV
- 34.9%
- B/E move
- 5.4%
40Δ
- Pseudo strike
- 56.58
- IV
- 31.8%
- B/E move
- 5.5%
- Pseudo strike
- 54.00
- IV
- 34.3%
- B/E move
- 4.6%
45Δ
- Pseudo strike
- 55.94
- IV
- 32.1%
- B/E move
- 4.8%
- Pseudo strike
- 54.67
- IV
- 34.3%
- B/E move
- 3.9%
50Δ
- Pseudo strike
- 55.32
- IV
- 32.7%
- B/E move
- 4.2%
- Pseudo strike
- 55.34
- IV
- 34.1%
- B/E move
- 3.3%
55Δ
- Pseudo strike
- 54.67
- IV
- 33.2%
- B/E move
- 3.7%
- Pseudo strike
- 55.99
- IV
- 33.5%
- B/E move
- 2.7%
60Δ
- Pseudo strike
- 54.02
- IV
- 33.8%
- B/E move
- 3.2%
- Pseudo strike
- 56.66
- IV
- 33.3%
- B/E move
- 2.2%
65Δ
- Pseudo strike
- 53.32
- IV
- 34.1%
- B/E move
- 2.7%
- Pseudo strike
- 57.36
- IV
- 33.1%
- B/E move
- 1.8%
70Δ
- Pseudo strike
- 52.55
- IV
- 34.9%
- B/E move
- 2.3%
- Pseudo strike
- 58.09
- IV
- 33.0%
- B/E move
- 1.4%
75Δ
- Pseudo strike
- 51.72
- IV
- 35.7%
- B/E move
- 1.9%
- Pseudo strike
- 59.01
- IV
- 33.8%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 50.86
- IV
- 35.7%
- B/E move
- 1.5%
- Pseudo strike
- 59.70
- IV
- 32.1%
- B/E move
- 0.6%
Options history
Table
| Date | IV |
|---|---|
| 26.80% | |
| 26.30% |