IntraAlpha
Create free account Start free

Tidal Trust II Defiance AI & Power Infrastructure ETF AIPO

i

Market datapartial · fetched 2026-11-13T02:09:33.695Z

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 · 2026-11-13T00:42:33.603287051Z

FundamentalsAlpha Vantage · unavailable

Share price$24.44
1D+2.4%
AH$23.45$23.75$24.05$24.35$24.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAIPO
Sold putSold callAH

Tidal Trust II Defiance AI & Power Infrastructure ETF options

Live interpolated AIPO call and put midpoint premiums by absolute delta.Tidal Trust II Defiance AI & Power Infrastructure ETF$0.07$0.76$1.44$2.13$2.82$20.74$22.45$24.16$25.87$27.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AIPO spot · $24.44AIPO PRICE$0.14$0.18$0.22$0.27$0.31$0.36$0.40$0.45$0.49$0.54$0.58$1.34$2.62$0.22$0.30$0.38$0.46$0.56$0.70$0.84$0.98$1.16$1.51$1.85$2.59
Puts——
CallsCheap0.47×
Skew——
Implied moveBearish±$1.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.7136.7%5.8%22.9752.7%6.9%
25Δ25.4435.1%4.9%23.2552.2%6.1%
30Δ25.1733.4%3.9%23.5351.8%5.3%
35Δ24.9531.9%3.2%23.8051.4%4.5%
40Δ24.8330.6%2.9%24.0651.4%3.8%
45Δ24.7029.4%2.5%24.3152.3%3.4%
50Δ24.5728.1%2.2%24.5553.2%3.0%
55Δ24.4426.8%1.8%24.8054.1%2.5%
60Δ24.3125.5%1.5%25.0755.7%2.1%
65Δ24.1824.2%1.2%25.4860.6%1.9%
70Δ24.0523.0%0.8%25.8865.5%1.7%
75Δ23.2536.2%0.6%26.6578.0%1.5%
80Δ21.9659.7%0.6%

20Δ

Calls
Pseudo strike
25.71
IV
36.7%
B/E move
5.8%
Puts
Pseudo strike
22.97
IV
52.7%
B/E move
6.9%

25Δ

Calls
Pseudo strike
25.44
IV
35.1%
B/E move
4.9%
Puts
Pseudo strike
23.25
IV
52.2%
B/E move
6.1%

30Δ

Calls
Pseudo strike
25.17
IV
33.4%
B/E move
3.9%
Puts
Pseudo strike
23.53
IV
51.8%
B/E move
5.3%

35Δ

Calls
Pseudo strike
24.95
IV
31.9%
B/E move
3.2%
Puts
Pseudo strike
23.80
IV
51.4%
B/E move
4.5%

40Δ

Calls
Pseudo strike
24.83
IV
30.6%
B/E move
2.9%
Puts
Pseudo strike
24.06
IV
51.4%
B/E move
3.8%

45Δ

Calls
Pseudo strike
24.70
IV
29.4%
B/E move
2.5%
Puts
Pseudo strike
24.31
IV
52.3%
B/E move
3.4%

50Δ

Calls
Pseudo strike
24.57
IV
28.1%
B/E move
2.2%
Puts
Pseudo strike
24.55
IV
53.2%
B/E move
3.0%

55Δ

Calls
Pseudo strike
24.44
IV
26.8%
B/E move
1.8%
Puts
Pseudo strike
24.80
IV
54.1%
B/E move
2.5%

60Δ

Calls
Pseudo strike
24.31
IV
25.5%
B/E move
1.5%
Puts
Pseudo strike
25.07
IV
55.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
24.18
IV
24.2%
B/E move
1.2%
Puts
Pseudo strike
25.48
IV
60.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
24.05
IV
23.0%
B/E move
0.8%
Puts
Pseudo strike
25.88
IV
65.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
23.25
IV
36.2%
B/E move
0.6%
Puts
Pseudo strike
26.65
IV
78.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
21.96
IV
59.7%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend39.74%
Daily close
AIPO33.5%41.0%48.5%2026-08-14: 41.58%2026-08-17: 39.14%2026-08-18: 38.14%2026-08-19: 42.99%2026-08-20: 47.45%2026-08-21: 37.78%2026-08-24: 38.64%2026-08-25: 39.35%2026-08-26: 38.87%2026-08-27: 37.32%2026-08-28: 40.23%2026-08-31: 36.79%2026-09-01: 35.86%2026-09-02: 36.26%2026-09-03: 40.21%2026-09-04: 35.70%2026-09-08: 37.20%2026-09-09: 35.98%2026-09-10: 35.59%2026-09-11: 35.35%2026-09-14: 37.06%2026-09-15: 39.45%2026-09-18: 36.71%2026-09-21: 35.51%2026-09-22: 37.02%2026-09-23: 36.70%2026-09-24: 34.65%2026-09-25: 34.67%2026-09-28: 36.92%2026-09-29: 34.52%2026-09-30: 35.26%2026-10-01: 37.23%2026-10-02: 35.34%2026-10-05: 36.47%2026-10-06: 35.48%2026-10-07: 35.61%2026-10-08: 36.41%2026-10-09: 35.90%2026-10-13: 36.11%2026-10-14: 41.95%2026-10-16: 35.87%2026-10-19: 36.12%2026-10-20: 34.73%2026-10-21: 36.01%2026-10-22: 40.71%2026-10-23: 37.88%2026-10-26: 38.37%2026-10-27: 41.79%2026-10-28: 39.95%2026-10-29: 37.65%2026-10-30: 39.74%Aug 14Sep 23Oct 30
51 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
41.58%
39.14%
38.14%
42.99%
47.45%
37.78%
38.64%
39.35%
38.87%
37.32%
40.23%
36.79%
35.86%
36.26%
40.21%
35.70%
37.20%
35.98%
35.59%
35.35%
37.06%
39.45%
36.71%
35.51%
37.02%
36.70%
34.65%
34.67%
36.92%
34.52%
35.26%
37.23%
35.34%
36.47%
35.48%
35.61%
36.41%
35.90%
36.11%
41.95%
35.87%
36.12%
34.73%
36.01%
40.71%
37.88%
38.37%
41.79%
39.95%
37.65%
39.74%