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Defiance Daily Target 2X Short ASTS ETF ASTN

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Market dataready · fetched 2026-11-13T02:55:36.403Z

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 · 2026-11-13T01:00:00.767742724Z

FundamentalsDefiance ETFs · ready · as of 2026-11-11 · fetched 2026-11-13T02:55:35.565707+00:00

Share price$34.10
1D+3.3%
AH$30.98$31.85$32.71$33.57$34.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASTN
Sold putSold callAH

Defiance Daily Target 2X Short ASTS ETF options

Live interpolated ASTN call and put midpoint premiums by absolute delta.Defiance Daily Target 2X Short ASTS ETF$1.52$6.45$11.39$16.33$21.27$12.22$24.02$35.81$47.61$59.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ASTN spot · $34.10ASTN PRICE$2.05$2.19$2.37$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.23$2.43$2.50$2.50$2.50$2.50$3.32$4.64$5.12$5.80$9.02$19.85
Puts——
Calls——
Skew——
Implied moveBearish±$5.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.75316.0%31.0%
25Δ54.74348.9%66.5%28.32266.3%24.1%
30Δ46.12282.6%41.7%30.35221.1%18.3%
35Δ41.65242.6%29.1%31.91183.1%13.8%
40Δ38.61208.2%20.6%33.06154.3%10.4%
45Δ33.93131.7%7.8%
50Δ34.90143.1%9.7%34.92143.4%7.4%
55Δ33.93121.2%6.8%36.29166.7%7.2%
60Δ33.28104.0%4.9%37.23158.8%5.8%
65Δ32.8390.1%3.6%38.30155.2%4.7%
70Δ32.5378.7%2.7%41.52198.8%4.7%
75Δ32.2267.2%1.8%
80Δ52.68284.0%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.75
IV
316.0%
B/E move
31.0%

25Δ

Calls
Pseudo strike
54.74
IV
348.9%
B/E move
66.5%
Puts
Pseudo strike
28.32
IV
266.3%
B/E move
24.1%

30Δ

Calls
Pseudo strike
46.12
IV
282.6%
B/E move
41.7%
Puts
Pseudo strike
30.35
IV
221.1%
B/E move
18.3%

35Δ

Calls
Pseudo strike
41.65
IV
242.6%
B/E move
29.1%
Puts
Pseudo strike
31.91
IV
183.1%
B/E move
13.8%

40Δ

Calls
Pseudo strike
38.61
IV
208.2%
B/E move
20.6%
Puts
Pseudo strike
33.06
IV
154.3%
B/E move
10.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.93
IV
131.7%
B/E move
7.8%

50Δ

Calls
Pseudo strike
34.90
IV
143.1%
B/E move
9.7%
Puts
Pseudo strike
34.92
IV
143.4%
B/E move
7.4%

55Δ

Calls
Pseudo strike
33.93
IV
121.2%
B/E move
6.8%
Puts
Pseudo strike
36.29
IV
166.7%
B/E move
7.2%

60Δ

Calls
Pseudo strike
33.28
IV
104.0%
B/E move
4.9%
Puts
Pseudo strike
37.23
IV
158.8%
B/E move
5.8%

65Δ

Calls
Pseudo strike
32.83
IV
90.1%
B/E move
3.6%
Puts
Pseudo strike
38.30
IV
155.2%
B/E move
4.7%

70Δ

Calls
Pseudo strike
32.53
IV
78.7%
B/E move
2.7%
Puts
Pseudo strike
41.52
IV
198.8%
B/E move
4.7%

75Δ

Calls
Pseudo strike
32.22
IV
67.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.68
IV
284.0%
B/E move
3.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations