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Tidal Trust II Defiance Daily Target 2X Long AVGO ETF AVGX

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Market dataready · fetched 2026-10-22T03:37:16.758Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:56:02.419987135Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:37:14.257515+00:00

Share price$33.55
1D-1.1%
AH$33.25$33.61$33.97$34.33$34.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVGX
Sold putSold callAH

Tidal Trust II Defiance Daily Target 2X Long AVGO ETF options

Live interpolated AVGX call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Daily Target 2X Long AVGO ETF$0.59$2.49$4.40$6.31$8.21$24.69$30.03$35.36$40.70$46.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVGX spot · $33.55AVGX PRICE$0.80$1.03$1.38$1.66$2.01$2.44$2.84$3.40$4.03$4.62$5.47$6.35$7.66$0.92$1.21$1.36$1.93$2.31$2.74$3.27$3.75$4.20$4.85$5.25$5.90$6.73
PutsFair1.00×
CallsExpensive1.33×
SkewBullish-18.47 pp
Implied moveBearish±$6.11
TiltBalanced0.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.2482.4%28.3%28.6476.7%17.4%
25Δ40.4180.6%23.5%29.7775.4%14.9%
30Δ39.3384.3%21.3%31.0166.7%11.6%
35Δ37.9683.1%18.1%31.7574.4%11.1%
40Δ36.8083.6%15.7%32.6174.1%9.7%
45Δ35.7985.9%13.9%33.5273.2%8.2%
50Δ34.6885.3%11.8%34.4374.0%7.1%
55Δ33.6688.9%10.5%35.3072.7%6.0%
60Δ32.6092.2%9.2%36.1570.1%4.8%
65Δ31.4792.2%7.6%37.0969.9%3.9%
70Δ30.2496.6%6.4%37.8265.8%2.9%
75Δ28.9498.7%5.2%38.7363.8%2.1%
80Δ27.30105.7%4.2%39.7962.6%1.5%

20Δ

Calls
Pseudo strike
42.24
IV
82.4%
B/E move
28.3%
Puts
Pseudo strike
28.64
IV
76.7%
B/E move
17.4%

25Δ

Calls
Pseudo strike
40.41
IV
80.6%
B/E move
23.5%
Puts
Pseudo strike
29.77
IV
75.4%
B/E move
14.9%

30Δ

Calls
Pseudo strike
39.33
IV
84.3%
B/E move
21.3%
Puts
Pseudo strike
31.01
IV
66.7%
B/E move
11.6%

35Δ

Calls
Pseudo strike
37.96
IV
83.1%
B/E move
18.1%
Puts
Pseudo strike
31.75
IV
74.4%
B/E move
11.1%

40Δ

Calls
Pseudo strike
36.80
IV
83.6%
B/E move
15.7%
Puts
Pseudo strike
32.61
IV
74.1%
B/E move
9.7%

45Δ

Calls
Pseudo strike
35.79
IV
85.9%
B/E move
13.9%
Puts
Pseudo strike
33.52
IV
73.2%
B/E move
8.2%

50Δ

Calls
Pseudo strike
34.68
IV
85.3%
B/E move
11.8%
Puts
Pseudo strike
34.43
IV
74.0%
B/E move
7.1%

55Δ

Calls
Pseudo strike
33.66
IV
88.9%
B/E move
10.5%
Puts
Pseudo strike
35.30
IV
72.7%
B/E move
6.0%

60Δ

Calls
Pseudo strike
32.60
IV
92.2%
B/E move
9.2%
Puts
Pseudo strike
36.15
IV
70.1%
B/E move
4.8%

65Δ

Calls
Pseudo strike
31.47
IV
92.2%
B/E move
7.6%
Puts
Pseudo strike
37.09
IV
69.9%
B/E move
3.9%

70Δ

Calls
Pseudo strike
30.24
IV
96.6%
B/E move
6.4%
Puts
Pseudo strike
37.82
IV
65.8%
B/E move
2.9%

75Δ

Calls
Pseudo strike
28.94
IV
98.7%
B/E move
5.2%
Puts
Pseudo strike
38.73
IV
63.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
27.30
IV
105.7%
B/E move
4.2%
Puts
Pseudo strike
39.79
IV
62.6%
B/E move
1.5%

Options history

No recorded observations