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

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Market dataready · fetched 2026-11-11T04:22:05.382Z

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 · 2026-11-11T00:57:26.490538473Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T04:22:04.993883+00:00

Share price$33.74
1D+13.0%
AH$28$29$30$31$335:30 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$0.00$4.98$9.95$14.93$19.91$22.27$27.78$33.29$38.81$44.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AVGX spot · $33.74AVGX PRICE$0.50$0.60$0.74$0.93$1.15$1.30$1.41$1.61$1.82$1.96$2.09$2.23$2.53$0.94$1.30$1.83$2.30$2.74$3.57$4.31$5.28$6.68$8.42$12.47$18.47
Puts——
CallsCheap0.44×
Skew——
Implied moveBearish±$5.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.3684.2%15.2%28.67135.3%17.8%
25Δ37.1176.8%11.8%29.72138.1%15.8%
30Δ36.3073.9%9.8%30.62148.6%14.7%
35Δ35.6974.7%8.5%31.64151.1%13.0%
40Δ35.1777.2%7.7%32.71148.3%11.2%
45Δ34.5973.8%6.4%33.84158.8%10.3%
50Δ33.9967.5%4.9%35.01161.7%9.0%
55Δ33.5266.3%4.1%36.35167.3%7.9%
60Δ33.0665.1%3.4%38.04178.8%7.1%
65Δ32.7060.9%2.7%40.07190.2%6.2%
70Δ32.3556.3%2.1%44.25232.0%5.8%
75Δ32.0051.7%1.4%50.44274.0%5.2%
80Δ31.5850.0%1.1%

20Δ

Calls
Pseudo strike
38.36
IV
84.2%
B/E move
15.2%
Puts
Pseudo strike
28.67
IV
135.3%
B/E move
17.8%

25Δ

Calls
Pseudo strike
37.11
IV
76.8%
B/E move
11.8%
Puts
Pseudo strike
29.72
IV
138.1%
B/E move
15.8%

30Δ

Calls
Pseudo strike
36.30
IV
73.9%
B/E move
9.8%
Puts
Pseudo strike
30.62
IV
148.6%
B/E move
14.7%

35Δ

Calls
Pseudo strike
35.69
IV
74.7%
B/E move
8.5%
Puts
Pseudo strike
31.64
IV
151.1%
B/E move
13.0%

40Δ

Calls
Pseudo strike
35.17
IV
77.2%
B/E move
7.7%
Puts
Pseudo strike
32.71
IV
148.3%
B/E move
11.2%

45Δ

Calls
Pseudo strike
34.59
IV
73.8%
B/E move
6.4%
Puts
Pseudo strike
33.84
IV
158.8%
B/E move
10.3%

50Δ

Calls
Pseudo strike
33.99
IV
67.5%
B/E move
4.9%
Puts
Pseudo strike
35.01
IV
161.7%
B/E move
9.0%

55Δ

Calls
Pseudo strike
33.52
IV
66.3%
B/E move
4.1%
Puts
Pseudo strike
36.35
IV
167.3%
B/E move
7.9%

60Δ

Calls
Pseudo strike
33.06
IV
65.1%
B/E move
3.4%
Puts
Pseudo strike
38.04
IV
178.8%
B/E move
7.1%

65Δ

Calls
Pseudo strike
32.70
IV
60.9%
B/E move
2.7%
Puts
Pseudo strike
40.07
IV
190.2%
B/E move
6.2%

70Δ

Calls
Pseudo strike
32.35
IV
56.3%
B/E move
2.1%
Puts
Pseudo strike
44.25
IV
232.0%
B/E move
5.8%

75Δ

Calls
Pseudo strike
32.00
IV
51.7%
B/E move
1.4%
Puts
Pseudo strike
50.44
IV
274.0%
B/E move
5.2%

80Δ

Calls
Pseudo strike
31.58
IV
50.0%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend90.63%
Daily EOD
AVGX80.0%85.7%91.4%2026-10-19: 80.78%2026-10-20: 81.68%2026-10-21: 84.24%2026-10-22: 88.27%2026-10-23: 85.65%2026-10-26: 86.21%2026-10-27: 87.90%2026-10-30: 90.63%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
80.78%
81.68%
84.24%
88.27%
85.65%
86.21%
87.90%
90.63%