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Tidal Trust II Defiance Daily Target 2x Long AVAV ETF AVXX

i

Market dataready · fetched 2026-11-11T15:15:18.135Z

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 · 2026-11-11T15:12:02.311929048Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:15:17.403573+00:00

Share price$15.26
1D-0.3%
$14.90$15.12$15.33$15.54$15.765:30 AM6:30 AM9:00 AM1:00 PMAVXX
Sold putSold call

Tidal Trust II Defiance Daily Target 2x Long AVAV ETF options

Live interpolated AVXX call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Daily Target 2x Long AVAV ETF$0.26$1.43$2.60$3.77$4.94$8.92$11.84$14.77$17.69$20.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVXX spot · $15.26AVXX PRICE$0.38$0.49$0.60$0.74$0.89$1.05$1.23$1.42$1.65$1.93$2.21$2.48$2.78$0.54$0.69$0.86$1.07$1.30$1.56$1.85$2.14$2.43$2.83$3.31$3.86$4.60
PutsCheap0.86×
CallsCheap0.86×
SkewBearish+12.70 pp
Implied moveBearish±$3.08
TiltBearish20.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.55159.1%30.6%12.53176.2%21.4%
25Δ18.51151.6%24.5%13.22167.9%17.9%
30Δ17.76148.5%20.3%13.79163.3%15.3%
35Δ17.16147.3%17.3%14.30161.8%13.3%
40Δ16.64146.9%14.9%14.79162.1%11.6%
45Δ16.15146.8%12.7%15.29162.4%10.1%
50Δ15.69146.7%10.9%15.78162.5%8.7%
55Δ15.24146.5%9.2%16.28160.6%7.4%
60Δ14.79147.8%7.7%16.76157.1%6.1%
65Δ14.33150.8%6.5%17.32156.4%5.0%
70Δ13.87151.9%5.3%17.95158.3%4.1%
75Δ13.41148.4%4.1%18.63156.2%3.2%
80Δ12.93145.2%2.9%19.50157.8%2.4%

20Δ

Calls
Pseudo strike
19.55
IV
159.1%
B/E move
30.6%
Puts
Pseudo strike
12.53
IV
176.2%
B/E move
21.4%

25Δ

Calls
Pseudo strike
18.51
IV
151.6%
B/E move
24.5%
Puts
Pseudo strike
13.22
IV
167.9%
B/E move
17.9%

30Δ

Calls
Pseudo strike
17.76
IV
148.5%
B/E move
20.3%
Puts
Pseudo strike
13.79
IV
163.3%
B/E move
15.3%

35Δ

Calls
Pseudo strike
17.16
IV
147.3%
B/E move
17.3%
Puts
Pseudo strike
14.30
IV
161.8%
B/E move
13.3%

40Δ

Calls
Pseudo strike
16.64
IV
146.9%
B/E move
14.9%
Puts
Pseudo strike
14.79
IV
162.1%
B/E move
11.6%

45Δ

Calls
Pseudo strike
16.15
IV
146.8%
B/E move
12.7%
Puts
Pseudo strike
15.29
IV
162.4%
B/E move
10.1%

50Δ

Calls
Pseudo strike
15.69
IV
146.7%
B/E move
10.9%
Puts
Pseudo strike
15.78
IV
162.5%
B/E move
8.7%

55Δ

Calls
Pseudo strike
15.24
IV
146.5%
B/E move
9.2%
Puts
Pseudo strike
16.28
IV
160.6%
B/E move
7.4%

60Δ

Calls
Pseudo strike
14.79
IV
147.8%
B/E move
7.7%
Puts
Pseudo strike
16.76
IV
157.1%
B/E move
6.1%

65Δ

Calls
Pseudo strike
14.33
IV
150.8%
B/E move
6.5%
Puts
Pseudo strike
17.32
IV
156.4%
B/E move
5.0%

70Δ

Calls
Pseudo strike
13.87
IV
151.9%
B/E move
5.3%
Puts
Pseudo strike
17.95
IV
158.3%
B/E move
4.1%

75Δ

Calls
Pseudo strike
13.41
IV
148.4%
B/E move
4.1%
Puts
Pseudo strike
18.63
IV
156.2%
B/E move
3.2%

80Δ

Calls
Pseudo strike
12.93
IV
145.2%
B/E move
2.9%
Puts
Pseudo strike
19.50
IV
157.8%
B/E move
2.4%

Options history

IV · four-Friday blend134.38%
Daily EOD
AVXX126.5%130.7%135.0%2026-10-19: 129.86%2026-10-20: 127.06%2026-10-21: 128.24%2026-10-22: 127.37%2026-10-23: 131.29%2026-10-26: 131.44%2026-10-27: 130.45%2026-10-28: 129.27%2026-10-29: 129.46%2026-10-30: 134.38%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
129.86%
127.06%
128.24%
127.37%
131.29%
131.44%
130.45%
129.27%
129.46%
134.38%