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

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Market dataready · fetched 2026-10-22T10:08:44.568Z

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 · 2026-10-22T08:02:02.526760757Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T10:08:43.057618+00:00

Share price$13.62
1D
Price history unavailable.

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$0.37$1.37$2.38$3.38$4.39$6.94$12.64$18.34$24.05$29.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVXX spot · $13.62AVXX PRICE$0.48$0.62$0.79$0.98$1.19$1.42$1.65$1.87$2.17$2.53$2.95$3.46$4.10$0.56$0.77$0.99$1.21$1.45$1.71$2.01$2.35$2.77$3.20$3.44$3.67$4.07
PutsCheap0.91×
CallsExpensive1.31×
SkewBullish-29.82 pp
Implied moveBearish±$3.66
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.97130.0%50.1%11.02111.1%23.2%
25Δ18.54126.6%40.7%11.59112.4%20.6%
30Δ17.69129.5%35.7%12.16112.8%18.0%
35Δ16.88131.3%31.1%12.71110.8%15.6%
40Δ16.12132.9%27.1%13.25109.1%13.4%
45Δ15.40134.2%23.5%13.77107.6%11.5%
50Δ14.68133.5%19.9%14.30106.7%9.8%
55Δ13.96130.7%16.2%14.85106.4%8.3%
60Δ13.32132.3%13.8%15.44106.7%7.0%
65Δ12.67135.7%11.6%16.04106.5%5.7%
70Δ12.00141.1%9.8%16.4599.7%4.4%
75Δ11.25146.5%8.0%16.8793.0%3.1%
80Δ10.39154.4%6.4%17.4088.3%2.1%

20Δ

Calls
Pseudo strike
19.97
IV
130.0%
B/E move
50.1%
Puts
Pseudo strike
11.02
IV
111.1%
B/E move
23.2%

25Δ

Calls
Pseudo strike
18.54
IV
126.6%
B/E move
40.7%
Puts
Pseudo strike
11.59
IV
112.4%
B/E move
20.6%

30Δ

Calls
Pseudo strike
17.69
IV
129.5%
B/E move
35.7%
Puts
Pseudo strike
12.16
IV
112.8%
B/E move
18.0%

35Δ

Calls
Pseudo strike
16.88
IV
131.3%
B/E move
31.1%
Puts
Pseudo strike
12.71
IV
110.8%
B/E move
15.6%

40Δ

Calls
Pseudo strike
16.12
IV
132.9%
B/E move
27.1%
Puts
Pseudo strike
13.25
IV
109.1%
B/E move
13.4%

45Δ

Calls
Pseudo strike
15.40
IV
134.2%
B/E move
23.5%
Puts
Pseudo strike
13.77
IV
107.6%
B/E move
11.5%

50Δ

Calls
Pseudo strike
14.68
IV
133.5%
B/E move
19.9%
Puts
Pseudo strike
14.30
IV
106.7%
B/E move
9.8%

55Δ

Calls
Pseudo strike
13.96
IV
130.7%
B/E move
16.2%
Puts
Pseudo strike
14.85
IV
106.4%
B/E move
8.3%

60Δ

Calls
Pseudo strike
13.32
IV
132.3%
B/E move
13.8%
Puts
Pseudo strike
15.44
IV
106.7%
B/E move
7.0%

65Δ

Calls
Pseudo strike
12.67
IV
135.7%
B/E move
11.6%
Puts
Pseudo strike
16.04
IV
106.5%
B/E move
5.7%

70Δ

Calls
Pseudo strike
12.00
IV
141.1%
B/E move
9.8%
Puts
Pseudo strike
16.45
IV
99.7%
B/E move
4.4%

75Δ

Calls
Pseudo strike
11.25
IV
146.5%
B/E move
8.0%
Puts
Pseudo strike
16.87
IV
93.0%
B/E move
3.1%

80Δ

Calls
Pseudo strike
10.39
IV
154.4%
B/E move
6.4%
Puts
Pseudo strike
17.40
IV
88.3%
B/E move
2.1%

Options history

No recorded observations