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

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Market datapartial · fetched 2026-10-23T17:43:51.263Z

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 · 2026-10-23T17:38:45.084255459Z

FundamentalsAlpha Vantage · unavailable

Share price$14.97
1D+8.7%
$13.05$13.59$14.13$14.66$15.205:30 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$0.22$2.32$4.41$6.51$8.61$7.61$12.75$17.89$23.03$28.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVXX spot · $14.97AVXX PRICE$0.45$0.61$0.78$0.94$1.12$1.30$1.53$1.79$2.05$2.31$2.64$3.01$3.44$0.72$0.97$1.23$1.50$1.88$2.32$2.81$3.19$3.66$4.25$5.10$6.29$8.00
PutsExpensive1.11×
CallsFair1.02×
SkewBearish+18.52 pp
Implied moveBearish±$4.33
TiltBearish31.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.39110.5%39.2%11.82129.7%25.8%
25Δ19.47112.7%34.1%12.58128.2%22.4%
30Δ18.70115.3%30.1%13.27127.6%19.6%
35Δ17.81113.3%25.3%13.95125.4%16.9%
40Δ17.04111.7%21.3%14.62127.0%14.9%
45Δ16.35109.7%17.9%15.32129.5%13.1%
50Δ15.72108.9%15.2%16.05132.2%11.5%
55Δ15.14109.2%13.1%16.72128.4%9.6%
60Δ14.57109.5%11.0%17.44126.0%7.9%
65Δ13.99109.8%8.8%18.25125.4%6.5%
70Δ13.40109.7%7.2%19.28128.2%5.3%
75Δ12.80109.7%5.6%20.63132.9%4.2%
80Δ12.16109.9%4.2%22.50140.2%3.1%

20Δ

Calls
Pseudo strike
20.39
IV
110.5%
B/E move
39.2%
Puts
Pseudo strike
11.82
IV
129.7%
B/E move
25.8%

25Δ

Calls
Pseudo strike
19.47
IV
112.7%
B/E move
34.1%
Puts
Pseudo strike
12.58
IV
128.2%
B/E move
22.4%

30Δ

Calls
Pseudo strike
18.70
IV
115.3%
B/E move
30.1%
Puts
Pseudo strike
13.27
IV
127.6%
B/E move
19.6%

35Δ

Calls
Pseudo strike
17.81
IV
113.3%
B/E move
25.3%
Puts
Pseudo strike
13.95
IV
125.4%
B/E move
16.9%

40Δ

Calls
Pseudo strike
17.04
IV
111.7%
B/E move
21.3%
Puts
Pseudo strike
14.62
IV
127.0%
B/E move
14.9%

45Δ

Calls
Pseudo strike
16.35
IV
109.7%
B/E move
17.9%
Puts
Pseudo strike
15.32
IV
129.5%
B/E move
13.1%

50Δ

Calls
Pseudo strike
15.72
IV
108.9%
B/E move
15.2%
Puts
Pseudo strike
16.05
IV
132.2%
B/E move
11.5%

55Δ

Calls
Pseudo strike
15.14
IV
109.2%
B/E move
13.1%
Puts
Pseudo strike
16.72
IV
128.4%
B/E move
9.6%

60Δ

Calls
Pseudo strike
14.57
IV
109.5%
B/E move
11.0%
Puts
Pseudo strike
17.44
IV
126.0%
B/E move
7.9%

65Δ

Calls
Pseudo strike
13.99
IV
109.8%
B/E move
8.8%
Puts
Pseudo strike
18.25
IV
125.4%
B/E move
6.5%

70Δ

Calls
Pseudo strike
13.40
IV
109.7%
B/E move
7.2%
Puts
Pseudo strike
19.28
IV
128.2%
B/E move
5.3%

75Δ

Calls
Pseudo strike
12.80
IV
109.7%
B/E move
5.6%
Puts
Pseudo strike
20.63
IV
132.9%
B/E move
4.2%

80Δ

Calls
Pseudo strike
12.16
IV
109.9%
B/E move
4.2%
Puts
Pseudo strike
22.50
IV
140.2%
B/E move
3.1%

Options history

AVXX126.93127.65128.372026-10-20: 127.06%2026-10-21: 128.24%2026-10-22: 127.37%Oct 20Oct 22
Table
DateIV
127.06%
128.24%
127.37%