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Defiance Daily Target 2X Short BMNR ETF BMNZ

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Market dataready · fetched 2026-11-12T17:09:42.821Z

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 · 2026-11-12T17:09:20.23759408Z

FundamentalsDefiance ETFs · ready · as of 2026-11-11 · fetched 2026-11-12T17:09:41.880535+00:00

Share price$6.85
1D-6.0%
$6.58$6.83$7.08$7.32$7.575:30 AM6:30 AM9:00 AM1:00 PMBMNZ
Sold putSold call

Defiance Daily Target 2X Short BMNR ETF options

Live interpolated BMNZ call and put midpoint premiums by absolute delta.Defiance Daily Target 2X Short BMNR ETF$0.17$0.77$1.38$1.99$2.60$4.12$5.47$6.81$8.16$9.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive BMNZ spot · $6.85BMNZ PRICE$0.23$0.29$0.36$0.42$0.48$0.54$0.60$0.49$0.60$0.72$0.83$0.95$1.06$1.17$1.29$1.40$1.52$1.96$2.42
Puts——
Calls——
Skew——
Implied moveBearish±$1.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.94239.7%48.5%4.16402.4%46.4%
25Δ9.48228.6%42.7%4.59379.2%41.8%
30Δ9.02217.6%36.8%5.01356.1%37.3%
35Δ8.56206.5%31.0%5.43332.9%32.8%
40Δ8.10195.4%25.2%5.86309.7%28.3%
45Δ7.64184.4%19.4%6.28286.6%23.8%
50Δ7.18173.3%13.5%6.70263.4%19.3%
55Δ7.13240.3%14.8%
60Δ7.55217.1%10.3%
65Δ7.97193.9%5.8%
70Δ8.48204.3%4.8%
75Δ9.00217.0%4.0%
80Δ

20Δ

Calls
Pseudo strike
9.94
IV
239.7%
B/E move
48.5%
Puts
Pseudo strike
4.16
IV
402.4%
B/E move
46.4%

25Δ

Calls
Pseudo strike
9.48
IV
228.6%
B/E move
42.7%
Puts
Pseudo strike
4.59
IV
379.2%
B/E move
41.8%

30Δ

Calls
Pseudo strike
9.02
IV
217.6%
B/E move
36.8%
Puts
Pseudo strike
5.01
IV
356.1%
B/E move
37.3%

35Δ

Calls
Pseudo strike
8.56
IV
206.5%
B/E move
31.0%
Puts
Pseudo strike
5.43
IV
332.9%
B/E move
32.8%

40Δ

Calls
Pseudo strike
8.10
IV
195.4%
B/E move
25.2%
Puts
Pseudo strike
5.86
IV
309.7%
B/E move
28.3%

45Δ

Calls
Pseudo strike
7.64
IV
184.4%
B/E move
19.4%
Puts
Pseudo strike
6.28
IV
286.6%
B/E move
23.8%

50Δ

Calls
Pseudo strike
7.18
IV
173.3%
B/E move
13.5%
Puts
Pseudo strike
6.70
IV
263.4%
B/E move
19.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.13
IV
240.3%
B/E move
14.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.55
IV
217.1%
B/E move
10.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.97
IV
193.9%
B/E move
5.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.48
IV
204.3%
B/E move
4.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.00
IV
217.0%
B/E move
4.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend161.89%
Daily EOD
BMNZ161.7%161.9%162.1%2026-10-21: 161.89%Oct 21
1 observations2026-10-21 — 2026-10-21
Table
DateIV (%)
161.89%