Share price$5.41
1D+1.1%
Sold putSold callAH
Defiance Daily Target 2X Short BMNR ETF BMNZ
i
Market dataready · fetched 2026-10-23T06:54:06.566Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T00:00:00.017256673Z
FundamentalsDefiance ETFs · ready · as of 2026-10-21 · fetched 2026-10-23T06:54:06.050686+00:00
Defiance Daily Target 2X Short BMNR ETF options
PutsExpensive1.29×
CallsExpensive1.10×
SkewBearish+35.48 pp
Implied moveBearish±$2.37
TiltBearish48.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.80 | 190.1% | 85.9% | 4.11 | 160.3% | 30.5% |
| 25Δ | 8.38 | 168.7% | 60.5% | 4.43 | 162.5% | 27.3% |
| 30Δ | 7.63 | 160.4% | 47.8% | 4.74 | 164.7% | 24.1% |
| 35Δ | 7.05 | 156.4% | 38.5% | 5.06 | 167.6% | 21.1% |
| 40Δ | 6.67 | 155.2% | 33.1% | 5.43 | 173.8% | 19.1% |
| 45Δ | 6.30 | 154.4% | 28.0% | 5.80 | 180.0% | 17.0% |
| 50Δ | 5.94 | 153.1% | 23.2% | 6.24 | 187.5% | 15.1% |
| 55Δ | 5.64 | 150.1% | 19.6% | 6.77 | 196.6% | 13.4% |
| 60Δ | 5.34 | 147.2% | 16.0% | 7.42 | 205.4% | 11.7% |
| 65Δ | 5.04 | 144.2% | 12.3% | 8.15 | 212.1% | 9.9% |
| 70Δ | 4.77 | 141.9% | 10.0% | 8.85 | 212.1% | 8.0% |
| 75Δ | 4.50 | 139.6% | 7.9% | 9.75 | 213.9% | 6.2% |
| 80Δ | 4.22 | 137.4% | 5.7% | 11.20 | 223.6% | 4.6% |
20Δ
- Pseudo strike
- 9.80
- IV
- 190.1%
- B/E move
- 85.9%
- Pseudo strike
- 4.11
- IV
- 160.3%
- B/E move
- 30.5%
25Δ
- Pseudo strike
- 8.38
- IV
- 168.7%
- B/E move
- 60.5%
- Pseudo strike
- 4.43
- IV
- 162.5%
- B/E move
- 27.3%
30Δ
- Pseudo strike
- 7.63
- IV
- 160.4%
- B/E move
- 47.8%
- Pseudo strike
- 4.74
- IV
- 164.7%
- B/E move
- 24.1%
35Δ
- Pseudo strike
- 7.05
- IV
- 156.4%
- B/E move
- 38.5%
- Pseudo strike
- 5.06
- IV
- 167.6%
- B/E move
- 21.1%
40Δ
- Pseudo strike
- 6.67
- IV
- 155.2%
- B/E move
- 33.1%
- Pseudo strike
- 5.43
- IV
- 173.8%
- B/E move
- 19.1%
45Δ
- Pseudo strike
- 6.30
- IV
- 154.4%
- B/E move
- 28.0%
- Pseudo strike
- 5.80
- IV
- 180.0%
- B/E move
- 17.0%
50Δ
- Pseudo strike
- 5.94
- IV
- 153.1%
- B/E move
- 23.2%
- Pseudo strike
- 6.24
- IV
- 187.5%
- B/E move
- 15.1%
55Δ
- Pseudo strike
- 5.64
- IV
- 150.1%
- B/E move
- 19.6%
- Pseudo strike
- 6.77
- IV
- 196.6%
- B/E move
- 13.4%
60Δ
- Pseudo strike
- 5.34
- IV
- 147.2%
- B/E move
- 16.0%
- Pseudo strike
- 7.42
- IV
- 205.4%
- B/E move
- 11.7%
65Δ
- Pseudo strike
- 5.04
- IV
- 144.2%
- B/E move
- 12.3%
- Pseudo strike
- 8.15
- IV
- 212.1%
- B/E move
- 9.9%
70Δ
- Pseudo strike
- 4.77
- IV
- 141.9%
- B/E move
- 10.0%
- Pseudo strike
- 8.85
- IV
- 212.1%
- B/E move
- 8.0%
75Δ
- Pseudo strike
- 4.50
- IV
- 139.6%
- B/E move
- 7.9%
- Pseudo strike
- 9.75
- IV
- 213.9%
- B/E move
- 6.2%
80Δ
- Pseudo strike
- 4.22
- IV
- 137.4%
- B/E move
- 5.7%
- Pseudo strike
- 11.20
- IV
- 223.6%
- B/E move
- 4.6%
Options history
Table
| Date | IV |
|---|---|
| 161.89% |