Tidal Trust II Defiance Daily Target 2X Long HIMS ETF HIMZ
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Market dataready · fetched 2026-11-12T03:05:48.542Z
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: 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 dataPriceAlpaca · sip · 2026-11-12T00:57:31.970760826Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:05:48.667613+00:00
Tidal Trust II Defiance Daily Target 2X Long HIMS ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.39 | 183.2% | 35.4% | 9.17 | 145.5% | 18.3% |
| 25Δ | 13.82 | 188.9% | 31.2% | 9.57 | 137.3% | 15.4% |
| 30Δ | 13.29 | 192.3% | 27.4% | 9.96 | 129.1% | 12.5% |
| 35Δ | 12.77 | 192.8% | 23.7% | 10.25 | 129.3% | 11.0% |
| 40Δ | 12.26 | 190.0% | 20.2% | 10.53 | 130.4% | 9.8% |
| 45Δ | 11.78 | 187.2% | 17.1% | 10.81 | 131.6% | 8.5% |
| 50Δ | 11.34 | 184.5% | 14.4% | 11.10 | 131.6% | 7.2% |
| 55Δ | 10.91 | 183.2% | 11.9% | 11.38 | 129.6% | 6.2% |
| 60Δ | 10.51 | 187.1% | 10.2% | 11.66 | 127.5% | 5.2% |
| 65Δ | 10.12 | 191.0% | 8.5% | 11.95 | 125.5% | 4.1% |
| 70Δ | 9.60 | 213.4% | 7.6% | 12.20 | 119.8% | 3.3% |
| 75Δ | 9.04 | 243.2% | 7.0% | 12.45 | 113.3% | 2.6% |
| 80Δ | 8.29 | 274.4% | 5.9% | 12.70 | 106.7% | 1.8% |
20Δ
- Pseudo strike
- 14.39
- IV
- 183.2%
- B/E move
- 35.4%
- Pseudo strike
- 9.17
- IV
- 145.5%
- B/E move
- 18.3%
25Δ
- Pseudo strike
- 13.82
- IV
- 188.9%
- B/E move
- 31.2%
- Pseudo strike
- 9.57
- IV
- 137.3%
- B/E move
- 15.4%
30Δ
- Pseudo strike
- 13.29
- IV
- 192.3%
- B/E move
- 27.4%
- Pseudo strike
- 9.96
- IV
- 129.1%
- B/E move
- 12.5%
35Δ
- Pseudo strike
- 12.77
- IV
- 192.8%
- B/E move
- 23.7%
- Pseudo strike
- 10.25
- IV
- 129.3%
- B/E move
- 11.0%
40Δ
- Pseudo strike
- 12.26
- IV
- 190.0%
- B/E move
- 20.2%
- Pseudo strike
- 10.53
- IV
- 130.4%
- B/E move
- 9.8%
45Δ
- Pseudo strike
- 11.78
- IV
- 187.2%
- B/E move
- 17.1%
- Pseudo strike
- 10.81
- IV
- 131.6%
- B/E move
- 8.5%
50Δ
- Pseudo strike
- 11.34
- IV
- 184.5%
- B/E move
- 14.4%
- Pseudo strike
- 11.10
- IV
- 131.6%
- B/E move
- 7.2%
55Δ
- Pseudo strike
- 10.91
- IV
- 183.2%
- B/E move
- 11.9%
- Pseudo strike
- 11.38
- IV
- 129.6%
- B/E move
- 6.2%
60Δ
- Pseudo strike
- 10.51
- IV
- 187.1%
- B/E move
- 10.2%
- Pseudo strike
- 11.66
- IV
- 127.5%
- B/E move
- 5.2%
65Δ
- Pseudo strike
- 10.12
- IV
- 191.0%
- B/E move
- 8.5%
- Pseudo strike
- 11.95
- IV
- 125.5%
- B/E move
- 4.1%
70Δ
- Pseudo strike
- 9.60
- IV
- 213.4%
- B/E move
- 7.6%
- Pseudo strike
- 12.20
- IV
- 119.8%
- B/E move
- 3.3%
75Δ
- Pseudo strike
- 9.04
- IV
- 243.2%
- B/E move
- 7.0%
- Pseudo strike
- 12.45
- IV
- 113.3%
- B/E move
- 2.6%
80Δ
- Pseudo strike
- 8.29
- IV
- 274.4%
- B/E move
- 5.9%
- Pseudo strike
- 12.70
- IV
- 106.7%
- B/E move
- 1.8%
Options history
Table
| Date | IV (%) |
|---|---|
| 161.95% | |
| 167.93% | |
| 165.46% | |
| 164.94% | |
| 170.53% |