IntraAlpha
Create free account Start free

Tidal Trust II Defiance Daily Target 2X Long HIMS ETF HIMZ

i

Market datapartial · fetched 2026-10-23T16:48:00.508Z

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 · 2026-10-23T16:39:05.216151909Z

FundamentalsAlpha Vantage · unavailable

Share price$23.72
1D-3.6%
$22.35$22.99$23.62$24.26$24.895:30 AM6:30 AM9:00 AM1:00 PMHIMZ
Sold putSold call

Tidal Trust II Defiance Daily Target 2X Long HIMS ETF options

Live interpolated HIMZ call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Daily Target 2X Long HIMS ETF$0.48$6.21$11.94$17.66$23.39$8.15$15.76$23.36$30.96$38.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HIMZ spot · $23.71HIMZ PRICE$1.10$1.46$1.81$2.25$2.65$3.09$3.54$4.10$4.63$5.29$5.94$6.74$7.56$1.75$2.46$3.16$4.03$5.06$6.11$7.32$8.75$10.39$12.36$14.60$17.61$21.74
PutsExpensive1.45×
CallsExpensive1.33×
SkewBearish+10.84 pp
Implied moveBearish±$10.86
TiltBearish39.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.25187.3%82.8%17.65182.6%32.9%
25Δ38.84188.3%69.9%19.16188.0%29.6%
30Δ35.51184.4%57.4%20.74186.4%25.9%
35Δ33.36188.1%50.2%22.29188.5%23.0%
40Δ30.86184.6%41.3%23.94191.8%20.4%
45Δ28.81182.6%34.5%25.62191.4%17.8%
50Δ26.89178.7%28.3%27.39191.7%15.4%
55Δ25.29179.8%23.9%29.33192.6%13.2%
60Δ23.69176.6%19.4%31.46193.5%11.2%
65Δ22.21178.0%16.0%33.89194.1%9.2%
70Δ20.75175.2%12.5%36.56194.4%7.4%
75Δ19.28175.6%9.8%39.95196.7%5.8%
80Δ17.84172.3%7.1%44.45200.6%4.2%

20Δ

Calls
Pseudo strike
42.25
IV
187.3%
B/E move
82.8%
Puts
Pseudo strike
17.65
IV
182.6%
B/E move
32.9%

25Δ

Calls
Pseudo strike
38.84
IV
188.3%
B/E move
69.9%
Puts
Pseudo strike
19.16
IV
188.0%
B/E move
29.6%

30Δ

Calls
Pseudo strike
35.51
IV
184.4%
B/E move
57.4%
Puts
Pseudo strike
20.74
IV
186.4%
B/E move
25.9%

35Δ

Calls
Pseudo strike
33.36
IV
188.1%
B/E move
50.2%
Puts
Pseudo strike
22.29
IV
188.5%
B/E move
23.0%

40Δ

Calls
Pseudo strike
30.86
IV
184.6%
B/E move
41.3%
Puts
Pseudo strike
23.94
IV
191.8%
B/E move
20.4%

45Δ

Calls
Pseudo strike
28.81
IV
182.6%
B/E move
34.5%
Puts
Pseudo strike
25.62
IV
191.4%
B/E move
17.8%

50Δ

Calls
Pseudo strike
26.89
IV
178.7%
B/E move
28.3%
Puts
Pseudo strike
27.39
IV
191.7%
B/E move
15.4%

55Δ

Calls
Pseudo strike
25.29
IV
179.8%
B/E move
23.9%
Puts
Pseudo strike
29.33
IV
192.6%
B/E move
13.2%

60Δ

Calls
Pseudo strike
23.69
IV
176.6%
B/E move
19.4%
Puts
Pseudo strike
31.46
IV
193.5%
B/E move
11.2%

65Δ

Calls
Pseudo strike
22.21
IV
178.0%
B/E move
16.0%
Puts
Pseudo strike
33.89
IV
194.1%
B/E move
9.2%

70Δ

Calls
Pseudo strike
20.75
IV
175.2%
B/E move
12.5%
Puts
Pseudo strike
36.56
IV
194.4%
B/E move
7.4%

75Δ

Calls
Pseudo strike
19.28
IV
175.6%
B/E move
9.8%
Puts
Pseudo strike
39.95
IV
196.7%
B/E move
5.8%

80Δ

Calls
Pseudo strike
17.84
IV
172.3%
B/E move
7.1%
Puts
Pseudo strike
44.45
IV
200.6%
B/E move
4.2%

Options history

No recorded observations