Tidal Trust II Defiance Daily Target 2x Short IONQ ETF IONZ
i
Market dataready · fetched 2026-11-11T13:56:34.057Z
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 · 2026-11-11T13:53:02.995942647Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:56:33.623130+00:00
Tidal Trust II Defiance Daily Target 2x Short IONQ ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.35 | 219.8% | 46.5% | 15.90 | 164.7% | 20.1% |
| 25Δ | 25.82 | 220.7% | 39.6% | 16.62 | 162.6% | 17.4% |
| 30Δ | 24.05 | 207.5% | 31.2% | 17.30 | 159.2% | 15.0% |
| 35Δ | 22.86 | 207.0% | 26.1% | 17.94 | 154.3% | 12.7% |
| 40Δ | 21.94 | 208.9% | 22.6% | 18.52 | 153.0% | 11.0% |
| 45Δ | 21.11 | 214.0% | 19.9% | 19.11 | 153.8% | 9.6% |
| 50Δ | 20.18 | 207.6% | 16.4% | 19.77 | 161.8% | 8.6% |
| 55Δ | 19.35 | 205.4% | 13.6% | 20.44 | 164.5% | 7.5% |
| 60Δ | 18.57 | 208.8% | 11.5% | 21.11 | 163.9% | 6.3% |
| 65Δ | 17.78 | 214.5% | 9.8% | 21.78 | 161.2% | 5.1% |
| 70Δ | 16.95 | 217.7% | 8.0% | 22.39 | 155.2% | 4.0% |
| 75Δ | 16.02 | 227.2% | 6.5% | 22.97 | 147.5% | 3.0% |
| 80Δ | 14.81 | 246.6% | 5.4% | 23.74 | 142.0% | 2.2% |
20Δ
- Pseudo strike
- 27.35
- IV
- 219.8%
- B/E move
- 46.5%
- Pseudo strike
- 15.90
- IV
- 164.7%
- B/E move
- 20.1%
25Δ
- Pseudo strike
- 25.82
- IV
- 220.7%
- B/E move
- 39.6%
- Pseudo strike
- 16.62
- IV
- 162.6%
- B/E move
- 17.4%
30Δ
- Pseudo strike
- 24.05
- IV
- 207.5%
- B/E move
- 31.2%
- Pseudo strike
- 17.30
- IV
- 159.2%
- B/E move
- 15.0%
35Δ
- Pseudo strike
- 22.86
- IV
- 207.0%
- B/E move
- 26.1%
- Pseudo strike
- 17.94
- IV
- 154.3%
- B/E move
- 12.7%
40Δ
- Pseudo strike
- 21.94
- IV
- 208.9%
- B/E move
- 22.6%
- Pseudo strike
- 18.52
- IV
- 153.0%
- B/E move
- 11.0%
45Δ
- Pseudo strike
- 21.11
- IV
- 214.0%
- B/E move
- 19.9%
- Pseudo strike
- 19.11
- IV
- 153.8%
- B/E move
- 9.6%
50Δ
- Pseudo strike
- 20.18
- IV
- 207.6%
- B/E move
- 16.4%
- Pseudo strike
- 19.77
- IV
- 161.8%
- B/E move
- 8.6%
55Δ
- Pseudo strike
- 19.35
- IV
- 205.4%
- B/E move
- 13.6%
- Pseudo strike
- 20.44
- IV
- 164.5%
- B/E move
- 7.5%
60Δ
- Pseudo strike
- 18.57
- IV
- 208.8%
- B/E move
- 11.5%
- Pseudo strike
- 21.11
- IV
- 163.9%
- B/E move
- 6.3%
65Δ
- Pseudo strike
- 17.78
- IV
- 214.5%
- B/E move
- 9.8%
- Pseudo strike
- 21.78
- IV
- 161.2%
- B/E move
- 5.1%
70Δ
- Pseudo strike
- 16.95
- IV
- 217.7%
- B/E move
- 8.0%
- Pseudo strike
- 22.39
- IV
- 155.2%
- B/E move
- 4.0%
75Δ
- Pseudo strike
- 16.02
- IV
- 227.2%
- B/E move
- 6.5%
- Pseudo strike
- 22.97
- IV
- 147.5%
- B/E move
- 3.0%
80Δ
- Pseudo strike
- 14.81
- IV
- 246.6%
- B/E move
- 5.4%
- Pseudo strike
- 23.74
- IV
- 142.0%
- B/E move
- 2.2%
Options history
Table
| Date | IV (%) |
|---|---|
| 145.21% | |
| 153.86% | |
| 153.49% | |
| 149.50% |