IntraAlpha
Create free account Start free

Defiance Daily Target 2X Long IREN ETF IRE

i

Market datapartial · fetched 2026-11-11T13:49:19.933Z

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 · 2026-11-11T13:49:13.427989584Z

FundamentalsAlpha Vantage · unavailable

Share price$1.91
1D-0.3%
$1.89$1.90$1.90$1.91$1.915:30 AM6:30 AM9:00 AM1:00 PMIRE
Sold putSold call

Defiance Daily Target 2X Long IREN ETF options

Live interpolated IRE call and put midpoint premiums by absolute delta.Defiance Daily Target 2X Long IREN ETF$0.07$0.38$0.69$1.00$1.32$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIRE PRICE$0.11$0.12$0.14$0.16$0.23$0.30$0.37$0.45$0.52$0.69$0.87$1.05$1.23
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.34407.2%41.8%
25Δ1.50405.0%37.1%
30Δ2.92224.7%58.5%1.66402.8%32.5%
35Δ2.68212.2%46.8%1.82400.7%27.9%
40Δ2.44199.8%35.1%1.98398.5%23.2%
45Δ2.20187.4%23.4%2.20403.7%20.7%
50Δ2.43409.6%18.3%
55Δ2.65415.6%15.9%
60Δ2.88421.5%13.6%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.34
IV
407.2%
B/E move
41.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.50
IV
405.0%
B/E move
37.1%

30Δ

Calls
Pseudo strike
2.92
IV
224.7%
B/E move
58.5%
Puts
Pseudo strike
1.66
IV
402.8%
B/E move
32.5%

35Δ

Calls
Pseudo strike
2.68
IV
212.2%
B/E move
46.8%
Puts
Pseudo strike
1.82
IV
400.7%
B/E move
27.9%

40Δ

Calls
Pseudo strike
2.44
IV
199.8%
B/E move
35.1%
Puts
Pseudo strike
1.98
IV
398.5%
B/E move
23.2%

45Δ

Calls
Pseudo strike
2.20
IV
187.4%
B/E move
23.4%
Puts
Pseudo strike
2.20
IV
403.7%
B/E move
20.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.43
IV
409.6%
B/E move
18.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.65
IV
415.6%
B/E move
15.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.88
IV
421.5%
B/E move
13.6%

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend222.08%
Daily EOD
IRE202.2%212.9%223.6%2026-10-29: 203.65%2026-10-30: 222.08%Oct 29Oct 30
2 observations2026-10-29 — 2026-10-30
Table
DateIV (%)
203.65%
222.08%