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Defiance Daily Target 2X Long IREN ETF IRE

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Market dataready · fetched 2026-10-22T21:16:10.990Z

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 · 2026-10-22T21:15:58.69968229Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:16:09.949067+00:00

Share price$3.25
1D-10.6%
AH$3.06$3.20$3.34$3.49$3.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIRE
Sold putSold callAH

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$0.08$1.40$2.71$4.02$5.33$-0.11$3.31$6.73$10.15$13.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IRE spot · $3.25IRE PRICE$0.23$0.23$0.30$0.37$0.45$0.52$0.59$0.70$0.80$0.91$1.02$1.13$1.23$0.32$0.41$0.51$0.64$0.85$1.06$1.27$1.59$1.93$2.29$2.68$3.34$4.95
PutsExpensive1.17×
CallsExpensive1.60×
SkewBullish-17.45 pp
Implied moveBearish±$1.87
TiltBearish44.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.07330.4%278.4%2.31218.2%38.6%
25Δ5.99219.2%91.3%2.57211.9%33.6%
30Δ5.62227.1%82.3%2.83205.6%28.7%
35Δ5.26235.0%73.3%3.10203.3%24.6%
40Δ4.88239.6%63.9%3.38209.0%22.1%
45Δ4.46235.7%53.3%3.67214.7%19.7%
50Δ4.04231.9%42.6%3.96220.4%17.2%
55Δ3.74234.7%36.6%4.36224.8%15.0%
60Δ3.45238.3%31.0%4.76229.0%12.8%
65Δ3.17241.9%25.5%5.19230.5%10.6%
70Δ2.89238.9%20.4%5.65228.0%8.5%
75Δ2.64227.0%16.0%6.38234.7%6.6%
80Δ2.39215.0%11.5%8.04257.4%5.1%

20Δ

Calls
Pseudo strike
12.07
IV
330.4%
B/E move
278.4%
Puts
Pseudo strike
2.31
IV
218.2%
B/E move
38.6%

25Δ

Calls
Pseudo strike
5.99
IV
219.2%
B/E move
91.3%
Puts
Pseudo strike
2.57
IV
211.9%
B/E move
33.6%

30Δ

Calls
Pseudo strike
5.62
IV
227.1%
B/E move
82.3%
Puts
Pseudo strike
2.83
IV
205.6%
B/E move
28.7%

35Δ

Calls
Pseudo strike
5.26
IV
235.0%
B/E move
73.3%
Puts
Pseudo strike
3.10
IV
203.3%
B/E move
24.6%

40Δ

Calls
Pseudo strike
4.88
IV
239.6%
B/E move
63.9%
Puts
Pseudo strike
3.38
IV
209.0%
B/E move
22.1%

45Δ

Calls
Pseudo strike
4.46
IV
235.7%
B/E move
53.3%
Puts
Pseudo strike
3.67
IV
214.7%
B/E move
19.7%

50Δ

Calls
Pseudo strike
4.04
IV
231.9%
B/E move
42.6%
Puts
Pseudo strike
3.96
IV
220.4%
B/E move
17.2%

55Δ

Calls
Pseudo strike
3.74
IV
234.7%
B/E move
36.6%
Puts
Pseudo strike
4.36
IV
224.8%
B/E move
15.0%

60Δ

Calls
Pseudo strike
3.45
IV
238.3%
B/E move
31.0%
Puts
Pseudo strike
4.76
IV
229.0%
B/E move
12.8%

65Δ

Calls
Pseudo strike
3.17
IV
241.9%
B/E move
25.5%
Puts
Pseudo strike
5.19
IV
230.5%
B/E move
10.6%

70Δ

Calls
Pseudo strike
2.89
IV
238.9%
B/E move
20.4%
Puts
Pseudo strike
5.65
IV
228.0%
B/E move
8.5%

75Δ

Calls
Pseudo strike
2.64
IV
227.0%
B/E move
16.0%
Puts
Pseudo strike
6.38
IV
234.7%
B/E move
6.6%

80Δ

Calls
Pseudo strike
2.39
IV
215.0%
B/E move
11.5%
Puts
Pseudo strike
8.04
IV
257.4%
B/E move
5.1%

Options history

No recorded observations