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Defiance R2000 Weekly Distribution ETF IWMY

i

Market dataready · fetched 2026-11-12T03:07:10.372Z

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 · 2026-11-12T01:00:00.040364028Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:07:10.035595+00:00

Share price$16.53
1D-0.2%
AH$16.46$16.49$16.51$16.54$16.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIWMY
Sold putSold callAH

Defiance R2000 Weekly Distribution ETF options

Live interpolated IWMY call and put midpoint premiums by absolute delta.Defiance R2000 Weekly Distribution ETF$0.16$0.30$0.44$0.58$0.71$15.74$16.14$16.53$16.93$17.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive IWMY spot · $16.53IWMY PRICE$0.17$0.23$0.29$0.34$0.40$0.45$0.51$0.56$0.62$0.67$0.35$0.36$0.39$0.41$0.44$0.47$0.49$0.52$0.55$0.57$0.60
Puts——
Calls——
Skew——
Implied moveBearish±$0.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.44114.8%14.7%
25Δ15.0992.4%10.9%
30Δ16.8022.0%2.7%15.3085.6%9.8%
35Δ16.7123.2%2.5%15.5178.8%8.7%
40Δ16.6224.4%2.3%15.7272.1%7.6%
45Δ16.5325.6%2.1%15.9365.3%6.4%
50Δ16.4526.8%1.9%16.1458.5%5.3%
55Δ16.3628.0%1.7%16.3551.7%4.2%
60Δ16.2729.2%1.5%16.5644.9%3.1%
65Δ16.1830.4%1.3%16.7738.1%2.0%
70Δ16.0931.5%1.1%16.9931.3%0.9%
75Δ16.0032.7%0.9%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.44
IV
114.8%
B/E move
14.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.09
IV
92.4%
B/E move
10.9%

30Δ

Calls
Pseudo strike
16.80
IV
22.0%
B/E move
2.7%
Puts
Pseudo strike
15.30
IV
85.6%
B/E move
9.8%

35Δ

Calls
Pseudo strike
16.71
IV
23.2%
B/E move
2.5%
Puts
Pseudo strike
15.51
IV
78.8%
B/E move
8.7%

40Δ

Calls
Pseudo strike
16.62
IV
24.4%
B/E move
2.3%
Puts
Pseudo strike
15.72
IV
72.1%
B/E move
7.6%

45Δ

Calls
Pseudo strike
16.53
IV
25.6%
B/E move
2.1%
Puts
Pseudo strike
15.93
IV
65.3%
B/E move
6.4%

50Δ

Calls
Pseudo strike
16.45
IV
26.8%
B/E move
1.9%
Puts
Pseudo strike
16.14
IV
58.5%
B/E move
5.3%

55Δ

Calls
Pseudo strike
16.36
IV
28.0%
B/E move
1.7%
Puts
Pseudo strike
16.35
IV
51.7%
B/E move
4.2%

60Δ

Calls
Pseudo strike
16.27
IV
29.2%
B/E move
1.5%
Puts
Pseudo strike
16.56
IV
44.9%
B/E move
3.1%

65Δ

Calls
Pseudo strike
16.18
IV
30.4%
B/E move
1.3%
Puts
Pseudo strike
16.77
IV
38.1%
B/E move
2.0%

70Δ

Calls
Pseudo strike
16.09
IV
31.5%
B/E move
1.1%
Puts
Pseudo strike
16.99
IV
31.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
16.00
IV
32.7%
B/E move
0.9%
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 blend35.12%
Daily close
IWMY32.4%37.3%42.2%2026-08-19: 41.56%2026-09-11: 33.07%2026-09-28: 39.14%2026-10-07: 35.12%Aug 19Sep 11Oct 7
4 observations2026-08-19 — 2026-10-07
Table
DateIV (%)
41.56%
33.07%
39.14%
35.12%