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Defiance R2000 Weekly Distribution ETF IWMY

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Market datapartial · fetched 2026-10-22T16:37:52.554Z

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 · 2026-10-22T16:37:47.838890219Z

FundamentalsAlpha Vantage · unavailable

Share price$16.55
1D+0.6%
$16.45$16.49$16.53$16.56$16.605:30 AM6:30 AM9:00 AM1:00 PMIWMY
Sold putSold call

Defiance R2000 Weekly Distribution ETF options

Live interpolated IWMY call and put midpoint premiums by absolute delta.Defiance R2000 Weekly Distribution ETF$0.18$1.49$2.79$4.09$5.40$13.61$14.86$16.11$17.36$18.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWMY spot · $16.55IWMY PRICE$0.33$0.33$0.34$0.36$0.39$0.41$0.43$0.46$0.48$0.51$0.53$0.55$0.58$0.34$0.37$0.41$0.46$0.61$0.77$0.93$1.09$1.35$1.61$2.13$3.36$5.02
PutsExpensive2.05×
CallsExpensive1.64×
SkewBearish+18.85 pp
Implied moveBearish±$1.36
TiltBearish52.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.9368.3%22.4%14.5560.9%14.1%
25Δ18.6652.0%14.7%15.2050.3%10.4%
30Δ17.9242.1%10.3%15.6144.5%8.2%
35Δ17.7639.5%9.5%16.0139.0%6.0%
40Δ17.6036.8%8.7%16.2640.7%5.4%
45Δ17.4434.2%7.8%16.5142.4%4.9%
50Δ17.2831.5%7.0%16.7644.2%4.3%
55Δ17.1128.9%6.2%17.0245.9%3.7%
60Δ16.9526.2%5.3%17.3747.4%3.2%
65Δ16.7923.6%4.5%17.7149.0%2.7%
70Δ16.6320.9%3.7%18.2855.8%2.4%
75Δ16.4718.3%2.9%19.5273.0%2.4%
80Δ16.3115.6%2.0%21.2289.7%2.1%

20Δ

Calls
Pseudo strike
19.93
IV
68.3%
B/E move
22.4%
Puts
Pseudo strike
14.55
IV
60.9%
B/E move
14.1%

25Δ

Calls
Pseudo strike
18.66
IV
52.0%
B/E move
14.7%
Puts
Pseudo strike
15.20
IV
50.3%
B/E move
10.4%

30Δ

Calls
Pseudo strike
17.92
IV
42.1%
B/E move
10.3%
Puts
Pseudo strike
15.61
IV
44.5%
B/E move
8.2%

35Δ

Calls
Pseudo strike
17.76
IV
39.5%
B/E move
9.5%
Puts
Pseudo strike
16.01
IV
39.0%
B/E move
6.0%

40Δ

Calls
Pseudo strike
17.60
IV
36.8%
B/E move
8.7%
Puts
Pseudo strike
16.26
IV
40.7%
B/E move
5.4%

45Δ

Calls
Pseudo strike
17.44
IV
34.2%
B/E move
7.8%
Puts
Pseudo strike
16.51
IV
42.4%
B/E move
4.9%

50Δ

Calls
Pseudo strike
17.28
IV
31.5%
B/E move
7.0%
Puts
Pseudo strike
16.76
IV
44.2%
B/E move
4.3%

55Δ

Calls
Pseudo strike
17.11
IV
28.9%
B/E move
6.2%
Puts
Pseudo strike
17.02
IV
45.9%
B/E move
3.7%

60Δ

Calls
Pseudo strike
16.95
IV
26.2%
B/E move
5.3%
Puts
Pseudo strike
17.37
IV
47.4%
B/E move
3.2%

65Δ

Calls
Pseudo strike
16.79
IV
23.6%
B/E move
4.5%
Puts
Pseudo strike
17.71
IV
49.0%
B/E move
2.7%

70Δ

Calls
Pseudo strike
16.63
IV
20.9%
B/E move
3.7%
Puts
Pseudo strike
18.28
IV
55.8%
B/E move
2.4%

75Δ

Calls
Pseudo strike
16.47
IV
18.3%
B/E move
2.9%
Puts
Pseudo strike
19.52
IV
73.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
16.31
IV
15.6%
B/E move
2.0%
Puts
Pseudo strike
21.22
IV
89.7%
B/E move
2.1%

Options history

No recorded observations