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Defiance Drone and Modern Warfare ETF JEDI

i

Market dataready · fetched 2026-11-13T02:40:27.344Z

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 · 2026-11-13T01:00:00.052096053Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:40:26.994088+00:00

Share price$20.91
1D-6.6%
AH$20.53$20.95$21.37$21.79$22.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJEDI
Sold putSold callAH

Defiance Drone and Modern Warfare ETF options

Live interpolated JEDI call and put midpoint premiums by absolute delta.Defiance Drone and Modern Warfare ETF$0.25$1.14$2.04$2.94$3.83$16.45$18.67$20.89$23.10$25.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JEDI spot · $20.91JEDI PRICE$0.44$0.48$0.34$0.52$0.70$0.88$1.06$1.25$1.44$1.63$2.19$2.85$3.57$0.48$0.51$0.57$0.63$0.69$0.75$0.81$0.89$0.97$1.05$1.14$1.22$2.01
PutsCheap0.66×
CallsCheap0.85×
SkewBullish-27.07 pp
Implied moveBullish±$1.87
TiltBullish19.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.47141.9%23.9%18.16129.2%15.4%
25Δ23.82116.0%16.2%19.07104.8%11.3%
30Δ21.9558.1%6.6%19.4696.1%9.7%
35Δ21.7366.3%6.4%19.8587.4%8.1%
40Δ21.5174.6%6.2%20.2478.6%6.5%
45Δ21.2982.8%6.1%20.6369.9%4.9%
50Δ21.0891.0%5.9%21.0161.5%3.4%
55Δ20.7693.8%5.3%21.2058.3%2.9%
60Δ20.4093.6%4.4%21.3855.0%2.4%
65Δ20.0393.4%3.6%21.5651.8%1.9%
70Δ19.43109.9%3.4%21.7548.5%1.4%
75Δ18.73127.9%3.2%21.9345.3%0.9%
80Δ17.90142.9%2.7%22.7853.8%0.7%

20Δ

Calls
Pseudo strike
25.47
IV
141.9%
B/E move
23.9%
Puts
Pseudo strike
18.16
IV
129.2%
B/E move
15.4%

25Δ

Calls
Pseudo strike
23.82
IV
116.0%
B/E move
16.2%
Puts
Pseudo strike
19.07
IV
104.8%
B/E move
11.3%

30Δ

Calls
Pseudo strike
21.95
IV
58.1%
B/E move
6.6%
Puts
Pseudo strike
19.46
IV
96.1%
B/E move
9.7%

35Δ

Calls
Pseudo strike
21.73
IV
66.3%
B/E move
6.4%
Puts
Pseudo strike
19.85
IV
87.4%
B/E move
8.1%

40Δ

Calls
Pseudo strike
21.51
IV
74.6%
B/E move
6.2%
Puts
Pseudo strike
20.24
IV
78.6%
B/E move
6.5%

45Δ

Calls
Pseudo strike
21.29
IV
82.8%
B/E move
6.1%
Puts
Pseudo strike
20.63
IV
69.9%
B/E move
4.9%

50Δ

Calls
Pseudo strike
21.08
IV
91.0%
B/E move
5.9%
Puts
Pseudo strike
21.01
IV
61.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
20.76
IV
93.8%
B/E move
5.3%
Puts
Pseudo strike
21.20
IV
58.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
20.40
IV
93.6%
B/E move
4.4%
Puts
Pseudo strike
21.38
IV
55.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
20.03
IV
93.4%
B/E move
3.6%
Puts
Pseudo strike
21.56
IV
51.8%
B/E move
1.9%

70Δ

Calls
Pseudo strike
19.43
IV
109.9%
B/E move
3.4%
Puts
Pseudo strike
21.75
IV
48.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
18.73
IV
127.9%
B/E move
3.2%
Puts
Pseudo strike
21.93
IV
45.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
17.90
IV
142.9%
B/E move
2.7%
Puts
Pseudo strike
22.78
IV
53.8%
B/E move
0.7%

Options history

IV · four-Friday blend57.02%
Daily EOD
JEDI53.4%55.5%57.7%2026-10-19: 54.62%2026-10-20: 56.80%2026-10-21: 54.21%2026-10-22: 55.51%2026-10-23: 57.38%2026-10-26: 56.10%2026-10-27: 54.54%2026-10-28: 53.70%2026-10-29: 54.79%2026-10-30: 57.02%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.62%
56.80%
54.21%
55.51%
57.38%
56.10%
54.54%
53.70%
54.79%
57.02%