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Defiance Drone and Modern Warfare ETF JEDI

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Market datapartial · fetched 2026-10-23T18:37:57.383Z

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 · 2026-10-23T18:36:49.213302974Z

FundamentalsAlpha Vantage · unavailable

Share price$20.53
1D+3.8%
$19.64$19.88$20.12$20.36$20.605:30 AM6:30 AM9:00 AM1:00 PMJEDI
Sold putSold call

Defiance Drone and Modern Warfare ETF options

Live interpolated JEDI call and put midpoint premiums by absolute delta.Defiance Drone and Modern Warfare ETF$0.18$2.01$3.85$5.68$7.52$15.00$18.23$21.46$24.69$27.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JEDI spot · $20.53JEDI PRICE$0.38$0.40$0.50$0.61$0.76$0.91$1.09$1.31$1.53$1.74$1.95$2.13$2.24$0.49$0.65$0.82$1.00$1.17$1.49$1.82$2.22$2.67$3.21$4.13$5.24$6.99
PutsFair1.02×
CallsCheap0.77×
SkewBearish+23.14 pp
Implied moveBearish±$2.91
TiltBearish34.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.3464.2%20.4%17.7970.6%15.8%
25Δ22.8750.3%13.4%18.4268.9%13.5%
30Δ22.3749.4%11.4%18.9868.3%11.5%
35Δ21.9049.0%9.7%19.4966.7%9.9%
40Δ21.5349.8%8.6%19.9965.0%8.3%
45Δ21.1750.6%7.5%20.4967.7%7.5%
50Δ20.7951.8%6.6%20.9970.5%6.6%
55Δ20.4253.4%5.8%21.5772.5%5.8%
60Δ20.0455.0%5.1%22.1874.7%4.9%
65Δ19.6654.1%4.2%22.8977.2%4.2%
70Δ19.2752.9%3.4%23.9284.2%3.6%
75Δ18.9450.5%2.6%25.1790.4%2.9%
80Δ18.7344.9%2.1%27.04100.3%2.3%

20Δ

Calls
Pseudo strike
24.34
IV
64.2%
B/E move
20.4%
Puts
Pseudo strike
17.79
IV
70.6%
B/E move
15.8%

25Δ

Calls
Pseudo strike
22.87
IV
50.3%
B/E move
13.4%
Puts
Pseudo strike
18.42
IV
68.9%
B/E move
13.5%

30Δ

Calls
Pseudo strike
22.37
IV
49.4%
B/E move
11.4%
Puts
Pseudo strike
18.98
IV
68.3%
B/E move
11.5%

35Δ

Calls
Pseudo strike
21.90
IV
49.0%
B/E move
9.7%
Puts
Pseudo strike
19.49
IV
66.7%
B/E move
9.9%

40Δ

Calls
Pseudo strike
21.53
IV
49.8%
B/E move
8.6%
Puts
Pseudo strike
19.99
IV
65.0%
B/E move
8.3%

45Δ

Calls
Pseudo strike
21.17
IV
50.6%
B/E move
7.5%
Puts
Pseudo strike
20.49
IV
67.7%
B/E move
7.5%

50Δ

Calls
Pseudo strike
20.79
IV
51.8%
B/E move
6.6%
Puts
Pseudo strike
20.99
IV
70.5%
B/E move
6.6%

55Δ

Calls
Pseudo strike
20.42
IV
53.4%
B/E move
5.8%
Puts
Pseudo strike
21.57
IV
72.5%
B/E move
5.8%

60Δ

Calls
Pseudo strike
20.04
IV
55.0%
B/E move
5.1%
Puts
Pseudo strike
22.18
IV
74.7%
B/E move
4.9%

65Δ

Calls
Pseudo strike
19.66
IV
54.1%
B/E move
4.2%
Puts
Pseudo strike
22.89
IV
77.2%
B/E move
4.2%

70Δ

Calls
Pseudo strike
19.27
IV
52.9%
B/E move
3.4%
Puts
Pseudo strike
23.92
IV
84.2%
B/E move
3.6%

75Δ

Calls
Pseudo strike
18.94
IV
50.5%
B/E move
2.6%
Puts
Pseudo strike
25.17
IV
90.4%
B/E move
2.9%

80Δ

Calls
Pseudo strike
18.73
IV
44.9%
B/E move
2.1%
Puts
Pseudo strike
27.04
IV
100.3%
B/E move
2.3%

Options history

No recorded observations