IntraAlpha
Create free account Start free

Defiance Drone and Modern Warfare ETF JEDI

i

Market datapartial · fetched 2026-10-22T23:24:10.035Z

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 · 2026-10-22T22:30:00.001801619Z

FundamentalsAlpha Vantage · unavailable

Share price$20.13
1D+0.6%
AH$19.80$20.03$20.26$20.48$20.715:30 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$0.29$1.11$1.93$2.75$3.58$14.67$18.08$21.49$24.90$28.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JEDI spot · $20.13JEDI PRICE$0.38$0.44$0.57$0.73$0.91$1.09$1.25$1.41$1.69$1.98$2.28$2.58$3.16$0.41$0.53$0.67$0.82$0.98$1.14$1.33$1.52$1.95$2.65$2.84$3.03$3.34
PutsCheap0.77×
CallsCheap0.90×
SkewBullish-4.71 pp
Implied moveBearish±$2.58
TiltBearish7.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.9464.5%20.8%17.7360.4%14.0%
25Δ22.7555.8%15.2%18.3456.7%11.5%
30Δ22.2757.1%13.5%18.8056.2%9.9%
35Δ21.8258.7%12.0%19.2355.6%8.5%
40Δ21.3960.7%10.8%19.6454.8%7.3%
45Δ20.9762.4%9.6%20.0454.0%6.1%
50Δ20.5160.8%8.1%20.4152.9%5.2%
55Δ20.0559.2%6.6%20.7851.8%4.3%
60Δ19.6060.9%5.7%21.3356.0%3.8%
65Δ19.1463.2%4.9%22.0565.5%3.6%
70Δ18.6763.4%4.1%22.4161.1%2.8%
75Δ18.2062.6%3.2%22.7656.7%2.0%
80Δ17.4967.4%2.6%23.2253.7%1.2%

20Δ

Calls
Pseudo strike
23.94
IV
64.5%
B/E move
20.8%
Puts
Pseudo strike
17.73
IV
60.4%
B/E move
14.0%

25Δ

Calls
Pseudo strike
22.75
IV
55.8%
B/E move
15.2%
Puts
Pseudo strike
18.34
IV
56.7%
B/E move
11.5%

30Δ

Calls
Pseudo strike
22.27
IV
57.1%
B/E move
13.5%
Puts
Pseudo strike
18.80
IV
56.2%
B/E move
9.9%

35Δ

Calls
Pseudo strike
21.82
IV
58.7%
B/E move
12.0%
Puts
Pseudo strike
19.23
IV
55.6%
B/E move
8.5%

40Δ

Calls
Pseudo strike
21.39
IV
60.7%
B/E move
10.8%
Puts
Pseudo strike
19.64
IV
54.8%
B/E move
7.3%

45Δ

Calls
Pseudo strike
20.97
IV
62.4%
B/E move
9.6%
Puts
Pseudo strike
20.04
IV
54.0%
B/E move
6.1%

50Δ

Calls
Pseudo strike
20.51
IV
60.8%
B/E move
8.1%
Puts
Pseudo strike
20.41
IV
52.9%
B/E move
5.2%

55Δ

Calls
Pseudo strike
20.05
IV
59.2%
B/E move
6.6%
Puts
Pseudo strike
20.78
IV
51.8%
B/E move
4.3%

60Δ

Calls
Pseudo strike
19.60
IV
60.9%
B/E move
5.7%
Puts
Pseudo strike
21.33
IV
56.0%
B/E move
3.8%

65Δ

Calls
Pseudo strike
19.14
IV
63.2%
B/E move
4.9%
Puts
Pseudo strike
22.05
IV
65.5%
B/E move
3.6%

70Δ

Calls
Pseudo strike
18.67
IV
63.4%
B/E move
4.1%
Puts
Pseudo strike
22.41
IV
61.1%
B/E move
2.8%

75Δ

Calls
Pseudo strike
18.20
IV
62.6%
B/E move
3.2%
Puts
Pseudo strike
22.76
IV
56.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
17.49
IV
67.4%
B/E move
2.6%
Puts
Pseudo strike
23.22
IV
53.7%
B/E move
1.2%

Options history

No recorded observations