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Defiance Daily Target 2x Long LLY ETF LLYX

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Market dataready · fetched 2026-11-12T02:42:24.136Z

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 · 2026-11-12T01:00:00.082098374Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:42:23.774194+00:00

Share price$36.26
1D+2.9%
AH$34.98$35.36$35.74$36.11$36.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLLYX
Sold putSold callAH

Defiance Daily Target 2x Long LLY ETF options

Live interpolated LLYX call and put midpoint premiums by absolute delta.Defiance Daily Target 2x Long LLY ETF$0.35$1.19$2.04$2.88$3.73$30.37$33.48$36.58$39.68$42.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LLYX spot · $36.26LLYX PRICE$0.44$0.58$0.73$0.88$1.03$1.19$1.34$1.49$1.78$2.08$2.51$2.97$3.49$0.50$0.68$0.81$0.92$1.07$1.22$1.54$1.87$2.19$2.51$2.83$3.15$3.47
PutsCheap0.74×
CallsCheap0.69×
SkewBullish-4.08 pp
Implied moveBearish±$2.88
TiltBearish5.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.3773.5%12.5%33.1573.3%9.9%
25Δ39.5169.7%10.6%33.7674.5%8.8%
30Δ38.9368.0%9.4%34.4271.0%7.3%
35Δ38.3566.4%8.2%35.0764.9%5.8%
40Δ37.7764.7%7.0%35.5562.0%4.9%
45Δ37.2063.0%5.9%36.0359.3%4.0%
50Δ36.6261.4%4.7%36.5158.6%3.6%
55Δ36.0459.7%3.5%36.9958.0%3.1%
60Δ35.5761.2%3.0%37.4657.3%2.7%
65Δ35.1062.8%2.6%37.9456.6%2.3%
70Δ34.5465.7%2.2%38.4256.0%1.9%
75Δ33.9468.8%1.8%38.8955.3%1.4%
80Δ33.2869.7%1.4%39.3754.6%1.0%

20Δ

Calls
Pseudo strike
40.37
IV
73.5%
B/E move
12.5%
Puts
Pseudo strike
33.15
IV
73.3%
B/E move
9.9%

25Δ

Calls
Pseudo strike
39.51
IV
69.7%
B/E move
10.6%
Puts
Pseudo strike
33.76
IV
74.5%
B/E move
8.8%

30Δ

Calls
Pseudo strike
38.93
IV
68.0%
B/E move
9.4%
Puts
Pseudo strike
34.42
IV
71.0%
B/E move
7.3%

35Δ

Calls
Pseudo strike
38.35
IV
66.4%
B/E move
8.2%
Puts
Pseudo strike
35.07
IV
64.9%
B/E move
5.8%

40Δ

Calls
Pseudo strike
37.77
IV
64.7%
B/E move
7.0%
Puts
Pseudo strike
35.55
IV
62.0%
B/E move
4.9%

45Δ

Calls
Pseudo strike
37.20
IV
63.0%
B/E move
5.9%
Puts
Pseudo strike
36.03
IV
59.3%
B/E move
4.0%

50Δ

Calls
Pseudo strike
36.62
IV
61.4%
B/E move
4.7%
Puts
Pseudo strike
36.51
IV
58.6%
B/E move
3.6%

55Δ

Calls
Pseudo strike
36.04
IV
59.7%
B/E move
3.5%
Puts
Pseudo strike
36.99
IV
58.0%
B/E move
3.1%

60Δ

Calls
Pseudo strike
35.57
IV
61.2%
B/E move
3.0%
Puts
Pseudo strike
37.46
IV
57.3%
B/E move
2.7%

65Δ

Calls
Pseudo strike
35.10
IV
62.8%
B/E move
2.6%
Puts
Pseudo strike
37.94
IV
56.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
34.54
IV
65.7%
B/E move
2.2%
Puts
Pseudo strike
38.42
IV
56.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
33.94
IV
68.8%
B/E move
1.8%
Puts
Pseudo strike
38.89
IV
55.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
33.28
IV
69.7%
B/E move
1.4%
Puts
Pseudo strike
39.37
IV
54.6%
B/E move
1.0%

Options history

IV · four-Friday blend68.58%
Daily EOD
LLYX68.0%72.4%76.8%2026-10-19: 73.98%2026-10-20: 73.36%2026-10-21: 72.84%2026-10-22: 74.14%2026-10-23: 73.81%2026-10-26: 75.70%2026-10-27: 75.70%2026-10-28: 76.20%2026-10-30: 68.58%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.98%
73.36%
72.84%
74.14%
73.81%
75.70%
75.70%
76.20%
68.58%