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Defiance Daily Target 2x Long LLY ETF LLYX

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Market datapartial · fetched 2026-10-22T22:59:55.839Z

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 · 2026-10-22T22:30:00.002284967Z

FundamentalsAlpha Vantage · unavailable

Share price$30.60
1D+3.2%
AH$29.23$29.77$30.30$30.83$31.375:30 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$0.75$2.07$3.39$4.71$6.04$21.60$26.01$30.43$34.84$39.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LLYX spot · $30.60LLYX PRICE$1.36$1.73$2.08$2.45$2.84$3.24$3.70$4.46$4.77$5.66$0.89$1.21$1.54$1.89$2.26$2.67$3.14$3.65$4.23$4.99
PutsExpensive1.22×
CallsExpensive1.05×
SkewBullish-0.57 pp
Implied moveBearish±$5.59
TiltBullish9.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.9482.2%18.1%
25Δ26.9482.9%15.9%
30Δ27.9182.6%13.8%
35Δ34.0675.1%15.8%28.8481.5%11.9%
40Δ33.2979.1%14.4%29.7380.2%10.2%
45Δ32.4280.7%12.7%30.6079.2%8.7%
50Δ31.5181.2%11.0%31.4678.7%7.4%
55Δ30.6281.7%9.4%32.3378.0%6.3%
60Δ29.7480.9%7.8%33.2477.6%5.2%
65Δ28.8580.4%6.4%34.2778.7%4.3%
70Δ27.8585.9%5.6%
75Δ27.0679.5%4.0%
80Δ25.9282.7%3.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.94
IV
82.2%
B/E move
18.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.94
IV
82.9%
B/E move
15.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.91
IV
82.6%
B/E move
13.8%

35Δ

Calls
Pseudo strike
34.06
IV
75.1%
B/E move
15.8%
Puts
Pseudo strike
28.84
IV
81.5%
B/E move
11.9%

40Δ

Calls
Pseudo strike
33.29
IV
79.1%
B/E move
14.4%
Puts
Pseudo strike
29.73
IV
80.2%
B/E move
10.2%

45Δ

Calls
Pseudo strike
32.42
IV
80.7%
B/E move
12.7%
Puts
Pseudo strike
30.60
IV
79.2%
B/E move
8.7%

50Δ

Calls
Pseudo strike
31.51
IV
81.2%
B/E move
11.0%
Puts
Pseudo strike
31.46
IV
78.7%
B/E move
7.4%

55Δ

Calls
Pseudo strike
30.62
IV
81.7%
B/E move
9.4%
Puts
Pseudo strike
32.33
IV
78.0%
B/E move
6.3%

60Δ

Calls
Pseudo strike
29.74
IV
80.9%
B/E move
7.8%
Puts
Pseudo strike
33.24
IV
77.6%
B/E move
5.2%

65Δ

Calls
Pseudo strike
28.85
IV
80.4%
B/E move
6.4%
Puts
Pseudo strike
34.27
IV
78.7%
B/E move
4.3%

70Δ

Calls
Pseudo strike
27.85
IV
85.9%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
27.06
IV
79.5%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.92
IV
82.7%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations