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Defiance Daily Target 2X Long MRNA ETF MRNX

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Market datapartial · fetched 2026-10-23T16:45:05.167Z

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 · 2026-10-23T16:45:01.704894035Z

FundamentalsAlpha Vantage · unavailable

Share price$142.79
1D+12.8%
$119$125$132$138$1445:30 AM6:30 AM9:00 AM1:00 PMMRNX
Sold putSold call

Defiance Daily Target 2X Long MRNA ETF options

Live interpolated MRNX call and put midpoint premiums by absolute delta.Defiance Daily Target 2X Long MRNA ETF$2.76$36.77$70.77$104.78$138.78$14.87$74.67$134.47$194.28$254.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRNX spot · $142.79MRNX PRICE$6.44$8.55$10.68$13.00$15.44$18.10$21.10$24.27$27.81$31.72$35.47$39.89$45.45$10.69$14.98$19.72$24.85$30.55$36.00$43.66$52.34$62.36$75.29$89.54$105.94$128.98
PutsCheap0.73×
CallsCheap0.79×
SkewBearish+15.75 pp
Implied moveBearish±$64.76
TiltBearish40.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ248.25180.9%78.4%106.10185.0%33.2%
25Δ229.03182.0%66.4%115.36189.6%29.7%
30Δ210.89179.7%55.2%124.84191.5%26.4%
35Δ195.96178.6%46.3%134.41192.1%23.3%
40Δ182.83176.7%38.9%144.17191.9%20.4%
45Δ171.42175.7%32.7%153.71188.5%17.6%
50Δ161.33176.2%27.8%164.61190.4%15.3%
55Δ151.72175.8%23.2%176.34190.8%13.2%
60Δ142.60176.3%19.3%189.29192.5%11.1%
65Δ133.71176.9%15.9%204.83195.7%9.3%
70Δ124.95173.4%12.3%221.63196.8%7.5%
75Δ116.39171.4%9.4%240.48196.6%5.8%
80Δ107.44171.9%7.1%265.75198.9%4.2%

20Δ

Calls
Pseudo strike
248.25
IV
180.9%
B/E move
78.4%
Puts
Pseudo strike
106.10
IV
185.0%
B/E move
33.2%

25Δ

Calls
Pseudo strike
229.03
IV
182.0%
B/E move
66.4%
Puts
Pseudo strike
115.36
IV
189.6%
B/E move
29.7%

30Δ

Calls
Pseudo strike
210.89
IV
179.7%
B/E move
55.2%
Puts
Pseudo strike
124.84
IV
191.5%
B/E move
26.4%

35Δ

Calls
Pseudo strike
195.96
IV
178.6%
B/E move
46.3%
Puts
Pseudo strike
134.41
IV
192.1%
B/E move
23.3%

40Δ

Calls
Pseudo strike
182.83
IV
176.7%
B/E move
38.9%
Puts
Pseudo strike
144.17
IV
191.9%
B/E move
20.4%

45Δ

Calls
Pseudo strike
171.42
IV
175.7%
B/E move
32.7%
Puts
Pseudo strike
153.71
IV
188.5%
B/E move
17.6%

50Δ

Calls
Pseudo strike
161.33
IV
176.2%
B/E move
27.8%
Puts
Pseudo strike
164.61
IV
190.4%
B/E move
15.3%

55Δ

Calls
Pseudo strike
151.72
IV
175.8%
B/E move
23.2%
Puts
Pseudo strike
176.34
IV
190.8%
B/E move
13.2%

60Δ

Calls
Pseudo strike
142.60
IV
176.3%
B/E move
19.3%
Puts
Pseudo strike
189.29
IV
192.5%
B/E move
11.1%

65Δ

Calls
Pseudo strike
133.71
IV
176.9%
B/E move
15.9%
Puts
Pseudo strike
204.83
IV
195.7%
B/E move
9.3%

70Δ

Calls
Pseudo strike
124.95
IV
173.4%
B/E move
12.3%
Puts
Pseudo strike
221.63
IV
196.8%
B/E move
7.5%

75Δ

Calls
Pseudo strike
116.39
IV
171.4%
B/E move
9.4%
Puts
Pseudo strike
240.48
IV
196.6%
B/E move
5.8%

80Δ

Calls
Pseudo strike
107.44
IV
171.9%
B/E move
7.1%
Puts
Pseudo strike
265.75
IV
198.9%
B/E move
4.2%

Options history

No recorded observations