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Defiance Daily Target 2X Long MRNA ETF MRNX

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Market datapartial · fetched 2026-10-22T21:54:45.935Z

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 · 2026-10-22T21:20:04.006427269Z

FundamentalsAlpha Vantage · unavailable

Share price$133.00
1D-35.4%
AH$95$125$155$185$2155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRNX
Sold putSold callAH

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$3.94$26.37$48.81$71.24$93.67$12.64$71.72$130.81$189.90$248.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRNX spot · $133.00MRNX PRICE$6.36$8.40$10.67$13.09$15.67$18.52$21.77$24.88$28.80$33.10$37.81$43.25$50.14$9.66$13.19$17.04$21.08$25.77$30.78$36.31$42.70$50.12$58.40$65.54$75.67$87.21
PutsCheap0.66×
CallsCheap0.92×
SkewBullish-28.45 pp
Implied moveBearish±$58.08
TiltBearish26.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ243.85192.3%88.1%99.26177.8%32.6%
25Δ222.64192.1%73.7%107.85178.4%28.8%
30Δ206.33193.9%63.2%116.31178.1%25.4%
35Δ191.63194.6%53.9%124.65176.2%22.1%
40Δ178.28194.7%45.8%133.03175.6%19.4%
45Δ166.51195.8%39.1%141.48174.1%16.8%
50Δ156.18199.1%33.8%150.18172.6%14.4%
55Δ145.20197.2%27.9%159.41171.7%12.2%
60Δ135.71201.1%23.7%169.43171.3%10.3%
65Δ126.14204.5%19.7%180.21170.4%8.4%
70Δ116.48207.2%16.0%189.81165.1%6.6%
75Δ106.60211.1%12.7%202.03162.8%5.0%
80Δ96.02219.8%9.9%215.50159.5%3.5%

20Δ

Calls
Pseudo strike
243.85
IV
192.3%
B/E move
88.1%
Puts
Pseudo strike
99.26
IV
177.8%
B/E move
32.6%

25Δ

Calls
Pseudo strike
222.64
IV
192.1%
B/E move
73.7%
Puts
Pseudo strike
107.85
IV
178.4%
B/E move
28.8%

30Δ

Calls
Pseudo strike
206.33
IV
193.9%
B/E move
63.2%
Puts
Pseudo strike
116.31
IV
178.1%
B/E move
25.4%

35Δ

Calls
Pseudo strike
191.63
IV
194.6%
B/E move
53.9%
Puts
Pseudo strike
124.65
IV
176.2%
B/E move
22.1%

40Δ

Calls
Pseudo strike
178.28
IV
194.7%
B/E move
45.8%
Puts
Pseudo strike
133.03
IV
175.6%
B/E move
19.4%

45Δ

Calls
Pseudo strike
166.51
IV
195.8%
B/E move
39.1%
Puts
Pseudo strike
141.48
IV
174.1%
B/E move
16.8%

50Δ

Calls
Pseudo strike
156.18
IV
199.1%
B/E move
33.8%
Puts
Pseudo strike
150.18
IV
172.6%
B/E move
14.4%

55Δ

Calls
Pseudo strike
145.20
IV
197.2%
B/E move
27.9%
Puts
Pseudo strike
159.41
IV
171.7%
B/E move
12.2%

60Δ

Calls
Pseudo strike
135.71
IV
201.1%
B/E move
23.7%
Puts
Pseudo strike
169.43
IV
171.3%
B/E move
10.3%

65Δ

Calls
Pseudo strike
126.14
IV
204.5%
B/E move
19.7%
Puts
Pseudo strike
180.21
IV
170.4%
B/E move
8.4%

70Δ

Calls
Pseudo strike
116.48
IV
207.2%
B/E move
16.0%
Puts
Pseudo strike
189.81
IV
165.1%
B/E move
6.6%

75Δ

Calls
Pseudo strike
106.60
IV
211.1%
B/E move
12.7%
Puts
Pseudo strike
202.03
IV
162.8%
B/E move
5.0%

80Δ

Calls
Pseudo strike
96.02
IV
219.8%
B/E move
9.9%
Puts
Pseudo strike
215.50
IV
159.5%
B/E move
3.5%

Options history

No recorded observations