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Defiance Daily Target 2X Long MRNA ETF MRNX

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Market datapartial · fetched 2026-10-22T22:42:57.664Z

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 · 2026-10-22T22:35:48.177537901Z

FundamentalsAlpha Vantage · unavailable

Share price$132.11
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$4.06$25.35$46.64$67.93$89.22$12.36$71.52$130.69$189.85$249.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRNX spot · $132.11MRNX PRICE$6.37$8.41$10.69$13.12$15.70$18.59$21.86$25.01$28.96$33.22$38.10$43.61$51.45$9.50$12.78$16.71$20.39$25.04$30.09$35.22$41.06$48.37$55.77$62.71$72.07$83.08
PutsCheap0.65×
CallsCheap0.93×
SkewBullish-35.52 pp
Implied moveBearish±$57.07
TiltBearish23.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ243.84194.1%89.4%98.71176.3%32.5%
25Δ222.60194.2%74.9%107.31175.1%28.4%
30Δ206.25196.1%64.2%115.53176.5%25.2%
35Δ191.49197.0%54.9%123.67172.7%21.8%
40Δ178.04197.1%46.7%131.89172.8%19.1%
45Δ166.29198.6%39.9%140.25172.1%16.6%
50Δ155.87202.1%34.5%148.58169.6%14.2%
55Δ144.84200.6%28.6%157.28167.7%12.0%
60Δ135.24204.7%24.3%167.09167.8%10.1%
65Δ125.53207.7%20.2%176.97165.7%8.3%
70Δ115.80211.8%16.5%186.26160.8%6.5%
75Δ105.78216.1%13.1%197.74158.2%4.9%
80Δ94.71232.0%10.6%210.62155.1%3.5%

20Δ

Calls
Pseudo strike
243.84
IV
194.1%
B/E move
89.4%
Puts
Pseudo strike
98.71
IV
176.3%
B/E move
32.5%

25Δ

Calls
Pseudo strike
222.60
IV
194.2%
B/E move
74.9%
Puts
Pseudo strike
107.31
IV
175.1%
B/E move
28.4%

30Δ

Calls
Pseudo strike
206.25
IV
196.1%
B/E move
64.2%
Puts
Pseudo strike
115.53
IV
176.5%
B/E move
25.2%

35Δ

Calls
Pseudo strike
191.49
IV
197.0%
B/E move
54.9%
Puts
Pseudo strike
123.67
IV
172.7%
B/E move
21.8%

40Δ

Calls
Pseudo strike
178.04
IV
197.1%
B/E move
46.7%
Puts
Pseudo strike
131.89
IV
172.8%
B/E move
19.1%

45Δ

Calls
Pseudo strike
166.29
IV
198.6%
B/E move
39.9%
Puts
Pseudo strike
140.25
IV
172.1%
B/E move
16.6%

50Δ

Calls
Pseudo strike
155.87
IV
202.1%
B/E move
34.5%
Puts
Pseudo strike
148.58
IV
169.6%
B/E move
14.2%

55Δ

Calls
Pseudo strike
144.84
IV
200.6%
B/E move
28.6%
Puts
Pseudo strike
157.28
IV
167.7%
B/E move
12.0%

60Δ

Calls
Pseudo strike
135.24
IV
204.7%
B/E move
24.3%
Puts
Pseudo strike
167.09
IV
167.8%
B/E move
10.1%

65Δ

Calls
Pseudo strike
125.53
IV
207.7%
B/E move
20.2%
Puts
Pseudo strike
176.97
IV
165.7%
B/E move
8.3%

70Δ

Calls
Pseudo strike
115.80
IV
211.8%
B/E move
16.5%
Puts
Pseudo strike
186.26
IV
160.8%
B/E move
6.5%

75Δ

Calls
Pseudo strike
105.78
IV
216.1%
B/E move
13.1%
Puts
Pseudo strike
197.74
IV
158.2%
B/E move
4.9%

80Δ

Calls
Pseudo strike
94.71
IV
232.0%
B/E move
10.6%
Puts
Pseudo strike
210.62
IV
155.1%
B/E move
3.5%

Options history

No recorded observations