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Tidal Trust II Defiance Leveraged Long Income MSTR ETF MST

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Market datapartial · fetched 2026-10-22T12:31:47.529Z

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 · 2026-10-22T12:18:42.664945068Z

FundamentalsAlpha Vantage · unavailable

Share price$12.62
1D
Price history unavailable.

Tidal Trust II Defiance Leveraged Long Income MSTR ETF options

Live interpolated MST call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Leveraged Long Income MSTR ETF$0.36$1.63$2.89$4.16$5.42$5.69$9.27$12.86$16.44$20.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MST spot · $12.62MST PRICE$0.50$0.60$0.78$1.00$1.24$1.49$1.71$2.02$2.38$2.82$3.45$4.23$5.06$0.58$0.77$0.91$0.99$1.14$1.32$1.52$1.78$2.05$2.31$2.56$2.88$3.34
PutsCheap0.62×
CallsExpensive1.25×
SkewBullish-72.85 pp
Implied moveBullish±$3.23
TiltBullish10.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.95151.7%62.1%10.03123.3%25.1%
25Δ17.65135.1%44.7%10.64120.3%21.7%
30Δ16.68136.9%38.4%11.23113.5%18.2%
35Δ16.13145.9%35.8%11.78101.2%14.5%
40Δ15.49153.0%32.6%12.2594.8%11.9%
45Δ14.76156.7%28.8%12.6692.4%10.1%
50Δ13.92154.7%23.9%13.0790.2%8.4%
55Δ13.23159.3%20.9%13.5089.6%7.2%
60Δ12.52164.6%18.1%13.9288.9%5.9%
65Δ11.79174.4%15.8%14.3286.3%4.8%
70Δ11.03195.6%14.8%14.7183.1%3.7%
75Δ10.09221.2%13.5%15.1580.6%2.7%
80Δ8.99241.9%11.4%15.7179.8%1.9%

20Δ

Calls
Pseudo strike
19.95
IV
151.7%
B/E move
62.1%
Puts
Pseudo strike
10.03
IV
123.3%
B/E move
25.1%

25Δ

Calls
Pseudo strike
17.65
IV
135.1%
B/E move
44.7%
Puts
Pseudo strike
10.64
IV
120.3%
B/E move
21.7%

30Δ

Calls
Pseudo strike
16.68
IV
136.9%
B/E move
38.4%
Puts
Pseudo strike
11.23
IV
113.5%
B/E move
18.2%

35Δ

Calls
Pseudo strike
16.13
IV
145.9%
B/E move
35.8%
Puts
Pseudo strike
11.78
IV
101.2%
B/E move
14.5%

40Δ

Calls
Pseudo strike
15.49
IV
153.0%
B/E move
32.6%
Puts
Pseudo strike
12.25
IV
94.8%
B/E move
11.9%

45Δ

Calls
Pseudo strike
14.76
IV
156.7%
B/E move
28.8%
Puts
Pseudo strike
12.66
IV
92.4%
B/E move
10.1%

50Δ

Calls
Pseudo strike
13.92
IV
154.7%
B/E move
23.9%
Puts
Pseudo strike
13.07
IV
90.2%
B/E move
8.4%

55Δ

Calls
Pseudo strike
13.23
IV
159.3%
B/E move
20.9%
Puts
Pseudo strike
13.50
IV
89.6%
B/E move
7.2%

60Δ

Calls
Pseudo strike
12.52
IV
164.6%
B/E move
18.1%
Puts
Pseudo strike
13.92
IV
88.9%
B/E move
5.9%

65Δ

Calls
Pseudo strike
11.79
IV
174.4%
B/E move
15.8%
Puts
Pseudo strike
14.32
IV
86.3%
B/E move
4.8%

70Δ

Calls
Pseudo strike
11.03
IV
195.6%
B/E move
14.8%
Puts
Pseudo strike
14.71
IV
83.1%
B/E move
3.7%

75Δ

Calls
Pseudo strike
10.09
IV
221.2%
B/E move
13.5%
Puts
Pseudo strike
15.15
IV
80.6%
B/E move
2.7%

80Δ

Calls
Pseudo strike
8.99
IV
241.9%
B/E move
11.4%
Puts
Pseudo strike
15.71
IV
79.8%
B/E move
1.9%

Options history

No recorded observations