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Tidal Trust II Defiance Leveraged Long Income MSTR ETF MST

i

Market dataready · fetched 2026-11-11T13:56:49.055Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T13:50:26.670546134Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:56:48.651390+00:00

Share price$8.55
1D-0.6%
$8.54$8.57$8.60$8.62$8.655:30 AM6:30 AM9:00 AM1:00 PMMST
Sold putSold call

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$0.29$1.33$2.37$3.41$4.45$5.33$7.20$9.07$10.94$12.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MST spot · $8.55MST PRICE$0.40$0.45$0.55$0.65$0.72$0.76$0.80$0.84$0.92$1.09$1.27$0.46$0.51$0.58$0.65$0.77$0.90$1.02$1.18$1.42$1.65$3.37$4.15
Puts——
Calls——
Skew——
Implied moveBearish±$1.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.51260.0%29.3%
25Δ11.88236.8%43.6%7.18211.8%21.9%
30Δ7.59193.3%18.0%
35Δ9.72155.4%18.9%7.99174.9%14.1%
40Δ9.43159.2%16.7%8.27169.9%12.3%
45Δ9.14163.1%14.5%8.55165.1%10.5%
50Δ8.88157.9%12.3%8.82160.3%8.7%
55Δ8.64144.1%10.0%9.12157.7%7.2%
60Δ8.41130.4%7.7%9.44159.1%6.2%
65Δ8.17116.7%5.5%9.76160.5%5.2%
70Δ7.94106.5%3.6%
75Δ7.71106.1%2.9%11.55219.2%4.3%
80Δ7.48105.6%2.3%12.42226.7%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.51
IV
260.0%
B/E move
29.3%

25Δ

Calls
Pseudo strike
11.88
IV
236.8%
B/E move
43.6%
Puts
Pseudo strike
7.18
IV
211.8%
B/E move
21.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.59
IV
193.3%
B/E move
18.0%

35Δ

Calls
Pseudo strike
9.72
IV
155.4%
B/E move
18.9%
Puts
Pseudo strike
7.99
IV
174.9%
B/E move
14.1%

40Δ

Calls
Pseudo strike
9.43
IV
159.2%
B/E move
16.7%
Puts
Pseudo strike
8.27
IV
169.9%
B/E move
12.3%

45Δ

Calls
Pseudo strike
9.14
IV
163.1%
B/E move
14.5%
Puts
Pseudo strike
8.55
IV
165.1%
B/E move
10.5%

50Δ

Calls
Pseudo strike
8.88
IV
157.9%
B/E move
12.3%
Puts
Pseudo strike
8.82
IV
160.3%
B/E move
8.7%

55Δ

Calls
Pseudo strike
8.64
IV
144.1%
B/E move
10.0%
Puts
Pseudo strike
9.12
IV
157.7%
B/E move
7.2%

60Δ

Calls
Pseudo strike
8.41
IV
130.4%
B/E move
7.7%
Puts
Pseudo strike
9.44
IV
159.1%
B/E move
6.2%

65Δ

Calls
Pseudo strike
8.17
IV
116.7%
B/E move
5.5%
Puts
Pseudo strike
9.76
IV
160.5%
B/E move
5.2%

70Δ

Calls
Pseudo strike
7.94
IV
106.5%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
7.71
IV
106.1%
B/E move
2.9%
Puts
Pseudo strike
11.55
IV
219.2%
B/E move
4.3%

80Δ

Calls
Pseudo strike
7.48
IV
105.6%
B/E move
2.3%
Puts
Pseudo strike
12.42
IV
226.7%
B/E move
3.3%

Options history

IV · four-Friday blend137.98%
Daily EOD
MST120.2%129.7%139.3%2026-10-19: 126.14%2026-10-21: 121.48%2026-10-23: 122.68%2026-10-26: 127.13%2026-10-27: 131.37%2026-10-28: 127.23%2026-10-29: 127.85%2026-10-30: 137.98%Oct 19Oct 26Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
126.14%
121.48%
122.68%
127.13%
131.37%
127.23%
127.85%
137.98%