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Tidal Trust II Defiance Leveraged Long Income MSTR ETF MST

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Market datapartial · fetched 2026-10-22T21:30:44.249Z

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 · 2026-10-22T21:12:08.399647686Z

FundamentalsAlpha Vantage · unavailable

Share price$12.63
1D+1.3%
AH$12.23$12.48$12.73$12.98$13.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMST
Sold putSold callAH

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$0.19$3.09$5.99$8.89$11.79$5.95$9.15$12.35$15.56$18.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MST spot · $12.63MST PRICE$0.50$0.59$0.70$0.83$0.94$1.06$1.23$1.42$1.62$1.85$2.12$2.39$2.70$0.75$0.96$1.21$1.49$1.89$2.34$2.71$3.20$3.91$4.82$5.92$8.46$10.96
PutsFair1.01×
CallsCheap0.81×
SkewBearish+42.00 pp
Implied moveBearish±$3.94
TiltBearish46.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.95152.4%62.0%9.66152.1%29.4%
25Δ17.55133.5%43.7%10.45144.0%24.8%
30Δ16.09121.6%32.9%11.13141.5%21.5%
35Δ15.24117.9%27.2%11.76140.0%18.7%
40Δ14.40109.2%21.4%12.42142.8%16.6%
45Δ13.73103.4%17.1%13.10147.0%14.7%
50Δ13.22102.3%14.4%13.76144.1%12.5%
55Δ12.74101.5%12.1%14.49143.8%10.7%
60Δ12.28101.2%10.1%15.39148.1%9.2%
65Δ11.82100.9%8.3%16.47153.9%7.8%
70Δ11.36100.9%6.7%17.74159.0%6.4%
75Δ10.89100.2%5.2%20.40181.4%5.5%
80Δ10.4297.8%3.9%23.07191.2%4.1%

20Δ

Calls
Pseudo strike
19.95
IV
152.4%
B/E move
62.0%
Puts
Pseudo strike
9.66
IV
152.1%
B/E move
29.4%

25Δ

Calls
Pseudo strike
17.55
IV
133.5%
B/E move
43.7%
Puts
Pseudo strike
10.45
IV
144.0%
B/E move
24.8%

30Δ

Calls
Pseudo strike
16.09
IV
121.6%
B/E move
32.9%
Puts
Pseudo strike
11.13
IV
141.5%
B/E move
21.5%

35Δ

Calls
Pseudo strike
15.24
IV
117.9%
B/E move
27.2%
Puts
Pseudo strike
11.76
IV
140.0%
B/E move
18.7%

40Δ

Calls
Pseudo strike
14.40
IV
109.2%
B/E move
21.4%
Puts
Pseudo strike
12.42
IV
142.8%
B/E move
16.6%

45Δ

Calls
Pseudo strike
13.73
IV
103.4%
B/E move
17.1%
Puts
Pseudo strike
13.10
IV
147.0%
B/E move
14.7%

50Δ

Calls
Pseudo strike
13.22
IV
102.3%
B/E move
14.4%
Puts
Pseudo strike
13.76
IV
144.1%
B/E move
12.5%

55Δ

Calls
Pseudo strike
12.74
IV
101.5%
B/E move
12.1%
Puts
Pseudo strike
14.49
IV
143.8%
B/E move
10.7%

60Δ

Calls
Pseudo strike
12.28
IV
101.2%
B/E move
10.1%
Puts
Pseudo strike
15.39
IV
148.1%
B/E move
9.2%

65Δ

Calls
Pseudo strike
11.82
IV
100.9%
B/E move
8.3%
Puts
Pseudo strike
16.47
IV
153.9%
B/E move
7.8%

70Δ

Calls
Pseudo strike
11.36
IV
100.9%
B/E move
6.7%
Puts
Pseudo strike
17.74
IV
159.0%
B/E move
6.4%

75Δ

Calls
Pseudo strike
10.89
IV
100.2%
B/E move
5.2%
Puts
Pseudo strike
20.40
IV
181.4%
B/E move
5.5%

80Δ

Calls
Pseudo strike
10.42
IV
97.8%
B/E move
3.9%
Puts
Pseudo strike
23.07
IV
191.2%
B/E move
4.1%

Options history

No recorded observations