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Tidal Trust II Defiance Daily Target 2x Long MSTR ETF MSTX

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Market dataready · fetched 2026-10-21T17:00:24.254Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:06.18607376Z

FundamentalsAlpha Vantage · ready

Share price$17.72
1D+10.5%
$15.39$16.07$16.76$17.44$18.125:30 AM6:30 AM9:00 AM1:00 PMMSTX
Sold putSold call

Tidal Trust II Defiance Daily Target 2x Long MSTR ETF options

Live interpolated MSTX call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Daily Target 2x Long MSTR ETF$0.16$0.82$1.47$2.13$2.78$12.45$14.67$16.88$19.09$21.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSTX spot · $17.72MSTX PRICE$0.23$0.31$0.40$0.47$0.55$0.67$0.81$0.96$1.10$1.23$1.42$1.63$1.94$0.26$0.34$0.44$0.53$0.64$0.77$0.93$1.13$1.37$1.61$1.86$2.15$2.59
PutsExpensive1.36×
CallsCheap0.82×
SkewBearish+2.67 pp
Implied moveBearish±$1.74
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.86165.4%13.4%16.11164.8%10.6%
25Δ19.44168.7%11.4%16.44165.0%9.2%
30Δ19.09170.6%10.0%16.75163.2%7.9%
35Δ18.71162.1%8.2%17.05161.0%6.8%
40Δ18.38157.2%6.8%17.32158.7%5.9%
45Δ18.12160.8%6.0%17.59158.8%5.1%
50Δ17.85165.0%5.3%17.86163.6%4.5%
55Δ17.58169.6%4.6%18.16169.5%3.9%
60Δ17.31168.3%3.9%18.48176.8%3.4%
65Δ17.04164.4%3.1%18.82177.9%2.9%
70Δ16.75164.0%2.5%19.17176.5%2.3%
75Δ16.44165.1%2.0%19.55173.2%1.8%
80Δ16.05171.4%1.5%20.06178.2%1.4%

20Δ

Calls
Pseudo strike
19.86
IV
165.4%
B/E move
13.4%
Puts
Pseudo strike
16.11
IV
164.8%
B/E move
10.6%

25Δ

Calls
Pseudo strike
19.44
IV
168.7%
B/E move
11.4%
Puts
Pseudo strike
16.44
IV
165.0%
B/E move
9.2%

30Δ

Calls
Pseudo strike
19.09
IV
170.6%
B/E move
10.0%
Puts
Pseudo strike
16.75
IV
163.2%
B/E move
7.9%

35Δ

Calls
Pseudo strike
18.71
IV
162.1%
B/E move
8.2%
Puts
Pseudo strike
17.05
IV
161.0%
B/E move
6.8%

40Δ

Calls
Pseudo strike
18.38
IV
157.2%
B/E move
6.8%
Puts
Pseudo strike
17.32
IV
158.7%
B/E move
5.9%

45Δ

Calls
Pseudo strike
18.12
IV
160.8%
B/E move
6.0%
Puts
Pseudo strike
17.59
IV
158.8%
B/E move
5.1%

50Δ

Calls
Pseudo strike
17.85
IV
165.0%
B/E move
5.3%
Puts
Pseudo strike
17.86
IV
163.6%
B/E move
4.5%

55Δ

Calls
Pseudo strike
17.58
IV
169.6%
B/E move
4.6%
Puts
Pseudo strike
18.16
IV
169.5%
B/E move
3.9%

60Δ

Calls
Pseudo strike
17.31
IV
168.3%
B/E move
3.9%
Puts
Pseudo strike
18.48
IV
176.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
17.04
IV
164.4%
B/E move
3.1%
Puts
Pseudo strike
18.82
IV
177.9%
B/E move
2.9%

70Δ

Calls
Pseudo strike
16.75
IV
164.0%
B/E move
2.5%
Puts
Pseudo strike
19.17
IV
176.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
16.44
IV
165.1%
B/E move
2.0%
Puts
Pseudo strike
19.55
IV
173.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
16.05
IV
171.4%
B/E move
1.5%
Puts
Pseudo strike
20.06
IV
178.2%
B/E move
1.4%

Options history

MSTX141.51143.19144.882026-10-19: 141.74%2026-10-20: 144.64%Oct 19Oct 20
Table
DateIV
141.74%
144.64%