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

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Market dataready · fetched 2026-11-10T22:22:14.020Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:20:03.322983788Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:22:13.492586+00:00

Share price$10.40
1D-2.3%
AH$9.89$10.23$10.57$10.90$11.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSTX
Sold putSold callAH

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$0.12$0.63$1.14$1.65$2.16$8.27$9.35$10.43$11.51$12.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSTX spot · $10.40MSTX PRICE$0.18$0.23$0.29$0.38$0.48$0.55$0.62$0.76$0.93$1.07$1.20$1.34$1.50$0.22$0.28$0.35$0.41$0.50$0.62$0.74$0.92$1.10$1.27$1.47$1.82$2.01
PutsExpensive1.33×
CallsExpensive1.44×
SkewBullish-6.70 pp
Implied moveBearish±$1.36
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.13183.5%18.3%9.13189.1%14.2%
25Δ11.73174.0%14.9%9.42183.8%12.1%
30Δ11.42172.2%12.7%9.68176.5%10.3%
35Δ11.23182.8%11.7%9.92168.5%8.6%
40Δ11.04193.4%10.7%10.13168.1%7.4%
45Δ10.80189.8%9.2%10.33171.9%6.6%
50Δ10.55182.3%7.4%10.54176.3%5.8%
55Δ10.32191.3%6.6%10.79184.3%5.1%
60Δ10.09204.5%5.9%11.04191.0%4.5%
65Δ9.85206.4%5.0%11.29189.2%3.7%
70Δ9.61201.4%3.9%11.56189.5%3.0%
75Δ9.37196.7%3.0%11.97202.8%2.4%
80Δ9.12192.4%2.2%12.22192.6%1.8%

20Δ

Calls
Pseudo strike
12.13
IV
183.5%
B/E move
18.3%
Puts
Pseudo strike
9.13
IV
189.1%
B/E move
14.2%

25Δ

Calls
Pseudo strike
11.73
IV
174.0%
B/E move
14.9%
Puts
Pseudo strike
9.42
IV
183.8%
B/E move
12.1%

30Δ

Calls
Pseudo strike
11.42
IV
172.2%
B/E move
12.7%
Puts
Pseudo strike
9.68
IV
176.5%
B/E move
10.3%

35Δ

Calls
Pseudo strike
11.23
IV
182.8%
B/E move
11.7%
Puts
Pseudo strike
9.92
IV
168.5%
B/E move
8.6%

40Δ

Calls
Pseudo strike
11.04
IV
193.4%
B/E move
10.7%
Puts
Pseudo strike
10.13
IV
168.1%
B/E move
7.4%

45Δ

Calls
Pseudo strike
10.80
IV
189.8%
B/E move
9.2%
Puts
Pseudo strike
10.33
IV
171.9%
B/E move
6.6%

50Δ

Calls
Pseudo strike
10.55
IV
182.3%
B/E move
7.4%
Puts
Pseudo strike
10.54
IV
176.3%
B/E move
5.8%

55Δ

Calls
Pseudo strike
10.32
IV
191.3%
B/E move
6.6%
Puts
Pseudo strike
10.79
IV
184.3%
B/E move
5.1%

60Δ

Calls
Pseudo strike
10.09
IV
204.5%
B/E move
5.9%
Puts
Pseudo strike
11.04
IV
191.0%
B/E move
4.5%

65Δ

Calls
Pseudo strike
9.85
IV
206.4%
B/E move
5.0%
Puts
Pseudo strike
11.29
IV
189.2%
B/E move
3.7%

70Δ

Calls
Pseudo strike
9.61
IV
201.4%
B/E move
3.9%
Puts
Pseudo strike
11.56
IV
189.5%
B/E move
3.0%

75Δ

Calls
Pseudo strike
9.37
IV
196.7%
B/E move
3.0%
Puts
Pseudo strike
11.97
IV
202.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
9.12
IV
192.4%
B/E move
2.2%
Puts
Pseudo strike
12.22
IV
192.6%
B/E move
1.8%

Options history

IV · four-Friday blend157.45%
Daily close
MSTX116.2%150.1%184.1%2026-08-12: 126.89%2026-08-13: 139.19%2026-08-14: 120.85%2026-08-17: 141.64%2026-08-18: 137.07%2026-08-19: 152.75%2026-08-20: 179.41%2026-08-21: 158.43%2026-08-24: 166.06%2026-08-25: 155.21%2026-08-26: 146.70%2026-08-27: 167.33%2026-08-28: 131.96%2026-08-31: 148.02%2026-09-01: 138.03%2026-09-02: 139.03%2026-09-03: 174.00%2026-09-04: 146.31%2026-09-08: 158.50%2026-09-09: 150.96%2026-09-10: 144.93%2026-09-11: 133.29%2026-09-14: 152.92%2026-09-15: 148.90%2026-09-16: 143.44%2026-09-17: 137.40%2026-09-18: 143.16%2026-09-21: 162.10%2026-09-22: 147.16%2026-09-23: 142.86%2026-09-24: 138.91%2026-09-25: 130.05%2026-09-28: 140.01%2026-09-29: 138.23%2026-09-30: 131.50%2026-10-01: 136.32%2026-10-02: 121.67%2026-10-05: 129.04%2026-10-06: 125.40%2026-10-07: 127.29%2026-10-08: 130.42%2026-10-09: 123.05%2026-10-12: 129.20%2026-10-13: 137.91%2026-10-14: 152.13%2026-10-15: 156.01%2026-10-16: 141.30%2026-10-19: 141.11%2026-10-20: 144.64%2026-10-21: 144.96%2026-10-22: 159.66%2026-10-23: 146.36%2026-10-26: 161.57%2026-10-27: 167.38%2026-10-28: 171.44%2026-10-29: 170.87%2026-10-30: 157.45%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
126.89%
139.19%
120.85%
141.64%
137.07%
152.75%
179.41%
158.43%
166.06%
155.21%
146.70%
167.33%
131.96%
148.02%
138.03%
139.03%
174.00%
146.31%
158.50%
150.96%
144.93%
133.29%
152.92%
148.90%
143.44%
137.40%
143.16%
162.10%
147.16%
142.86%
138.91%
130.05%
140.01%
138.23%
131.50%
136.32%
121.67%
129.04%
125.40%
127.29%
130.42%
123.05%
129.20%
137.91%
152.13%
156.01%
141.30%
141.11%
144.64%
144.96%
159.66%
146.36%
161.57%
167.38%
171.44%
170.87%
157.45%