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Defiance Daily Target 2X Short MU ETF MUZ

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Market dataready · fetched 2026-10-22T21:24:43.495Z

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 · 2026-10-22T21:24:33.221535447Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:15:42.648365+00:00

Share price$9.89
1D+6.6%
AH$8.88$9.21$9.55$9.89$10.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMUZ
Sold putSold callAH

Defiance Daily Target 2X Short MU ETF options

Live interpolated MUZ call and put midpoint premiums by absolute delta.Defiance Daily Target 2X Short MU ETF$0.13$1.75$3.36$4.98$6.60$5.45$7.52$9.59$11.67$13.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MUZ spot · $9.89MUZ PRICE$0.30$0.40$0.48$0.59$0.69$0.84$0.99$1.15$1.33$1.51$1.70$1.94$2.18$0.42$0.57$0.71$0.90$1.11$1.32$1.54$1.77$2.19$2.80$3.83$4.55$6.13
PutsExpensive1.27×
CallsFair0.96×
SkewBearish+15.04 pp
Implied moveBearish±$2.54
TiltBearish32.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.55110.2%40.1%7.96114.5%23.8%
25Δ12.95113.2%35.1%8.40113.0%20.8%
30Δ12.15106.0%27.8%8.83112.0%18.0%
35Δ11.61103.5%23.3%9.24112.0%15.7%
40Δ11.13102.0%19.6%9.63112.7%13.8%
45Δ10.73103.0%17.0%10.03113.2%11.9%
50Δ10.37104.9%14.9%10.42111.3%10.2%
55Δ10.00106.9%12.7%10.82109.3%8.5%
60Δ9.62106.1%10.7%11.36113.4%7.3%
65Δ9.25105.3%8.8%12.05123.0%6.5%
70Δ8.87104.4%6.9%13.15138.6%5.7%
75Δ8.49103.4%5.5%14.00140.0%4.5%
80Δ8.11102.4%4.0%15.68153.5%3.5%

20Δ

Calls
Pseudo strike
13.55
IV
110.2%
B/E move
40.1%
Puts
Pseudo strike
7.96
IV
114.5%
B/E move
23.8%

25Δ

Calls
Pseudo strike
12.95
IV
113.2%
B/E move
35.1%
Puts
Pseudo strike
8.40
IV
113.0%
B/E move
20.8%

30Δ

Calls
Pseudo strike
12.15
IV
106.0%
B/E move
27.8%
Puts
Pseudo strike
8.83
IV
112.0%
B/E move
18.0%

35Δ

Calls
Pseudo strike
11.61
IV
103.5%
B/E move
23.3%
Puts
Pseudo strike
9.24
IV
112.0%
B/E move
15.7%

40Δ

Calls
Pseudo strike
11.13
IV
102.0%
B/E move
19.6%
Puts
Pseudo strike
9.63
IV
112.7%
B/E move
13.8%

45Δ

Calls
Pseudo strike
10.73
IV
103.0%
B/E move
17.0%
Puts
Pseudo strike
10.03
IV
113.2%
B/E move
11.9%

50Δ

Calls
Pseudo strike
10.37
IV
104.9%
B/E move
14.9%
Puts
Pseudo strike
10.42
IV
111.3%
B/E move
10.2%

55Δ

Calls
Pseudo strike
10.00
IV
106.9%
B/E move
12.7%
Puts
Pseudo strike
10.82
IV
109.3%
B/E move
8.5%

60Δ

Calls
Pseudo strike
9.62
IV
106.1%
B/E move
10.7%
Puts
Pseudo strike
11.36
IV
113.4%
B/E move
7.3%

65Δ

Calls
Pseudo strike
9.25
IV
105.3%
B/E move
8.8%
Puts
Pseudo strike
12.05
IV
123.0%
B/E move
6.5%

70Δ

Calls
Pseudo strike
8.87
IV
104.4%
B/E move
6.9%
Puts
Pseudo strike
13.15
IV
138.6%
B/E move
5.7%

75Δ

Calls
Pseudo strike
8.49
IV
103.4%
B/E move
5.5%
Puts
Pseudo strike
14.00
IV
140.0%
B/E move
4.5%

80Δ

Calls
Pseudo strike
8.11
IV
102.4%
B/E move
4.0%
Puts
Pseudo strike
15.68
IV
153.5%
B/E move
3.5%

Options history

No recorded observations