Share price$8.63
1D+1.9%
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Tidal Trust II Defiance Daily Target 2x Short PLTR ETF PLTZ
i
Market dataready · fetched 2026-11-12T02:50:44.601Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T00:49:43.898609601Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:50:44.114841+00:00
Tidal Trust II Defiance Daily Target 2x Short PLTR ETF options
PutsCheap0.86×
CallsCheap0.65×
SkewBearish+47.44 pp
Implied moveBearish±$1.30
TiltBearish42.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.83 | 150.1% | 27.8% | 7.21 | 156.9% | 19.5% |
| 25Δ | 9.94 | 115.4% | 17.6% | 7.55 | 145.0% | 16.2% |
| 30Δ | 9.69 | 114.3% | 15.5% | 7.89 | 133.0% | 13.0% |
| 35Δ | 9.45 | 113.3% | 13.4% | 8.15 | 129.0% | 11.1% |
| 40Δ | 9.20 | 112.2% | 11.3% | 8.37 | 128.7% | 9.8% |
| 45Δ | 8.98 | 110.1% | 9.3% | 8.60 | 128.4% | 8.5% |
| 50Δ | 8.84 | 103.0% | 8.2% | 8.82 | 128.1% | 7.2% |
| 55Δ | 8.71 | 95.9% | 7.0% | 9.06 | 129.3% | 6.0% |
| 60Δ | 8.57 | 88.8% | 5.9% | 9.40 | 137.5% | 5.3% |
| 65Δ | 8.43 | 81.6% | 4.7% | 9.73 | 145.7% | 4.7% |
| 70Δ | 8.30 | 74.5% | 3.6% | 10.16 | 157.8% | 4.0% |
| 75Δ | 8.16 | 67.4% | 2.5% | 10.93 | 184.4% | 3.6% |
| 80Δ | 8.03 | 60.2% | 1.3% | 11.78 | 199.6% | 2.9% |
20Δ
- Pseudo strike
- 10.83
- IV
- 150.1%
- B/E move
- 27.8%
- Pseudo strike
- 7.21
- IV
- 156.9%
- B/E move
- 19.5%
25Δ
- Pseudo strike
- 9.94
- IV
- 115.4%
- B/E move
- 17.6%
- Pseudo strike
- 7.55
- IV
- 145.0%
- B/E move
- 16.2%
30Δ
- Pseudo strike
- 9.69
- IV
- 114.3%
- B/E move
- 15.5%
- Pseudo strike
- 7.89
- IV
- 133.0%
- B/E move
- 13.0%
35Δ
- Pseudo strike
- 9.45
- IV
- 113.3%
- B/E move
- 13.4%
- Pseudo strike
- 8.15
- IV
- 129.0%
- B/E move
- 11.1%
40Δ
- Pseudo strike
- 9.20
- IV
- 112.2%
- B/E move
- 11.3%
- Pseudo strike
- 8.37
- IV
- 128.7%
- B/E move
- 9.8%
45Δ
- Pseudo strike
- 8.98
- IV
- 110.1%
- B/E move
- 9.3%
- Pseudo strike
- 8.60
- IV
- 128.4%
- B/E move
- 8.5%
50Δ
- Pseudo strike
- 8.84
- IV
- 103.0%
- B/E move
- 8.2%
- Pseudo strike
- 8.82
- IV
- 128.1%
- B/E move
- 7.2%
55Δ
- Pseudo strike
- 8.71
- IV
- 95.9%
- B/E move
- 7.0%
- Pseudo strike
- 9.06
- IV
- 129.3%
- B/E move
- 6.0%
60Δ
- Pseudo strike
- 8.57
- IV
- 88.8%
- B/E move
- 5.9%
- Pseudo strike
- 9.40
- IV
- 137.5%
- B/E move
- 5.3%
65Δ
- Pseudo strike
- 8.43
- IV
- 81.6%
- B/E move
- 4.7%
- Pseudo strike
- 9.73
- IV
- 145.7%
- B/E move
- 4.7%
70Δ
- Pseudo strike
- 8.30
- IV
- 74.5%
- B/E move
- 3.6%
- Pseudo strike
- 10.16
- IV
- 157.8%
- B/E move
- 4.0%
75Δ
- Pseudo strike
- 8.16
- IV
- 67.4%
- B/E move
- 2.5%
- Pseudo strike
- 10.93
- IV
- 184.4%
- B/E move
- 3.6%
80Δ
- Pseudo strike
- 8.03
- IV
- 60.2%
- B/E move
- 1.3%
- Pseudo strike
- 11.78
- IV
- 199.6%
- B/E move
- 2.9%
Options history
IV · four-Friday blend154.65%
Daily EOD
10 observations2026-10-19 — 2026-10-30
Table
| Date | IV (%) |
|---|---|
| 130.14% | |
| 135.45% | |
| 141.48% | |
| 136.10% | |
| 135.54% | |
| 140.72% | |
| 142.05% | |
| 136.65% | |
| 142.75% | |
| 154.65% |