IntraAlpha
Create free account Start free

Defiance Daily Target 2X Long POET ETF POEL

i

Market dataready · fetched 2026-11-13T02:53:41.900Z

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: 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 · 2026-11-13T01:00:05.826433508Z

FundamentalsDefiance ETFs · ready · as of 2026-11-11 · fetched 2026-11-13T02:53:41.459876+00:00

Share price$3.00
1D-6.2%
AH$2.97$3.07$3.17$3.26$3.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPOEL
Sold putSold callAH

Defiance Daily Target 2X Long POET ETF options

Live interpolated POEL call and put midpoint premiums by absolute delta.Defiance Daily Target 2X Long POET ETF$0.14$0.50$0.86$1.22$1.58$1.47$2.23$2.98$3.74$4.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive POEL spot · $3.00POEL PRICE$0.18$0.23$0.28$0.33$0.39$0.44$0.50$0.56$0.65$0.74$0.83$0.91$0.27$0.30$0.34$0.37$0.41$0.48$0.60$0.72$0.84$0.96$1.08$1.25$1.48
PutsExpensive1.07×
Calls——
Skew——
Implied moveBearish±$1.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.11422.7%38.6%
25Δ4.70328.0%62.5%2.31383.0%33.2%
30Δ4.41334.1%54.7%2.50343.4%27.9%
35Δ4.13340.3%47.0%2.70303.8%22.5%
40Δ3.88339.4%40.3%2.89264.2%17.2%
45Δ3.65332.4%34.6%3.07242.6%13.5%
50Δ3.42325.5%28.9%3.24243.9%12.0%
55Δ3.19318.5%23.2%3.41245.3%10.4%
60Δ2.97311.4%17.9%3.57246.6%8.9%
65Δ2.81304.0%15.3%3.74248.0%7.4%
70Δ2.64296.6%12.6%3.91249.3%5.8%
75Δ2.47289.2%10.0%4.12246.7%4.5%
80Δ2.31281.9%7.3%4.37239.2%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.11
IV
422.7%
B/E move
38.6%

25Δ

Calls
Pseudo strike
4.70
IV
328.0%
B/E move
62.5%
Puts
Pseudo strike
2.31
IV
383.0%
B/E move
33.2%

30Δ

Calls
Pseudo strike
4.41
IV
334.1%
B/E move
54.7%
Puts
Pseudo strike
2.50
IV
343.4%
B/E move
27.9%

35Δ

Calls
Pseudo strike
4.13
IV
340.3%
B/E move
47.0%
Puts
Pseudo strike
2.70
IV
303.8%
B/E move
22.5%

40Δ

Calls
Pseudo strike
3.88
IV
339.4%
B/E move
40.3%
Puts
Pseudo strike
2.89
IV
264.2%
B/E move
17.2%

45Δ

Calls
Pseudo strike
3.65
IV
332.4%
B/E move
34.6%
Puts
Pseudo strike
3.07
IV
242.6%
B/E move
13.5%

50Δ

Calls
Pseudo strike
3.42
IV
325.5%
B/E move
28.9%
Puts
Pseudo strike
3.24
IV
243.9%
B/E move
12.0%

55Δ

Calls
Pseudo strike
3.19
IV
318.5%
B/E move
23.2%
Puts
Pseudo strike
3.41
IV
245.3%
B/E move
10.4%

60Δ

Calls
Pseudo strike
2.97
IV
311.4%
B/E move
17.9%
Puts
Pseudo strike
3.57
IV
246.6%
B/E move
8.9%

65Δ

Calls
Pseudo strike
2.81
IV
304.0%
B/E move
15.3%
Puts
Pseudo strike
3.74
IV
248.0%
B/E move
7.4%

70Δ

Calls
Pseudo strike
2.64
IV
296.6%
B/E move
12.6%
Puts
Pseudo strike
3.91
IV
249.3%
B/E move
5.8%

75Δ

Calls
Pseudo strike
2.47
IV
289.2%
B/E move
10.0%
Puts
Pseudo strike
4.12
IV
246.7%
B/E move
4.5%

80Δ

Calls
Pseudo strike
2.31
IV
281.9%
B/E move
7.3%
Puts
Pseudo strike
4.37
IV
239.2%
B/E move
3.4%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations