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Defiance Daily Target 2X Long POET ETF POEL

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Market dataready · fetched 2026-10-23T17:54:40.297Z

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 · 2026-10-23T17:53:27.631483345Z

FundamentalsDefiance ETFs · ready · as of 2026-10-22 · fetched 2026-10-23T17:53:36.100954+00:00

Share price$3.69
1D+3.0%
$3.49$3.56$3.62$3.69$3.755:30 AM6:30 AM9:00 AM1:00 PMPOEL
Sold putSold call

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$1.02$1.88$2.74$3.61$4.47$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPOEL PRICE$1.11$1.16$1.21$1.26$1.34$1.59$1.51$1.74$1.96$2.19$2.41$2.64$2.87$3.09$3.32$3.54$3.77$4.00$4.22
PutsExpensive2.63×
CallsExpensive2.30×
SkewBearish+89.08 pp
Implied move——
TiltBearish65.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.78613.6%65.5%
25Δ3.19582.5%60.7%
30Δ3.59551.3%55.8%
35Δ4.00520.2%51.0%
40Δ4.40489.1%46.1%
45Δ4.80458.0%41.3%
50Δ5.21426.9%36.4%
55Δ8.04454.0%148.2%5.61395.8%31.6%
60Δ6.72401.4%113.9%6.02364.6%26.7%
65Δ5.41348.7%79.6%6.42333.5%21.9%
70Δ4.10296.1%45.4%6.83302.4%17.0%
75Δ2.94254.8%16.1%7.23271.3%12.2%
80Δ2.57271.7%12.9%7.64240.2%7.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.78
IV
613.6%
B/E move
65.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.19
IV
582.5%
B/E move
60.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.59
IV
551.3%
B/E move
55.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.00
IV
520.2%
B/E move
51.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.40
IV
489.1%
B/E move
46.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.80
IV
458.0%
B/E move
41.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.21
IV
426.9%
B/E move
36.4%

55Δ

Calls
Pseudo strike
8.04
IV
454.0%
B/E move
148.2%
Puts
Pseudo strike
5.61
IV
395.8%
B/E move
31.6%

60Δ

Calls
Pseudo strike
6.72
IV
401.4%
B/E move
113.9%
Puts
Pseudo strike
6.02
IV
364.6%
B/E move
26.7%

65Δ

Calls
Pseudo strike
5.41
IV
348.7%
B/E move
79.6%
Puts
Pseudo strike
6.42
IV
333.5%
B/E move
21.9%

70Δ

Calls
Pseudo strike
4.10
IV
296.1%
B/E move
45.4%
Puts
Pseudo strike
6.83
IV
302.4%
B/E move
17.0%

75Δ

Calls
Pseudo strike
2.94
IV
254.8%
B/E move
16.1%
Puts
Pseudo strike
7.23
IV
271.3%
B/E move
12.2%

80Δ

Calls
Pseudo strike
2.57
IV
271.7%
B/E move
12.9%
Puts
Pseudo strike
7.64
IV
240.2%
B/E move
7.3%

Options history

No recorded observations