Share price$35.01
1D+4.4%
Sold putSold call
Tidal Trust II Defiance Daily Target 2x Short QBTS ETF QBTZ
i
Market dataready · fetched 2026-11-13T18:52:55.602Z
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 · 2026-11-13T17:59:38.166889773Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:52:55.011129+00:00
Tidal Trust II Defiance Daily Target 2x Short QBTS ETF options
PutsCheap0.87×
CallsCheap0.77×
SkewBearish+12.46 pp
Implied moveBearish±$7.00
TiltBearish22.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 44.78 | 181.6% | 30.4% | 29.36 | 176.9% | 19.3% |
| 25Δ | 42.98 | 180.5% | 26.1% | 30.59 | 177.4% | 16.8% |
| 30Δ | 41.26 | 177.8% | 22.0% | 31.76 | 175.9% | 14.6% |
| 35Δ | 39.65 | 175.9% | 18.3% | 32.85 | 177.0% | 12.8% |
| 40Δ | 38.36 | 174.2% | 15.6% | 33.93 | 179.7% | 11.3% |
| 45Δ | 37.11 | 170.0% | 13.0% | 35.03 | 180.0% | 9.9% |
| 50Δ | 36.03 | 170.4% | 11.1% | 36.16 | 181.0% | 8.5% |
| 55Δ | 34.95 | 166.0% | 9.1% | 37.26 | 178.1% | 7.2% |
| 60Δ | 33.94 | 163.1% | 7.5% | 38.42 | 177.0% | 6.0% |
| 65Δ | 32.96 | 161.3% | 6.1% | 39.84 | 181.4% | 5.1% |
| 70Δ | 31.98 | 159.1% | 4.8% | 41.60 | 185.0% | 4.2% |
| 75Δ | 30.93 | 159.4% | 3.8% | 43.36 | 187.9% | 3.4% |
| 80Δ | 29.87 | 157.4% | 2.8% | 46.17 | 201.5% | 2.6% |
20Δ
- Pseudo strike
- 44.78
- IV
- 181.6%
- B/E move
- 30.4%
- Pseudo strike
- 29.36
- IV
- 176.9%
- B/E move
- 19.3%
25Δ
- Pseudo strike
- 42.98
- IV
- 180.5%
- B/E move
- 26.1%
- Pseudo strike
- 30.59
- IV
- 177.4%
- B/E move
- 16.8%
30Δ
- Pseudo strike
- 41.26
- IV
- 177.8%
- B/E move
- 22.0%
- Pseudo strike
- 31.76
- IV
- 175.9%
- B/E move
- 14.6%
35Δ
- Pseudo strike
- 39.65
- IV
- 175.9%
- B/E move
- 18.3%
- Pseudo strike
- 32.85
- IV
- 177.0%
- B/E move
- 12.8%
40Δ
- Pseudo strike
- 38.36
- IV
- 174.2%
- B/E move
- 15.6%
- Pseudo strike
- 33.93
- IV
- 179.7%
- B/E move
- 11.3%
45Δ
- Pseudo strike
- 37.11
- IV
- 170.0%
- B/E move
- 13.0%
- Pseudo strike
- 35.03
- IV
- 180.0%
- B/E move
- 9.9%
50Δ
- Pseudo strike
- 36.03
- IV
- 170.4%
- B/E move
- 11.1%
- Pseudo strike
- 36.16
- IV
- 181.0%
- B/E move
- 8.5%
55Δ
- Pseudo strike
- 34.95
- IV
- 166.0%
- B/E move
- 9.1%
- Pseudo strike
- 37.26
- IV
- 178.1%
- B/E move
- 7.2%
60Δ
- Pseudo strike
- 33.94
- IV
- 163.1%
- B/E move
- 7.5%
- Pseudo strike
- 38.42
- IV
- 177.0%
- B/E move
- 6.0%
65Δ
- Pseudo strike
- 32.96
- IV
- 161.3%
- B/E move
- 6.1%
- Pseudo strike
- 39.84
- IV
- 181.4%
- B/E move
- 5.1%
70Δ
- Pseudo strike
- 31.98
- IV
- 159.1%
- B/E move
- 4.8%
- Pseudo strike
- 41.60
- IV
- 185.0%
- B/E move
- 4.2%
75Δ
- Pseudo strike
- 30.93
- IV
- 159.4%
- B/E move
- 3.8%
- Pseudo strike
- 43.36
- IV
- 187.9%
- B/E move
- 3.4%
80Δ
- Pseudo strike
- 29.87
- IV
- 157.4%
- B/E move
- 2.8%
- Pseudo strike
- 46.17
- IV
- 201.5%
- B/E move
- 2.6%
Options history
IV · four-Friday blend—
Daily EOD
No recorded observations
0 observations