Tidal Trust II Defiance 2X Daily Long Pure Quantum ETF QPUX
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Market dataready · fetched 2026-11-13T01:30:53.383Z
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 · 2026-11-13T00:45:38.923102554Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:30:53.030613+00:00
Tidal Trust II Defiance 2X Daily Long Pure Quantum ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 4.06 | 248.0% | 23.2% | |||
| 30Δ | 9.07 | 483.5% | 96.0% | 4.27 | 235.9% | 20.3% |
| 35Δ | 6.82 | 353.5% | 49.5% | 4.47 | 223.9% | 17.5% |
| 40Δ | 6.37 | 352.1% | 42.1% | 4.68 | 211.8% | 14.6% |
| 45Δ | 5.93 | 345.6% | 34.7% | 4.88 | 199.8% | 11.8% |
| 50Δ | 5.50 | 315.5% | 27.0% | 5.09 | 192.9% | 9.6% |
| 55Δ | 5.07 | 285.3% | 19.3% | 5.29 | 192.6% | 8.4% |
| 60Δ | 4.82 | 266.8% | 15.6% | 5.49 | 192.4% | 7.1% |
| 65Δ | 4.61 | 250.6% | 12.6% | 5.69 | 192.2% | 5.9% |
| 70Δ | 4.39 | 234.4% | 9.6% | 5.90 | 192.0% | 4.7% |
| 75Δ | 4.18 | 218.1% | 6.6% | 6.12 | 187.1% | 3.6% |
| 80Δ | 3.90 | 221.3% | 4.2% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.06
- IV
- 248.0%
- B/E move
- 23.2%
30Δ
- Pseudo strike
- 9.07
- IV
- 483.5%
- B/E move
- 96.0%
- Pseudo strike
- 4.27
- IV
- 235.9%
- B/E move
- 20.3%
35Δ
- Pseudo strike
- 6.82
- IV
- 353.5%
- B/E move
- 49.5%
- Pseudo strike
- 4.47
- IV
- 223.9%
- B/E move
- 17.5%
40Δ
- Pseudo strike
- 6.37
- IV
- 352.1%
- B/E move
- 42.1%
- Pseudo strike
- 4.68
- IV
- 211.8%
- B/E move
- 14.6%
45Δ
- Pseudo strike
- 5.93
- IV
- 345.6%
- B/E move
- 34.7%
- Pseudo strike
- 4.88
- IV
- 199.8%
- B/E move
- 11.8%
50Δ
- Pseudo strike
- 5.50
- IV
- 315.5%
- B/E move
- 27.0%
- Pseudo strike
- 5.09
- IV
- 192.9%
- B/E move
- 9.6%
55Δ
- Pseudo strike
- 5.07
- IV
- 285.3%
- B/E move
- 19.3%
- Pseudo strike
- 5.29
- IV
- 192.6%
- B/E move
- 8.4%
60Δ
- Pseudo strike
- 4.82
- IV
- 266.8%
- B/E move
- 15.6%
- Pseudo strike
- 5.49
- IV
- 192.4%
- B/E move
- 7.1%
65Δ
- Pseudo strike
- 4.61
- IV
- 250.6%
- B/E move
- 12.6%
- Pseudo strike
- 5.69
- IV
- 192.2%
- B/E move
- 5.9%
70Δ
- Pseudo strike
- 4.39
- IV
- 234.4%
- B/E move
- 9.6%
- Pseudo strike
- 5.90
- IV
- 192.0%
- B/E move
- 4.7%
75Δ
- Pseudo strike
- 4.18
- IV
- 218.1%
- B/E move
- 6.6%
- Pseudo strike
- 6.12
- IV
- 187.1%
- B/E move
- 3.6%
80Δ
- Pseudo strike
- 3.90
- IV
- 221.3%
- B/E move
- 4.2%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 139.68% | |
| 139.40% | |
| 136.79% | |
| 158.46% | |
| 145.60% | |
| 153.25% | |
| 141.81% | |
| 147.60% | |
| 144.19% | |
| 168.36% |