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Tidal Trust II Defiance Nasdaq 100 Income Target ETF QQQT

i

Market dataready · fetched 2026-11-13T02:49:23.447Z

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 · 2026-11-12T21:00:00.291225478Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:49:22.926471+00:00

Share price$16.33
1D+1.0%
AH$16.15$16.23$16.31$16.38$16.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQQQT
Sold putSold callAH

Tidal Trust II Defiance Nasdaq 100 Income Target ETF options

Live interpolated QQQT call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Nasdaq 100 Income Target ETF$0.58$1.00$1.41$1.83$2.25$14.82$15.67$16.52$17.36$18.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive QQQT spot · $16.33QQQT PRICE$0.63$0.63$0.63$0.64$0.69$0.74$0.80$0.85$0.63$0.63$0.66$0.87$1.08$1.29$1.50$1.71$1.92$2.13
Puts——
Calls——
Skew——
Implied moveBearish±$2.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.15282.1%57.8%13.28204.4%22.5%
25Δ20.85202.7%31.5%14.33158.6%16.1%
30Δ19.08158.3%20.6%15.07129.3%11.8%
35Δ17.91126.7%13.6%15.46128.2%10.7%
40Δ17.52116.5%11.5%15.85127.1%9.5%
45Δ17.14106.3%9.5%16.25126.0%8.4%
50Δ16.7596.1%7.5%16.64124.9%7.3%
55Δ16.3785.8%5.4%17.03123.8%6.2%
60Δ17.42122.7%5.0%
65Δ17.82121.6%3.9%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
25.15
IV
282.1%
B/E move
57.8%
Puts
Pseudo strike
13.28
IV
204.4%
B/E move
22.5%

25Δ

Calls
Pseudo strike
20.85
IV
202.7%
B/E move
31.5%
Puts
Pseudo strike
14.33
IV
158.6%
B/E move
16.1%

30Δ

Calls
Pseudo strike
19.08
IV
158.3%
B/E move
20.6%
Puts
Pseudo strike
15.07
IV
129.3%
B/E move
11.8%

35Δ

Calls
Pseudo strike
17.91
IV
126.7%
B/E move
13.6%
Puts
Pseudo strike
15.46
IV
128.2%
B/E move
10.7%

40Δ

Calls
Pseudo strike
17.52
IV
116.5%
B/E move
11.5%
Puts
Pseudo strike
15.85
IV
127.1%
B/E move
9.5%

45Δ

Calls
Pseudo strike
17.14
IV
106.3%
B/E move
9.5%
Puts
Pseudo strike
16.25
IV
126.0%
B/E move
8.4%

50Δ

Calls
Pseudo strike
16.75
IV
96.1%
B/E move
7.5%
Puts
Pseudo strike
16.64
IV
124.9%
B/E move
7.3%

55Δ

Calls
Pseudo strike
16.37
IV
85.8%
B/E move
5.4%
Puts
Pseudo strike
17.03
IV
123.8%
B/E move
6.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.42
IV
122.7%
B/E move
5.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.82
IV
121.6%
B/E move
3.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.42%
Daily EOD
QQQT32.7%37.7%42.7%2026-10-19: 37.60%2026-10-21: 37.53%2026-10-22: 37.43%2026-10-23: 38.59%2026-10-27: 40.68%2026-10-28: 41.99%2026-10-30: 33.42%Oct 19Oct 23Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.60%
37.53%
37.43%
38.59%
40.68%
41.99%
33.42%