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Tidal Trust II Defiance Nasdaq 100 Weekly Distribution ETF QQQY

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Market dataready · fetched 2026-10-25T16:37:41.896Z

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 · 2026-10-23T23:40:18.651463624Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-25T16:37:41.646501+00:00

Share price$21.01
1D+0.1%
AH$20.94$20.99$21.04$21.10$21.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQQQY
Sold putSold callAH

Tidal Trust II Defiance Nasdaq 100 Weekly Distribution ETF options

Live interpolated QQQY call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Nasdaq 100 Weekly Distribution ETF$0.05$1.34$2.63$3.92$5.21$18.17$19.51$20.86$22.20$23.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QQQY spot · $21.01QQQY PRICE$0.19$0.21$0.24$0.27$0.30$0.33$0.35$0.40$0.51$0.62$0.73$0.85$0.96$0.26$0.31$0.39$0.48$0.57$0.67$0.84$1.06$1.28$1.58$2.12$2.97$4.84
PutsExpensive1.37×
CallsCheap0.78×
SkewBearish+19.08 pp
Implied moveBearish±$1.19
TiltBearish48.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.5137.3%12.8%19.3339.8%9.2%
25Δ23.1434.0%11.2%19.8235.4%7.1%
30Δ22.7730.8%9.5%20.1633.7%5.9%
35Δ22.4027.5%7.9%20.4133.4%5.1%
40Δ22.0324.3%6.3%20.6633.2%4.4%
45Δ21.6621.0%4.7%20.9132.9%3.6%
50Δ21.2917.8%3.0%21.1934.1%3.1%
55Δ20.9715.3%1.7%21.4836.2%2.8%
60Δ20.8215.6%1.5%21.7738.2%2.4%
65Δ20.6715.9%1.4%22.1441.2%2.1%
70Δ20.5216.2%1.2%22.7347.2%1.9%
75Δ20.3716.5%1.0%23.6156.2%1.8%
80Δ20.2216.8%0.8%25.4975.5%1.7%

20Δ

Calls
Pseudo strike
23.51
IV
37.3%
B/E move
12.8%
Puts
Pseudo strike
19.33
IV
39.8%
B/E move
9.2%

25Δ

Calls
Pseudo strike
23.14
IV
34.0%
B/E move
11.2%
Puts
Pseudo strike
19.82
IV
35.4%
B/E move
7.1%

30Δ

Calls
Pseudo strike
22.77
IV
30.8%
B/E move
9.5%
Puts
Pseudo strike
20.16
IV
33.7%
B/E move
5.9%

35Δ

Calls
Pseudo strike
22.40
IV
27.5%
B/E move
7.9%
Puts
Pseudo strike
20.41
IV
33.4%
B/E move
5.1%

40Δ

Calls
Pseudo strike
22.03
IV
24.3%
B/E move
6.3%
Puts
Pseudo strike
20.66
IV
33.2%
B/E move
4.4%

45Δ

Calls
Pseudo strike
21.66
IV
21.0%
B/E move
4.7%
Puts
Pseudo strike
20.91
IV
32.9%
B/E move
3.6%

50Δ

Calls
Pseudo strike
21.29
IV
17.8%
B/E move
3.0%
Puts
Pseudo strike
21.19
IV
34.1%
B/E move
3.1%

55Δ

Calls
Pseudo strike
20.97
IV
15.3%
B/E move
1.7%
Puts
Pseudo strike
21.48
IV
36.2%
B/E move
2.8%

60Δ

Calls
Pseudo strike
20.82
IV
15.6%
B/E move
1.5%
Puts
Pseudo strike
21.77
IV
38.2%
B/E move
2.4%

65Δ

Calls
Pseudo strike
20.67
IV
15.9%
B/E move
1.4%
Puts
Pseudo strike
22.14
IV
41.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
20.52
IV
16.2%
B/E move
1.2%
Puts
Pseudo strike
22.73
IV
47.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
20.37
IV
16.5%
B/E move
1.0%
Puts
Pseudo strike
23.61
IV
56.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
20.22
IV
16.8%
B/E move
0.8%
Puts
Pseudo strike
25.49
IV
75.5%
B/E move
1.7%

Options history

No recorded observations