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Defiance Quantum ETF QTUM

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Market dataready · fetched 2026-10-24T15:16:36.113Z

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 · 2026-10-23T20:00:03.567257118Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:16:35.531840+00:00

Share price$136.20
1D+1.2%
AH$134.38$135.03$135.68$136.33$136.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQTUM
Sold putSold callAH

Defiance Quantum ETF options

Live interpolated QTUM call and put midpoint premiums by absolute delta.Defiance Quantum ETF$0.95$4.21$7.46$10.72$13.97$118.59$129.55$140.50$151.46$162.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QTUM spot · $136.20QTUM PRICE$1.30$1.87$2.32$2.86$3.38$4.13$4.75$5.65$6.54$8.05$9.54$11.10$12.66$1.69$2.23$2.76$3.36$4.01$4.91$5.79$6.36$7.31$8.70$10.21$11.25$13.04
PutsExpensive1.11×
CallsExpensive1.31×
SkewBearish+0.37 pp
Implied moveBearish±$10.54
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ147.6132.3%9.3%125.6238.7%9.0%
25Δ146.4735.5%8.9%127.9437.9%7.7%
30Δ144.1334.5%7.5%130.2037.1%6.4%
35Δ142.2334.4%6.5%132.0936.4%5.5%
40Δ140.4033.7%5.6%133.9035.8%4.6%
45Δ138.8434.7%5.0%135.5836.6%4.1%
50Δ137.1934.0%4.2%137.2836.7%3.5%
55Δ135.6034.9%3.7%138.8334.7%2.7%
60Δ133.9534.9%3.1%140.4734.4%2.2%
65Δ131.9837.3%2.8%142.3835.3%1.8%
70Δ129.9438.9%2.4%144.4235.8%1.5%
75Δ127.7838.9%2.0%146.0734.2%1.0%
80Δ125.6138.8%1.5%148.3234.1%0.7%

20Δ

Calls
Pseudo strike
147.61
IV
32.3%
B/E move
9.3%
Puts
Pseudo strike
125.62
IV
38.7%
B/E move
9.0%

25Δ

Calls
Pseudo strike
146.47
IV
35.5%
B/E move
8.9%
Puts
Pseudo strike
127.94
IV
37.9%
B/E move
7.7%

30Δ

Calls
Pseudo strike
144.13
IV
34.5%
B/E move
7.5%
Puts
Pseudo strike
130.20
IV
37.1%
B/E move
6.4%

35Δ

Calls
Pseudo strike
142.23
IV
34.4%
B/E move
6.5%
Puts
Pseudo strike
132.09
IV
36.4%
B/E move
5.5%

40Δ

Calls
Pseudo strike
140.40
IV
33.7%
B/E move
5.6%
Puts
Pseudo strike
133.90
IV
35.8%
B/E move
4.6%

45Δ

Calls
Pseudo strike
138.84
IV
34.7%
B/E move
5.0%
Puts
Pseudo strike
135.58
IV
36.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
137.19
IV
34.0%
B/E move
4.2%
Puts
Pseudo strike
137.28
IV
36.7%
B/E move
3.5%

55Δ

Calls
Pseudo strike
135.60
IV
34.9%
B/E move
3.7%
Puts
Pseudo strike
138.83
IV
34.7%
B/E move
2.7%

60Δ

Calls
Pseudo strike
133.95
IV
34.9%
B/E move
3.1%
Puts
Pseudo strike
140.47
IV
34.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
131.98
IV
37.3%
B/E move
2.8%
Puts
Pseudo strike
142.38
IV
35.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
129.94
IV
38.9%
B/E move
2.4%
Puts
Pseudo strike
144.42
IV
35.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
127.78
IV
38.9%
B/E move
2.0%
Puts
Pseudo strike
146.07
IV
34.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
125.61
IV
38.8%
B/E move
1.5%
Puts
Pseudo strike
148.32
IV
34.1%
B/E move
0.7%

Options history

No recorded observations