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Defiance Quantum ETF QTUM

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Market datapartial · fetched 2026-10-23T01:39:05.795Z

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 · 2026-10-22T20:25:38.023725698Z

FundamentalsAlpha Vantage · unavailable

Share price$134.77
1D-2.5%
AH$134$136$137$138$1395:30 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$1.07$4.13$7.19$10.26$13.32$117.84$129.00$140.17$151.33$162.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QTUM spot · $134.77QTUM PRICE$1.40$2.01$2.43$3.03$3.73$4.52$5.32$6.33$7.95$8.85$10.59$12.44$2.20$2.76$3.32$3.86$4.61$5.41$6.24$6.93$8.30$9.22$10.32$12.22
PutsFair1.00×
CallsExpensive1.36×
SkewBullish-5.03 pp
Implied moveBalanced±$10.72
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ147.5434.6%10.5%
25Δ145.8937.1%9.7%126.6736.4%7.6%
30Δ143.1835.5%8.0%128.7535.9%6.5%
35Δ141.2535.7%7.1%130.7335.1%5.5%
40Δ139.4936.5%6.3%132.5433.7%4.5%
45Δ137.7337.2%5.5%134.1933.7%3.8%
50Δ135.9537.4%4.8%135.8033.6%3.3%
55Δ134.1438.4%4.2%137.3933.2%2.7%
60Δ132.1442.0%3.9%138.8631.8%2.1%
65Δ130.2140.6%3.2%140.7132.9%1.8%
70Δ127.8141.9%2.7%142.2331.7%1.3%
75Δ125.3543.5%2.2%143.8730.7%0.9%
80Δ146.1731.3%0.6%

20Δ

Calls
Pseudo strike
147.54
IV
34.6%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
145.89
IV
37.1%
B/E move
9.7%
Puts
Pseudo strike
126.67
IV
36.4%
B/E move
7.6%

30Δ

Calls
Pseudo strike
143.18
IV
35.5%
B/E move
8.0%
Puts
Pseudo strike
128.75
IV
35.9%
B/E move
6.5%

35Δ

Calls
Pseudo strike
141.25
IV
35.7%
B/E move
7.1%
Puts
Pseudo strike
130.73
IV
35.1%
B/E move
5.5%

40Δ

Calls
Pseudo strike
139.49
IV
36.5%
B/E move
6.3%
Puts
Pseudo strike
132.54
IV
33.7%
B/E move
4.5%

45Δ

Calls
Pseudo strike
137.73
IV
37.2%
B/E move
5.5%
Puts
Pseudo strike
134.19
IV
33.7%
B/E move
3.8%

50Δ

Calls
Pseudo strike
135.95
IV
37.4%
B/E move
4.8%
Puts
Pseudo strike
135.80
IV
33.6%
B/E move
3.3%

55Δ

Calls
Pseudo strike
134.14
IV
38.4%
B/E move
4.2%
Puts
Pseudo strike
137.39
IV
33.2%
B/E move
2.7%

60Δ

Calls
Pseudo strike
132.14
IV
42.0%
B/E move
3.9%
Puts
Pseudo strike
138.86
IV
31.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
130.21
IV
40.6%
B/E move
3.2%
Puts
Pseudo strike
140.71
IV
32.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
127.81
IV
41.9%
B/E move
2.7%
Puts
Pseudo strike
142.23
IV
31.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
125.35
IV
43.5%
B/E move
2.2%
Puts
Pseudo strike
143.87
IV
30.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
146.17
IV
31.3%
B/E move
0.6%

Options history

No recorded observations