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Defiance Quantum ETF QTUM

i

Market dataready · fetched 2026-11-13T18:52:59.954Z

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 · 2026-11-13T18:52:52.476286Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:52:59.367393+00:00

Share price$129.70
1D-2.6%
$127$129$130$132$1345:30 AM6:30 AM9:00 AM1:00 PMQTUM
Sold putSold call

Defiance Quantum ETF options

Live interpolated QTUM call and put midpoint premiums by absolute delta.Defiance Quantum ETF$0.47$2.61$4.74$6.88$9.02$120.49$125.19$129.90$134.61$139.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QTUM spot · $129.69QTUM PRICE$0.70$0.95$1.21$1.54$1.91$2.29$2.67$3.30$3.94$4.58$5.21$5.85$6.57$0.88$1.14$1.47$1.79$2.11$2.44$2.76$3.24$3.72$4.20$5.00$7.57$8.40
PutsExpensive1.13×
CallsCheap0.89×
SkewBearish+1.65 pp
Implied moveBalanced±$5.43
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ135.4935.7%5.0%123.6742.9%5.3%
25Δ134.4536.3%4.4%125.0641.4%4.5%
30Δ133.4536.4%3.8%126.0440.6%4.0%
35Δ132.5236.5%3.4%127.0239.7%3.4%
40Δ131.6737.1%3.0%128.0038.9%2.9%
45Δ130.8237.8%2.6%128.9838.1%2.4%
50Δ129.9738.4%2.3%129.9637.3%1.9%
55Δ128.9939.0%2.0%130.8036.8%1.6%
60Δ128.0239.5%1.7%131.6436.4%1.4%
65Δ127.0440.1%1.5%132.4835.9%1.1%
70Δ126.0640.6%1.2%133.5537.3%0.9%
75Δ125.0841.2%1.0%136.1148.5%0.9%
80Δ124.0540.1%0.7%137.2946.4%0.6%

20Δ

Calls
Pseudo strike
135.49
IV
35.7%
B/E move
5.0%
Puts
Pseudo strike
123.67
IV
42.9%
B/E move
5.3%

25Δ

Calls
Pseudo strike
134.45
IV
36.3%
B/E move
4.4%
Puts
Pseudo strike
125.06
IV
41.4%
B/E move
4.5%

30Δ

Calls
Pseudo strike
133.45
IV
36.4%
B/E move
3.8%
Puts
Pseudo strike
126.04
IV
40.6%
B/E move
4.0%

35Δ

Calls
Pseudo strike
132.52
IV
36.5%
B/E move
3.4%
Puts
Pseudo strike
127.02
IV
39.7%
B/E move
3.4%

40Δ

Calls
Pseudo strike
131.67
IV
37.1%
B/E move
3.0%
Puts
Pseudo strike
128.00
IV
38.9%
B/E move
2.9%

45Δ

Calls
Pseudo strike
130.82
IV
37.8%
B/E move
2.6%
Puts
Pseudo strike
128.98
IV
38.1%
B/E move
2.4%

50Δ

Calls
Pseudo strike
129.97
IV
38.4%
B/E move
2.3%
Puts
Pseudo strike
129.96
IV
37.3%
B/E move
1.9%

55Δ

Calls
Pseudo strike
128.99
IV
39.0%
B/E move
2.0%
Puts
Pseudo strike
130.80
IV
36.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
128.02
IV
39.5%
B/E move
1.7%
Puts
Pseudo strike
131.64
IV
36.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
127.04
IV
40.1%
B/E move
1.5%
Puts
Pseudo strike
132.48
IV
35.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
126.06
IV
40.6%
B/E move
1.2%
Puts
Pseudo strike
133.55
IV
37.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
125.08
IV
41.2%
B/E move
1.0%
Puts
Pseudo strike
136.11
IV
48.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
124.05
IV
40.1%
B/E move
0.7%
Puts
Pseudo strike
137.29
IV
46.4%
B/E move
0.6%

Options history

IV · four-Friday blend34.77%
Daily EOD
QTUM29.6%32.4%35.2%2026-10-19: 30.00%2026-10-20: 30.04%2026-10-21: 30.35%2026-10-22: 33.50%2026-10-23: 32.44%2026-10-26: 31.74%2026-10-27: 31.62%2026-10-28: 31.13%2026-10-29: 31.46%2026-10-30: 34.77%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.00%
30.04%
30.35%
33.50%
32.44%
31.74%
31.62%
31.13%
31.46%
34.77%