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Tidal Trust II Defiance Daily Target 2X Long RGTI ETF RGTX

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Market dataready · fetched 2026-11-12T03:20:25.964Z

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 · 2026-11-12T00:46:07.818605221Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:20:25.545826+00:00

Share price$3.89
1D-20.4%
AH$3.85$4.26$4.68$5.09$5.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRGTX
Sold putSold callAH

Tidal Trust II Defiance Daily Target 2X Long RGTI ETF options

Live interpolated RGTX call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Daily Target 2X Long RGTI ETF$0.15$0.38$0.62$0.85$1.08$1.66$2.77$3.87$4.98$6.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RGTX spot · $3.89RGTX PRICE$0.20$0.21$0.27$0.33$0.39$0.45$0.52$0.60$0.68$0.76$0.84$0.92$0.17$0.22$0.27$0.31$0.36$0.41$0.46$0.56$0.65$0.74$0.83$0.92$1.02
PutsCheap0.56×
Calls——
Skew——
Implied moveBalanced±$0.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.70385.1%103.2%3.08217.3%25.4%
25Δ3.23207.5%22.5%
30Δ4.76191.3%28.0%3.39197.8%19.7%
35Δ4.60198.2%25.4%3.55188.0%16.8%
40Δ4.45205.1%22.8%3.71178.3%14.0%
45Δ4.29212.0%20.3%3.87168.5%11.2%
50Δ4.13218.9%17.7%4.02159.6%8.6%
55Δ3.97223.4%15.3%4.15155.7%7.6%
60Δ3.80218.3%13.2%4.28151.7%6.6%
65Δ3.64213.2%11.1%4.41147.7%5.6%
70Δ3.48208.0%9.0%4.54143.8%4.5%
75Δ3.32202.9%6.9%4.68139.8%3.5%
80Δ3.15197.8%4.8%4.81135.8%2.5%

20Δ

Calls
Pseudo strike
7.70
IV
385.1%
B/E move
103.2%
Puts
Pseudo strike
3.08
IV
217.3%
B/E move
25.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.23
IV
207.5%
B/E move
22.5%

30Δ

Calls
Pseudo strike
4.76
IV
191.3%
B/E move
28.0%
Puts
Pseudo strike
3.39
IV
197.8%
B/E move
19.7%

35Δ

Calls
Pseudo strike
4.60
IV
198.2%
B/E move
25.4%
Puts
Pseudo strike
3.55
IV
188.0%
B/E move
16.8%

40Δ

Calls
Pseudo strike
4.45
IV
205.1%
B/E move
22.8%
Puts
Pseudo strike
3.71
IV
178.3%
B/E move
14.0%

45Δ

Calls
Pseudo strike
4.29
IV
212.0%
B/E move
20.3%
Puts
Pseudo strike
3.87
IV
168.5%
B/E move
11.2%

50Δ

Calls
Pseudo strike
4.13
IV
218.9%
B/E move
17.7%
Puts
Pseudo strike
4.02
IV
159.6%
B/E move
8.6%

55Δ

Calls
Pseudo strike
3.97
IV
223.4%
B/E move
15.3%
Puts
Pseudo strike
4.15
IV
155.7%
B/E move
7.6%

60Δ

Calls
Pseudo strike
3.80
IV
218.3%
B/E move
13.2%
Puts
Pseudo strike
4.28
IV
151.7%
B/E move
6.6%

65Δ

Calls
Pseudo strike
3.64
IV
213.2%
B/E move
11.1%
Puts
Pseudo strike
4.41
IV
147.7%
B/E move
5.6%

70Δ

Calls
Pseudo strike
3.48
IV
208.0%
B/E move
9.0%
Puts
Pseudo strike
4.54
IV
143.8%
B/E move
4.5%

75Δ

Calls
Pseudo strike
3.32
IV
202.9%
B/E move
6.9%
Puts
Pseudo strike
4.68
IV
139.8%
B/E move
3.5%

80Δ

Calls
Pseudo strike
3.15
IV
197.8%
B/E move
4.8%
Puts
Pseudo strike
4.81
IV
135.8%
B/E move
2.5%

Options history

IV · four-Friday blend158.46%
Daily EOD
RGTX154.5%156.6%158.8%2026-10-26: 154.80%2026-10-30: 158.46%Oct 26Oct 30
2 observations2026-10-26 — 2026-10-30
Table
DateIV (%)
154.80%
158.46%