Share price$21.85
1D+5.3%
Sold putSold callAH
Tidal Trust II Defiance Daily Target 2x Short RGTI ETF RGTZ
i
Market dataready · fetched 2026-11-13T02:42:24.633Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-13T00:46:01.153673673Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:42:24.227508+00:00
Tidal Trust II Defiance Daily Target 2x Short RGTI ETF options
PutsCheap0.52×
CallsCheap0.68×
SkewBullish-61.60 pp
Implied moveBalanced±$4.26
TiltBullish3.7% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.60 | 187.6% | 33.6% | 18.22 | 171.7% | 19.8% |
| 25Δ | 27.26 | 186.2% | 28.3% | 19.07 | 167.9% | 16.9% |
| 30Δ | 26.35 | 190.4% | 25.3% | 19.80 | 166.7% | 14.8% |
| 35Δ | 25.57 | 198.7% | 23.0% | 20.52 | 155.1% | 12.2% |
| 40Δ | 24.69 | 201.9% | 20.2% | 21.19 | 144.1% | 9.9% |
| 45Δ | 23.61 | 192.8% | 16.3% | 21.77 | 142.5% | 8.6% |
| 50Δ | 22.81 | 195.7% | 14.1% | 22.37 | 142.8% | 7.4% |
| 55Δ | 22.00 | 197.0% | 12.0% | 22.98 | 144.2% | 6.3% |
| 60Δ | 21.20 | 210.6% | 10.8% | 23.77 | 152.4% | 5.6% |
| 65Δ | 20.33 | 218.6% | 9.3% | 24.36 | 148.3% | 4.6% |
| 70Δ | 19.38 | 228.2% | 7.9% | 24.88 | 139.1% | 3.5% |
| 75Δ | 18.27 | 248.4% | 6.7% | 25.44 | 132.0% | 2.6% |
| 80Δ | 16.88 | 277.1% | 5.6% | 26.02 | 125.6% | 1.8% |
20Δ
- Pseudo strike
- 28.60
- IV
- 187.6%
- B/E move
- 33.6%
- Pseudo strike
- 18.22
- IV
- 171.7%
- B/E move
- 19.8%
25Δ
- Pseudo strike
- 27.26
- IV
- 186.2%
- B/E move
- 28.3%
- Pseudo strike
- 19.07
- IV
- 167.9%
- B/E move
- 16.9%
30Δ
- Pseudo strike
- 26.35
- IV
- 190.4%
- B/E move
- 25.3%
- Pseudo strike
- 19.80
- IV
- 166.7%
- B/E move
- 14.8%
35Δ
- Pseudo strike
- 25.57
- IV
- 198.7%
- B/E move
- 23.0%
- Pseudo strike
- 20.52
- IV
- 155.1%
- B/E move
- 12.2%
40Δ
- Pseudo strike
- 24.69
- IV
- 201.9%
- B/E move
- 20.2%
- Pseudo strike
- 21.19
- IV
- 144.1%
- B/E move
- 9.9%
45Δ
- Pseudo strike
- 23.61
- IV
- 192.8%
- B/E move
- 16.3%
- Pseudo strike
- 21.77
- IV
- 142.5%
- B/E move
- 8.6%
50Δ
- Pseudo strike
- 22.81
- IV
- 195.7%
- B/E move
- 14.1%
- Pseudo strike
- 22.37
- IV
- 142.8%
- B/E move
- 7.4%
55Δ
- Pseudo strike
- 22.00
- IV
- 197.0%
- B/E move
- 12.0%
- Pseudo strike
- 22.98
- IV
- 144.2%
- B/E move
- 6.3%
60Δ
- Pseudo strike
- 21.20
- IV
- 210.6%
- B/E move
- 10.8%
- Pseudo strike
- 23.77
- IV
- 152.4%
- B/E move
- 5.6%
65Δ
- Pseudo strike
- 20.33
- IV
- 218.6%
- B/E move
- 9.3%
- Pseudo strike
- 24.36
- IV
- 148.3%
- B/E move
- 4.6%
70Δ
- Pseudo strike
- 19.38
- IV
- 228.2%
- B/E move
- 7.9%
- Pseudo strike
- 24.88
- IV
- 139.1%
- B/E move
- 3.5%
75Δ
- Pseudo strike
- 18.27
- IV
- 248.4%
- B/E move
- 6.7%
- Pseudo strike
- 25.44
- IV
- 132.0%
- B/E move
- 2.6%
80Δ
- Pseudo strike
- 16.88
- IV
- 277.1%
- B/E move
- 5.6%
- Pseudo strike
- 26.02
- IV
- 125.6%
- B/E move
- 1.8%
Options history
IV · four-Friday blend—
Daily EOD
No recorded observations
0 observations