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Tidal Trust II Defiance Daily Target 2x Short RGTI ETF RGTZ

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Market datapartial · fetched 2026-10-22T18:29:25.637Z

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 · 2026-10-22T18:27:53.459781335Z

FundamentalsAlpha Vantage · unavailable

Share price$26.50
1D+3.1%
$24.15$24.78$25.41$26.04$26.675:30 AM6:30 AM9:00 AM1:00 PMRGTZ
Sold putSold call

Tidal Trust II Defiance Daily Target 2x Short RGTI ETF options

Live interpolated RGTZ call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Daily Target 2x Short RGTI ETF$1.48$4.05$6.63$9.21$11.79$10.21$17.62$25.02$32.43$39.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RGTZ spot · $26.50RGTZ PRICE$2.11$2.52$2.93$3.37$3.84$4.40$4.98$5.62$6.28$7.00$1.76$2.41$3.12$3.97$4.96$6.22$7.69$9.37$11.05
PutsExpensive1.32×
CallsFair1.01×
SkewBearish+33.20 pp
Implied moveBearish±$11.06
TiltBearish8.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.02165.3%31.1%
25Δ21.63166.7%27.5%
30Δ23.20166.9%24.2%
35Δ34.14147.5%36.8%24.79168.7%21.5%
40Δ32.29145.9%31.4%26.43170.9%19.0%
45Δ30.44144.3%25.9%28.25175.9%16.9%
50Δ28.81142.3%21.4%30.26179.9%14.9%
55Δ27.36140.3%17.7%32.46181.6%12.9%
60Δ26.00140.1%14.7%34.66183.3%10.9%
65Δ24.68138.5%11.9%
70Δ23.39137.3%9.5%
75Δ22.12134.2%7.2%
80Δ20.87130.3%5.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.02
IV
165.3%
B/E move
31.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.63
IV
166.7%
B/E move
27.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.20
IV
166.9%
B/E move
24.2%

35Δ

Calls
Pseudo strike
34.14
IV
147.5%
B/E move
36.8%
Puts
Pseudo strike
24.79
IV
168.7%
B/E move
21.5%

40Δ

Calls
Pseudo strike
32.29
IV
145.9%
B/E move
31.4%
Puts
Pseudo strike
26.43
IV
170.9%
B/E move
19.0%

45Δ

Calls
Pseudo strike
30.44
IV
144.3%
B/E move
25.9%
Puts
Pseudo strike
28.25
IV
175.9%
B/E move
16.9%

50Δ

Calls
Pseudo strike
28.81
IV
142.3%
B/E move
21.4%
Puts
Pseudo strike
30.26
IV
179.9%
B/E move
14.9%

55Δ

Calls
Pseudo strike
27.36
IV
140.3%
B/E move
17.7%
Puts
Pseudo strike
32.46
IV
181.6%
B/E move
12.9%

60Δ

Calls
Pseudo strike
26.00
IV
140.1%
B/E move
14.7%
Puts
Pseudo strike
34.66
IV
183.3%
B/E move
10.9%

65Δ

Calls
Pseudo strike
24.68
IV
138.5%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.39
IV
137.3%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.12
IV
134.2%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.87
IV
130.3%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations