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Defiance Daily Target 2X Long RIOT ETF RIOX

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Market dataready · fetched 2026-10-22T23:44:11.171Z

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 · 2026-10-22T23:37:58.181327196Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:44:09.737907+00:00

Share price$8.80
1D-9.2%
AH$8.34$8.74$9.15$9.56$9.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRIOX
Sold putSold callAH

Defiance Daily Target 2X Long RIOT ETF options

Live interpolated RIOX call and put midpoint premiums by absolute delta.Defiance Daily Target 2X Long RIOT ETF$0.22$2.44$4.65$6.87$9.09$0.00$9.76$19.51$29.26$39.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RIOX spot · $8.80RIOX PRICE$0.46$0.58$0.74$0.88$1.07$1.24$1.43$1.59$1.78$2.08$2.38$2.68$3.10$0.72$1.02$1.35$1.66$1.96$2.61$3.11$3.58$4.34$5.32$5.79$7.92$8.45
PutsExpensive1.10×
CallsExpensive1.36×
SkewBearish+6.56 pp
Implied moveBearish±$4.54
TiltBearish41.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.68214.8%106.1%6.50190.7%34.4%
25Δ15.41205.1%81.7%7.08199.4%31.1%
30Δ14.11204.9%68.7%7.70201.6%27.7%
35Δ12.78197.8%55.3%8.32199.8%24.3%
40Δ12.02203.0%48.8%8.93194.4%20.9%
45Δ11.08198.3%39.9%9.74206.6%19.0%
50Δ10.30196.0%33.2%10.46206.6%16.5%
55Δ9.54188.4%26.5%11.16201.9%13.8%
60Δ8.84182.3%20.7%12.10205.5%11.8%
65Δ8.28188.4%17.7%13.24211.1%10.0%
70Δ7.69190.9%14.5%13.91200.4%7.7%
75Δ7.10190.0%11.1%16.16218.7%6.3%
80Δ6.45195.1%8.5%16.87203.8%4.4%

20Δ

Calls
Pseudo strike
17.68
IV
214.8%
B/E move
106.1%
Puts
Pseudo strike
6.50
IV
190.7%
B/E move
34.4%

25Δ

Calls
Pseudo strike
15.41
IV
205.1%
B/E move
81.7%
Puts
Pseudo strike
7.08
IV
199.4%
B/E move
31.1%

30Δ

Calls
Pseudo strike
14.11
IV
204.9%
B/E move
68.7%
Puts
Pseudo strike
7.70
IV
201.6%
B/E move
27.7%

35Δ

Calls
Pseudo strike
12.78
IV
197.8%
B/E move
55.3%
Puts
Pseudo strike
8.32
IV
199.8%
B/E move
24.3%

40Δ

Calls
Pseudo strike
12.02
IV
203.0%
B/E move
48.8%
Puts
Pseudo strike
8.93
IV
194.4%
B/E move
20.9%

45Δ

Calls
Pseudo strike
11.08
IV
198.3%
B/E move
39.9%
Puts
Pseudo strike
9.74
IV
206.6%
B/E move
19.0%

50Δ

Calls
Pseudo strike
10.30
IV
196.0%
B/E move
33.2%
Puts
Pseudo strike
10.46
IV
206.6%
B/E move
16.5%

55Δ

Calls
Pseudo strike
9.54
IV
188.4%
B/E move
26.5%
Puts
Pseudo strike
11.16
IV
201.9%
B/E move
13.8%

60Δ

Calls
Pseudo strike
8.84
IV
182.3%
B/E move
20.7%
Puts
Pseudo strike
12.10
IV
205.5%
B/E move
11.8%

65Δ

Calls
Pseudo strike
8.28
IV
188.4%
B/E move
17.7%
Puts
Pseudo strike
13.24
IV
211.1%
B/E move
10.0%

70Δ

Calls
Pseudo strike
7.69
IV
190.9%
B/E move
14.5%
Puts
Pseudo strike
13.91
IV
200.4%
B/E move
7.7%

75Δ

Calls
Pseudo strike
7.10
IV
190.0%
B/E move
11.1%
Puts
Pseudo strike
16.16
IV
218.7%
B/E move
6.3%

80Δ

Calls
Pseudo strike
6.45
IV
195.1%
B/E move
8.5%
Puts
Pseudo strike
16.87
IV
203.8%
B/E move
4.4%

Options history

No recorded observations