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Defiance Daily Target 2X Long RIOT ETF RIOX

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Market dataready · fetched 2026-10-22T22:09:37.339Z

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 · 2026-10-22T22:07:45.151695048Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:09:35.676950+00:00

Share price$8.89
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$0.18$2.78$5.38$7.98$10.57$-0.16$9.64$19.44$29.23$39.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RIOX spot · $8.89RIOX PRICE$0.46$0.58$0.73$0.88$1.07$1.23$1.42$1.58$1.76$2.05$2.34$2.63$3.01$0.75$1.05$1.39$1.71$2.05$2.76$3.21$3.78$4.73$5.49$7.25$8.16$9.83
PutsExpensive1.14×
CallsExpensive1.33×
SkewBearish+19.04 pp
Implied moveBearish±$4.63
TiltBearish45.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.67211.9%103.9%6.55194.0%34.8%
25Δ15.41202.0%79.9%7.14202.5%31.5%
30Δ14.12201.5%67.1%7.79205.0%28.0%
35Δ12.80194.2%53.8%8.42202.4%24.5%
40Δ12.04199.2%47.4%9.06198.6%21.1%
45Δ11.11194.4%38.8%9.92213.8%19.4%
50Δ10.33191.5%32.2%10.62209.6%16.7%
55Δ9.59184.1%25.7%11.41207.8%14.1%
60Δ8.89176.1%19.8%12.54215.7%12.2%
65Δ8.34181.4%16.8%13.48213.6%10.1%
70Δ7.77183.8%13.7%15.39228.3%8.5%
75Δ7.20181.7%10.5%16.48220.9%6.4%
80Δ6.58183.3%7.9%18.31220.6%4.6%

20Δ

Calls
Pseudo strike
17.67
IV
211.9%
B/E move
103.9%
Puts
Pseudo strike
6.55
IV
194.0%
B/E move
34.8%

25Δ

Calls
Pseudo strike
15.41
IV
202.0%
B/E move
79.9%
Puts
Pseudo strike
7.14
IV
202.5%
B/E move
31.5%

30Δ

Calls
Pseudo strike
14.12
IV
201.5%
B/E move
67.1%
Puts
Pseudo strike
7.79
IV
205.0%
B/E move
28.0%

35Δ

Calls
Pseudo strike
12.80
IV
194.2%
B/E move
53.8%
Puts
Pseudo strike
8.42
IV
202.4%
B/E move
24.5%

40Δ

Calls
Pseudo strike
12.04
IV
199.2%
B/E move
47.4%
Puts
Pseudo strike
9.06
IV
198.6%
B/E move
21.1%

45Δ

Calls
Pseudo strike
11.11
IV
194.4%
B/E move
38.8%
Puts
Pseudo strike
9.92
IV
213.8%
B/E move
19.4%

50Δ

Calls
Pseudo strike
10.33
IV
191.5%
B/E move
32.2%
Puts
Pseudo strike
10.62
IV
209.6%
B/E move
16.7%

55Δ

Calls
Pseudo strike
9.59
IV
184.1%
B/E move
25.7%
Puts
Pseudo strike
11.41
IV
207.8%
B/E move
14.1%

60Δ

Calls
Pseudo strike
8.89
IV
176.1%
B/E move
19.8%
Puts
Pseudo strike
12.54
IV
215.7%
B/E move
12.2%

65Δ

Calls
Pseudo strike
8.34
IV
181.4%
B/E move
16.8%
Puts
Pseudo strike
13.48
IV
213.6%
B/E move
10.1%

70Δ

Calls
Pseudo strike
7.77
IV
183.8%
B/E move
13.7%
Puts
Pseudo strike
15.39
IV
228.3%
B/E move
8.5%

75Δ

Calls
Pseudo strike
7.20
IV
181.7%
B/E move
10.5%
Puts
Pseudo strike
16.48
IV
220.9%
B/E move
6.4%

80Δ

Calls
Pseudo strike
6.58
IV
183.3%
B/E move
7.9%
Puts
Pseudo strike
18.31
IV
220.6%
B/E move
4.6%

Options history

No recorded observations