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Defiance Daily Target 2X Long RIOT ETF RIOX

i

Market dataready · fetched 2026-11-12T02:09:13.345Z

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 · 2026-11-12T01:00:00.046695123Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:09:12.818357+00:00

Share price$16.05
1D-5.3%
AH$15.58$15.99$16.39$16.79$17.195:30 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$0.34$2.19$4.03$5.87$7.71$5.26$10.65$16.04$21.44$26.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RIOX spot · $16.05RIOX PRICE$0.54$0.71$0.88$1.06$1.25$1.46$1.68$1.90$2.23$2.60$2.94$3.31$3.69$0.79$0.99$1.19$1.45$1.86$2.30$2.77$3.07$3.51$4.18$5.21$6.35$7.18
PutsCheap0.74×
CallsCheap0.60×
SkewBearish+6.88 pp
Implied moveBearish±$4.45
TiltBearish25.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.09229.1%47.2%12.61235.9%26.4%
25Δ21.59223.9%38.9%13.49220.7%22.1%
30Δ20.35218.9%32.3%14.28205.7%18.4%
35Δ19.34215.6%27.2%14.95202.9%15.9%
40Δ18.42209.1%22.6%15.62209.4%14.3%
45Δ17.62204.5%18.9%16.31215.2%12.7%
50Δ16.90201.4%15.8%17.04218.2%11.1%
55Δ16.22196.0%12.9%17.65208.2%9.2%
60Δ15.57199.5%10.9%18.34203.3%7.6%
65Δ14.94206.3%9.3%19.21207.3%6.3%
70Δ14.30203.5%7.4%20.40220.4%5.4%
75Δ13.65200.6%5.7%21.71227.5%4.3%
80Δ13.01197.4%4.1%22.73220.4%3.1%

20Δ

Calls
Pseudo strike
23.09
IV
229.1%
B/E move
47.2%
Puts
Pseudo strike
12.61
IV
235.9%
B/E move
26.4%

25Δ

Calls
Pseudo strike
21.59
IV
223.9%
B/E move
38.9%
Puts
Pseudo strike
13.49
IV
220.7%
B/E move
22.1%

30Δ

Calls
Pseudo strike
20.35
IV
218.9%
B/E move
32.3%
Puts
Pseudo strike
14.28
IV
205.7%
B/E move
18.4%

35Δ

Calls
Pseudo strike
19.34
IV
215.6%
B/E move
27.2%
Puts
Pseudo strike
14.95
IV
202.9%
B/E move
15.9%

40Δ

Calls
Pseudo strike
18.42
IV
209.1%
B/E move
22.6%
Puts
Pseudo strike
15.62
IV
209.4%
B/E move
14.3%

45Δ

Calls
Pseudo strike
17.62
IV
204.5%
B/E move
18.9%
Puts
Pseudo strike
16.31
IV
215.2%
B/E move
12.7%

50Δ

Calls
Pseudo strike
16.90
IV
201.4%
B/E move
15.8%
Puts
Pseudo strike
17.04
IV
218.2%
B/E move
11.1%

55Δ

Calls
Pseudo strike
16.22
IV
196.0%
B/E move
12.9%
Puts
Pseudo strike
17.65
IV
208.2%
B/E move
9.2%

60Δ

Calls
Pseudo strike
15.57
IV
199.5%
B/E move
10.9%
Puts
Pseudo strike
18.34
IV
203.3%
B/E move
7.6%

65Δ

Calls
Pseudo strike
14.94
IV
206.3%
B/E move
9.3%
Puts
Pseudo strike
19.21
IV
207.3%
B/E move
6.3%

70Δ

Calls
Pseudo strike
14.30
IV
203.5%
B/E move
7.4%
Puts
Pseudo strike
20.40
IV
220.4%
B/E move
5.4%

75Δ

Calls
Pseudo strike
13.65
IV
200.6%
B/E move
5.7%
Puts
Pseudo strike
21.71
IV
227.5%
B/E move
4.3%

80Δ

Calls
Pseudo strike
13.01
IV
197.4%
B/E move
4.1%
Puts
Pseudo strike
22.73
IV
220.4%
B/E move
3.1%

Options history

IV · four-Friday blend186.80%
Daily EOD
RIOX186.6%186.8%187.0%2026-10-29: 186.80%Oct 29
1 observations2026-10-29 — 2026-10-29
Table
DateIV (%)
186.80%