IntraAlpha
Create free account Start free

Defiance Daily Target 2X Long RIOT ETF RIOX

i

Market datapartial · fetched 2026-10-23T00:58:43.166Z

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 · 2026-10-23T00:00:00.053337226Z

FundamentalsAlpha Vantage · unavailable

Share price$8.79
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$2.43$4.64$6.85$9.06$0.01$9.76$19.51$29.26$39.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RIOX spot · $8.79RIOX PRICE$0.46$0.58$0.74$0.88$1.07$1.24$1.43$1.59$1.79$2.08$2.38$2.68$3.11$0.72$1.01$1.34$1.66$1.96$2.60$3.10$3.55$4.29$5.30$5.77$7.90$8.42
PutsExpensive1.09×
CallsExpensive1.37×
SkewBearish+5.52 pp
Implied moveBearish±$4.53
TiltBearish40.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.68215.3%106.4%6.49190.4%34.3%
25Δ15.41205.6%81.9%7.07199.1%31.1%
30Δ14.11205.4%68.9%7.70201.2%27.7%
35Δ12.78198.4%55.4%8.31199.5%24.3%
40Δ12.02203.5%48.9%8.91194.1%20.9%
45Δ11.07198.7%40.0%9.72205.8%18.9%
50Δ10.29196.5%33.3%10.44206.3%16.5%
55Δ9.53188.9%26.6%11.13201.2%13.8%
60Δ8.83183.0%20.8%12.05204.4%11.8%
65Δ8.27189.2%17.8%13.22211.0%10.0%
70Δ7.69191.8%14.5%13.88200.3%7.7%
75Δ7.09191.0%11.1%16.13218.7%6.3%
80Δ6.43196.5%8.5%16.83203.6%4.4%

20Δ

Calls
Pseudo strike
17.68
IV
215.3%
B/E move
106.4%
Puts
Pseudo strike
6.49
IV
190.4%
B/E move
34.3%

25Δ

Calls
Pseudo strike
15.41
IV
205.6%
B/E move
81.9%
Puts
Pseudo strike
7.07
IV
199.1%
B/E move
31.1%

30Δ

Calls
Pseudo strike
14.11
IV
205.4%
B/E move
68.9%
Puts
Pseudo strike
7.70
IV
201.2%
B/E move
27.7%

35Δ

Calls
Pseudo strike
12.78
IV
198.4%
B/E move
55.4%
Puts
Pseudo strike
8.31
IV
199.5%
B/E move
24.3%

40Δ

Calls
Pseudo strike
12.02
IV
203.5%
B/E move
48.9%
Puts
Pseudo strike
8.91
IV
194.1%
B/E move
20.9%

45Δ

Calls
Pseudo strike
11.07
IV
198.7%
B/E move
40.0%
Puts
Pseudo strike
9.72
IV
205.8%
B/E move
18.9%

50Δ

Calls
Pseudo strike
10.29
IV
196.5%
B/E move
33.3%
Puts
Pseudo strike
10.44
IV
206.3%
B/E move
16.5%

55Δ

Calls
Pseudo strike
9.53
IV
188.9%
B/E move
26.6%
Puts
Pseudo strike
11.13
IV
201.2%
B/E move
13.8%

60Δ

Calls
Pseudo strike
8.83
IV
183.0%
B/E move
20.8%
Puts
Pseudo strike
12.05
IV
204.4%
B/E move
11.8%

65Δ

Calls
Pseudo strike
8.27
IV
189.2%
B/E move
17.8%
Puts
Pseudo strike
13.22
IV
211.0%
B/E move
10.0%

70Δ

Calls
Pseudo strike
7.69
IV
191.8%
B/E move
14.5%
Puts
Pseudo strike
13.88
IV
200.3%
B/E move
7.7%

75Δ

Calls
Pseudo strike
7.09
IV
191.0%
B/E move
11.1%
Puts
Pseudo strike
16.13
IV
218.7%
B/E move
6.3%

80Δ

Calls
Pseudo strike
6.43
IV
196.5%
B/E move
8.5%
Puts
Pseudo strike
16.83
IV
203.6%
B/E move
4.4%

Options history

No recorded observations