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Tidal Trust II Defiance Daily Target 2x Short RKLB ETF RKLZ

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Market dataready · fetched 2026-11-11T16:01:15.145Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T16:00:00.10229647Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T16:01:13.941074+00:00

Share price$11.40
1D-14.9%
$10.96$11.64$12.31$12.98$13.665:30 AM6:30 AM9:00 AM1:00 PMRKLZ
Sold putSold call

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

Live interpolated RKLZ call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Daily Target 2x Short RKLB ETF$1.03$1.31$1.59$1.88$2.16$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICERKLZ PRICE$1.06$1.13$1.21$1.30$1.41$1.52$1.61$1.69$1.77$1.74$1.91$2.08
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ15.88159.0%48.6%
40Δ14.40139.8%36.2%
45Δ12.96121.0%24.2%
50Δ12.20110.0%18.5%
55Δ11.63101.6%14.4%12.2884.9%7.6%
60Δ11.1294.3%10.9%12.6280.7%6.1%
65Δ10.7686.3%8.5%12.9676.4%4.6%
70Δ10.4578.1%6.5%
75Δ10.1469.9%4.4%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
15.88
IV
159.0%
B/E move
48.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
14.40
IV
139.8%
B/E move
36.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
12.96
IV
121.0%
B/E move
24.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
12.20
IV
110.0%
B/E move
18.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.63
IV
101.6%
B/E move
14.4%
Puts
Pseudo strike
12.28
IV
84.9%
B/E move
7.6%

60Δ

Calls
Pseudo strike
11.12
IV
94.3%
B/E move
10.9%
Puts
Pseudo strike
12.62
IV
80.7%
B/E move
6.1%

65Δ

Calls
Pseudo strike
10.76
IV
86.3%
B/E move
8.5%
Puts
Pseudo strike
12.96
IV
76.4%
B/E move
4.6%

70Δ

Calls
Pseudo strike
10.45
IV
78.1%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.14
IV
69.9%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations