IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-22T14:09:10.198Z

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 · 2026-10-22T14:08:04.536202444Z

FundamentalsAlpha Vantage · unavailable

Share price$25.50
1D-0.6%
$24.34$24.78$25.22$25.66$26.105:30 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$1.34$4.12$6.91$9.69$12.47$9.32$17.24$25.15$33.07$40.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RKLZ spot · $25.50RKLZ PRICE$1.67$2.08$2.49$2.89$3.34$3.79$4.28$4.86$5.48$6.18$6.93$1.64$2.17$2.85$3.65$4.31$5.62$6.75$8.23$9.95$11.67
PutsExpensive1.15×
CallsCheap0.84×
SkewBearish+21.31 pp
Implied moveBearish±$10.09
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.34161.5%30.6%
25Δ20.91158.5%26.5%
30Δ34.91149.7%43.4%22.36160.3%23.5%
35Δ33.09150.1%37.9%23.82163.1%20.9%
40Δ31.28150.4%32.4%25.24158.2%17.9%
45Δ29.48149.5%27.0%26.96167.9%16.3%
50Δ27.90147.7%22.5%28.65168.7%14.1%
55Δ26.43145.0%18.5%30.60171.2%12.2%
60Δ25.04142.2%15.0%32.78173.2%10.5%
65Δ23.75141.3%12.2%34.96175.2%8.7%
70Δ22.48139.7%9.7%
75Δ21.22138.2%7.4%
80Δ19.95135.4%5.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.34
IV
161.5%
B/E move
30.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.91
IV
158.5%
B/E move
26.5%

30Δ

Calls
Pseudo strike
34.91
IV
149.7%
B/E move
43.4%
Puts
Pseudo strike
22.36
IV
160.3%
B/E move
23.5%

35Δ

Calls
Pseudo strike
33.09
IV
150.1%
B/E move
37.9%
Puts
Pseudo strike
23.82
IV
163.1%
B/E move
20.9%

40Δ

Calls
Pseudo strike
31.28
IV
150.4%
B/E move
32.4%
Puts
Pseudo strike
25.24
IV
158.2%
B/E move
17.9%

45Δ

Calls
Pseudo strike
29.48
IV
149.5%
B/E move
27.0%
Puts
Pseudo strike
26.96
IV
167.9%
B/E move
16.3%

50Δ

Calls
Pseudo strike
27.90
IV
147.7%
B/E move
22.5%
Puts
Pseudo strike
28.65
IV
168.7%
B/E move
14.1%

55Δ

Calls
Pseudo strike
26.43
IV
145.0%
B/E move
18.5%
Puts
Pseudo strike
30.60
IV
171.2%
B/E move
12.2%

60Δ

Calls
Pseudo strike
25.04
IV
142.2%
B/E move
15.0%
Puts
Pseudo strike
32.78
IV
173.2%
B/E move
10.5%

65Δ

Calls
Pseudo strike
23.75
IV
141.3%
B/E move
12.2%
Puts
Pseudo strike
34.96
IV
175.2%
B/E move
8.7%

70Δ

Calls
Pseudo strike
22.48
IV
139.7%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
21.22
IV
138.2%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
19.95
IV
135.4%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations