IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-23T23:12:20.859Z

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 · 2026-10-23T22:54:55.142942452Z

FundamentalsAlpha Vantage · unavailable

Share price$24.80
1D-7.5%
AH$23.86$24.81$25.76$26.71$27.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRKLZ
Sold putSold callAH

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$1.26$3.92$6.58$9.24$11.90$9.51$16.94$24.36$31.79$39.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RKLZ spot · $24.80RKLZ PRICE$1.71$2.10$2.49$2.88$3.23$3.77$4.12$4.70$5.31$5.95$6.68$1.55$2.21$2.85$3.65$4.54$5.57$7.35$9.04$11.14
PutsExpensive1.20×
CallsCheap0.89×
SkewBearish+25.91 pp
Implied moveBearish±$10.58
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.89160.5%30.1%
25Δ20.26167.1%27.2%
30Δ34.92163.2%47.7%21.72166.7%23.9%
35Δ32.87161.8%41.0%23.18169.2%21.2%
40Δ30.82160.4%34.3%24.68171.3%18.8%
45Δ28.87156.7%28.0%26.28173.2%16.5%
50Δ27.11149.5%22.3%28.43186.2%15.0%
55Δ25.79151.9%19.2%30.59190.0%13.1%
60Δ24.33142.5%14.7%33.15194.8%11.2%
65Δ23.10142.8%12.1%
70Δ21.87141.6%9.6%
75Δ20.66138.7%7.3%
80Δ19.45135.9%5.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.89
IV
160.5%
B/E move
30.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.26
IV
167.1%
B/E move
27.2%

30Δ

Calls
Pseudo strike
34.92
IV
163.2%
B/E move
47.7%
Puts
Pseudo strike
21.72
IV
166.7%
B/E move
23.9%

35Δ

Calls
Pseudo strike
32.87
IV
161.8%
B/E move
41.0%
Puts
Pseudo strike
23.18
IV
169.2%
B/E move
21.2%

40Δ

Calls
Pseudo strike
30.82
IV
160.4%
B/E move
34.3%
Puts
Pseudo strike
24.68
IV
171.3%
B/E move
18.8%

45Δ

Calls
Pseudo strike
28.87
IV
156.7%
B/E move
28.0%
Puts
Pseudo strike
26.28
IV
173.2%
B/E move
16.5%

50Δ

Calls
Pseudo strike
27.11
IV
149.5%
B/E move
22.3%
Puts
Pseudo strike
28.43
IV
186.2%
B/E move
15.0%

55Δ

Calls
Pseudo strike
25.79
IV
151.9%
B/E move
19.2%
Puts
Pseudo strike
30.59
IV
190.0%
B/E move
13.1%

60Δ

Calls
Pseudo strike
24.33
IV
142.5%
B/E move
14.7%
Puts
Pseudo strike
33.15
IV
194.8%
B/E move
11.2%

65Δ

Calls
Pseudo strike
23.10
IV
142.8%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
21.87
IV
141.6%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
20.66
IV
138.7%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
19.45
IV
135.9%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations