IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-23T19:53:10.287Z

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 · 2026-10-23T19:49:20.536733027Z

FundamentalsAlpha Vantage · unavailable

Share price$24.45
1D-7.4%
$23.86$24.81$25.76$26.71$27.665:30 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$1.16$4.13$7.10$10.07$13.04$9.55$16.87$24.19$31.51$38.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RKLZ spot · $24.45RKLZ PRICE$3.29$3.88$4.35$4.85$5.48$6.13$6.86$1.48$2.11$2.78$3.44$4.26$5.17$6.42$8.36$10.19$12.18
PutsExpensive1.17×
CallsCheap0.89×
SkewBearish+18.04 pp
Implied moveBearish±$9.71
TiltBearish23.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.72155.9%29.5%
25Δ20.03163.1%26.7%
30Δ21.42163.3%23.7%
35Δ22.82163.4%20.7%
40Δ24.25164.3%18.2%
45Δ25.73165.2%15.9%
50Δ26.92155.9%23.6%27.44170.0%14.0%
55Δ25.62160.0%20.6%29.70182.7%12.7%
60Δ24.19155.5%16.7%32.00184.6%10.8%
65Δ22.78151.4%13.0%34.43188.0%9.0%
70Δ21.50150.1%10.3%
75Δ20.24147.2%7.9%
80Δ18.98144.1%5.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.72
IV
155.9%
B/E move
29.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.03
IV
163.1%
B/E move
26.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.42
IV
163.3%
B/E move
23.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.82
IV
163.4%
B/E move
20.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.25
IV
164.3%
B/E move
18.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.73
IV
165.2%
B/E move
15.9%

50Δ

Calls
Pseudo strike
26.92
IV
155.9%
B/E move
23.6%
Puts
Pseudo strike
27.44
IV
170.0%
B/E move
14.0%

55Δ

Calls
Pseudo strike
25.62
IV
160.0%
B/E move
20.6%
Puts
Pseudo strike
29.70
IV
182.7%
B/E move
12.7%

60Δ

Calls
Pseudo strike
24.19
IV
155.5%
B/E move
16.7%
Puts
Pseudo strike
32.00
IV
184.6%
B/E move
10.8%

65Δ

Calls
Pseudo strike
22.78
IV
151.4%
B/E move
13.0%
Puts
Pseudo strike
34.43
IV
188.0%
B/E move
9.0%

70Δ

Calls
Pseudo strike
21.50
IV
150.1%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
20.24
IV
147.2%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.98
IV
144.1%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations