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Tidal Trust II Defiance Daily Target 2X Long SMCI ETF SMCX

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Market dataready · fetched 2026-11-13T01:55:42.032Z

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: 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 · 2026-11-13T00:59:57.89883297Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:55:41.446158+00:00

Share price$5.35
1D-8.8%
AH$4.84$5.16$5.47$5.79$6.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMCX
Sold putSold callAH

Tidal Trust II Defiance Daily Target 2X Long SMCI ETF options

Live interpolated SMCX call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Daily Target 2X Long SMCI ETF$0.09$0.66$1.23$1.79$2.36$3.08$4.20$5.31$6.43$7.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMCX spot · $5.35SMCX PRICE$0.16$0.20$0.25$0.30$0.35$0.41$0.47$0.54$0.60$0.66$0.80$0.96$1.11$0.24$0.33$0.41$0.49$0.62$0.76$0.90$1.03$1.19$1.38$1.56$1.74$2.20
PutsCheap0.92×
CallsCheap0.77×
SkewBearish+43.03 pp
Implied moveBearish±$1.37
TiltBearish30.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.20200.8%37.4%4.26221.0%24.8%
25Δ6.82196.7%31.3%4.50220.0%21.9%
30Δ6.51189.4%26.3%4.74218.9%19.0%
35Δ6.20182.1%21.4%4.98217.8%16.1%
40Δ5.93176.1%17.4%5.21218.2%14.3%
45Δ5.75172.4%15.2%5.44218.7%12.6%
50Δ5.57168.6%13.0%5.66219.2%10.9%
55Δ5.39164.8%10.9%5.89219.7%9.2%
60Δ5.21161.1%8.7%6.13217.9%7.7%
65Δ5.03157.3%6.5%6.38213.8%6.5%
70Δ4.83159.3%5.3%6.63209.7%5.2%
75Δ4.62162.6%4.3%6.88205.6%3.9%
80Δ4.42166.0%3.3%7.39215.9%2.9%

20Δ

Calls
Pseudo strike
7.20
IV
200.8%
B/E move
37.4%
Puts
Pseudo strike
4.26
IV
221.0%
B/E move
24.8%

25Δ

Calls
Pseudo strike
6.82
IV
196.7%
B/E move
31.3%
Puts
Pseudo strike
4.50
IV
220.0%
B/E move
21.9%

30Δ

Calls
Pseudo strike
6.51
IV
189.4%
B/E move
26.3%
Puts
Pseudo strike
4.74
IV
218.9%
B/E move
19.0%

35Δ

Calls
Pseudo strike
6.20
IV
182.1%
B/E move
21.4%
Puts
Pseudo strike
4.98
IV
217.8%
B/E move
16.1%

40Δ

Calls
Pseudo strike
5.93
IV
176.1%
B/E move
17.4%
Puts
Pseudo strike
5.21
IV
218.2%
B/E move
14.3%

45Δ

Calls
Pseudo strike
5.75
IV
172.4%
B/E move
15.2%
Puts
Pseudo strike
5.44
IV
218.7%
B/E move
12.6%

50Δ

Calls
Pseudo strike
5.57
IV
168.6%
B/E move
13.0%
Puts
Pseudo strike
5.66
IV
219.2%
B/E move
10.9%

55Δ

Calls
Pseudo strike
5.39
IV
164.8%
B/E move
10.9%
Puts
Pseudo strike
5.89
IV
219.7%
B/E move
9.2%

60Δ

Calls
Pseudo strike
5.21
IV
161.1%
B/E move
8.7%
Puts
Pseudo strike
6.13
IV
217.9%
B/E move
7.7%

65Δ

Calls
Pseudo strike
5.03
IV
157.3%
B/E move
6.5%
Puts
Pseudo strike
6.38
IV
213.8%
B/E move
6.5%

70Δ

Calls
Pseudo strike
4.83
IV
159.3%
B/E move
5.3%
Puts
Pseudo strike
6.63
IV
209.7%
B/E move
5.2%

75Δ

Calls
Pseudo strike
4.62
IV
162.6%
B/E move
4.3%
Puts
Pseudo strike
6.88
IV
205.6%
B/E move
3.9%

80Δ

Calls
Pseudo strike
4.42
IV
166.0%
B/E move
3.3%
Puts
Pseudo strike
7.39
IV
215.9%
B/E move
2.9%

Options history

IV · four-Friday blend167.04%
Daily EOD
SMCX152.9%160.5%168.1%2026-10-19: 154.67%2026-10-20: 161.22%2026-10-21: 153.98%2026-10-22: 161.04%2026-10-23: 157.98%2026-10-26: 156.88%2026-10-27: 155.80%2026-10-28: 155.57%2026-10-29: 157.61%2026-10-30: 167.04%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
154.67%
161.22%
153.98%
161.04%
157.98%
156.88%
155.80%
155.57%
157.61%
167.04%