IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-22T20:50:23.453Z

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 · 2026-10-22T20:50:01.500578158Z

FundamentalsAlpha Vantage · unavailable

Share price$8.68
1D-4.1%
AH$8.27$8.52$8.78$9.03$9.285:30 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$0.14$2.44$4.74$7.04$9.34$2.63$6.53$10.44$14.35$18.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMCX spot · $8.68SMCX PRICE$0.39$0.51$0.65$0.80$0.92$1.05$1.24$1.46$1.71$1.96$2.22$2.47$2.83$0.66$0.89$1.12$1.38$1.72$2.11$2.55$3.08$3.67$4.38$5.34$6.95$8.68
PutsExpensive1.30×
CallsExpensive1.09×
SkewBearish+13.14 pp
Implied moveBearish±$3.79
TiltBearish40.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.90174.8%76.1%6.43182.6%33.5%
25Δ13.72174.7%64.0%7.02182.3%29.3%
30Δ12.77175.4%54.5%7.58178.5%25.6%
35Δ12.00178.6%47.5%8.14176.1%22.2%
40Δ11.03169.9%37.7%8.70177.4%19.6%
45Δ10.27163.0%30.5%9.30179.3%17.2%
50Δ9.68164.2%25.9%9.93181.8%15.0%
55Δ9.19170.0%22.8%10.63183.4%12.9%
60Δ8.67174.1%19.6%11.40184.9%10.9%
65Δ8.13177.3%16.3%12.27186.8%9.1%
70Δ7.60175.9%13.1%13.38191.1%7.4%
75Δ7.06172.9%9.8%15.11203.1%6.0%
80Δ6.49173.4%7.4%16.98207.5%4.4%

20Δ

Calls
Pseudo strike
14.90
IV
174.8%
B/E move
76.1%
Puts
Pseudo strike
6.43
IV
182.6%
B/E move
33.5%

25Δ

Calls
Pseudo strike
13.72
IV
174.7%
B/E move
64.0%
Puts
Pseudo strike
7.02
IV
182.3%
B/E move
29.3%

30Δ

Calls
Pseudo strike
12.77
IV
175.4%
B/E move
54.5%
Puts
Pseudo strike
7.58
IV
178.5%
B/E move
25.6%

35Δ

Calls
Pseudo strike
12.00
IV
178.6%
B/E move
47.5%
Puts
Pseudo strike
8.14
IV
176.1%
B/E move
22.2%

40Δ

Calls
Pseudo strike
11.03
IV
169.9%
B/E move
37.7%
Puts
Pseudo strike
8.70
IV
177.4%
B/E move
19.6%

45Δ

Calls
Pseudo strike
10.27
IV
163.0%
B/E move
30.5%
Puts
Pseudo strike
9.30
IV
179.3%
B/E move
17.2%

50Δ

Calls
Pseudo strike
9.68
IV
164.2%
B/E move
25.9%
Puts
Pseudo strike
9.93
IV
181.8%
B/E move
15.0%

55Δ

Calls
Pseudo strike
9.19
IV
170.0%
B/E move
22.8%
Puts
Pseudo strike
10.63
IV
183.4%
B/E move
12.9%

60Δ

Calls
Pseudo strike
8.67
IV
174.1%
B/E move
19.6%
Puts
Pseudo strike
11.40
IV
184.9%
B/E move
10.9%

65Δ

Calls
Pseudo strike
8.13
IV
177.3%
B/E move
16.3%
Puts
Pseudo strike
12.27
IV
186.8%
B/E move
9.1%

70Δ

Calls
Pseudo strike
7.60
IV
175.9%
B/E move
13.1%
Puts
Pseudo strike
13.38
IV
191.1%
B/E move
7.4%

75Δ

Calls
Pseudo strike
7.06
IV
172.9%
B/E move
9.8%
Puts
Pseudo strike
15.11
IV
203.1%
B/E move
6.0%

80Δ

Calls
Pseudo strike
6.49
IV
173.4%
B/E move
7.4%
Puts
Pseudo strike
16.98
IV
207.5%
B/E move
4.4%

Options history

No recorded observations