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Tidal Trust II Defiance Daily Target 2x Short MSTR ETF SMST

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Market datapartial · fetched 2026-10-23T03:50:31.670Z

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 · 2026-10-22T23:44:24.211549031Z

FundamentalsAlpha Vantage · unavailable

Share price$13.58
1D+0.4%
AH$12.59$12.85$13.11$13.37$13.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMST
Sold putSold callAH

Tidal Trust II Defiance Daily Target 2x Short MSTR ETF options

Live interpolated SMST call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Daily Target 2x Short MSTR ETF$0.18$4.54$8.91$13.27$17.64$4.73$8.74$12.74$16.74$20.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMST spot · $13.58SMST PRICE$0.65$0.76$0.90$1.03$1.28$1.49$1.63$1.77$1.95$2.21$2.51$2.82$3.14$0.91$1.26$1.50$1.79$2.16$3.01$4.36$5.64$7.02$8.96$10.98$13.18$16.38
PutsExpensive1.22×
CallsCheap0.92×
SkewBearish+56.15 pp
Implied moveBearish±$5.99
TiltBearish55.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.95193.8%88.5%10.25166.7%31.2%
25Δ20.83166.6%59.0%11.05170.2%27.9%
30Δ18.79152.9%45.0%11.90158.9%23.4%
35Δ17.17140.3%34.0%12.65152.7%20.0%
40Δ16.40144.2%30.1%13.39150.7%17.3%
45Δ15.58143.4%25.7%14.40167.0%16.2%
50Δ14.64132.7%19.8%15.81193.3%15.7%
55Δ13.86122.5%15.1%17.33205.4%14.0%
60Δ13.25116.6%11.9%18.96213.3%12.1%
65Δ12.67114.5%9.5%21.13223.9%10.3%
70Δ12.11114.8%7.7%23.42228.5%8.4%
75Δ11.57112.4%6.0%25.87229.5%6.5%
80Δ11.02109.1%4.3%29.31233.6%4.8%

20Δ

Calls
Pseudo strike
24.95
IV
193.8%
B/E move
88.5%
Puts
Pseudo strike
10.25
IV
166.7%
B/E move
31.2%

25Δ

Calls
Pseudo strike
20.83
IV
166.6%
B/E move
59.0%
Puts
Pseudo strike
11.05
IV
170.2%
B/E move
27.9%

30Δ

Calls
Pseudo strike
18.79
IV
152.9%
B/E move
45.0%
Puts
Pseudo strike
11.90
IV
158.9%
B/E move
23.4%

35Δ

Calls
Pseudo strike
17.17
IV
140.3%
B/E move
34.0%
Puts
Pseudo strike
12.65
IV
152.7%
B/E move
20.0%

40Δ

Calls
Pseudo strike
16.40
IV
144.2%
B/E move
30.1%
Puts
Pseudo strike
13.39
IV
150.7%
B/E move
17.3%

45Δ

Calls
Pseudo strike
15.58
IV
143.4%
B/E move
25.7%
Puts
Pseudo strike
14.40
IV
167.0%
B/E move
16.2%

50Δ

Calls
Pseudo strike
14.64
IV
132.7%
B/E move
19.8%
Puts
Pseudo strike
15.81
IV
193.3%
B/E move
15.7%

55Δ

Calls
Pseudo strike
13.86
IV
122.5%
B/E move
15.1%
Puts
Pseudo strike
17.33
IV
205.4%
B/E move
14.0%

60Δ

Calls
Pseudo strike
13.25
IV
116.6%
B/E move
11.9%
Puts
Pseudo strike
18.96
IV
213.3%
B/E move
12.1%

65Δ

Calls
Pseudo strike
12.67
IV
114.5%
B/E move
9.5%
Puts
Pseudo strike
21.13
IV
223.9%
B/E move
10.3%

70Δ

Calls
Pseudo strike
12.11
IV
114.8%
B/E move
7.7%
Puts
Pseudo strike
23.42
IV
228.5%
B/E move
8.4%

75Δ

Calls
Pseudo strike
11.57
IV
112.4%
B/E move
6.0%
Puts
Pseudo strike
25.87
IV
229.5%
B/E move
6.5%

80Δ

Calls
Pseudo strike
11.02
IV
109.1%
B/E move
4.3%
Puts
Pseudo strike
29.31
IV
233.6%
B/E move
4.8%

Options history

No recorded observations