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Tidal Trust II Defiance Daily Target 2X Long SOFI ETF SOFX

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Market dataready · fetched 2026-10-22T12:55:52.476Z

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 · 2026-10-22T12:47:05.750140304Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:55:49.697793+00:00

Share price$5.84
1D-0.7%
$5.80$5.82$5.85$5.87$5.895:30 AM6:30 AM9:00 AM1:00 PMSOFX
Sold putSold call

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

Live interpolated SOFX call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Daily Target 2X Long SOFI ETF$0.14$0.68$1.21$1.74$2.27$3.56$4.87$6.19$7.51$8.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOFX spot · $5.84SOFX PRICE$0.20$0.25$0.32$0.39$0.48$0.58$0.68$0.79$0.97$1.15$1.33$1.56$1.84$0.26$0.32$0.43$0.54$0.65$0.76$0.89$1.03$1.17$1.32$1.50$1.81$2.12
PutsExpensive1.24×
CallsExpensive1.60×
SkewBullish-25.35 pp
Implied moveBearish±$1.57
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.88132.9%55.6%4.61119.6%25.4%
25Δ7.75116.5%37.0%4.98110.9%20.3%
30Δ7.40117.6%32.2%5.22110.2%18.0%
35Δ7.06118.7%27.5%5.45110.1%15.9%
40Δ6.78120.9%24.3%5.68110.0%13.8%
45Δ6.51123.2%21.5%5.91109.9%11.8%
50Δ6.24125.5%18.6%6.14108.5%10.1%
55Δ5.97128.3%15.8%6.37106.2%8.6%
60Δ5.69134.9%14.0%6.60104.0%7.1%
65Δ5.40141.5%12.2%6.83101.7%5.7%
70Δ5.12148.0%10.3%7.09100.2%4.3%
75Δ4.78154.7%8.5%7.45101.1%3.4%
80Δ4.39161.3%6.7%7.82102.0%2.4%

20Δ

Calls
Pseudo strike
8.88
IV
132.9%
B/E move
55.6%
Puts
Pseudo strike
4.61
IV
119.6%
B/E move
25.4%

25Δ

Calls
Pseudo strike
7.75
IV
116.5%
B/E move
37.0%
Puts
Pseudo strike
4.98
IV
110.9%
B/E move
20.3%

30Δ

Calls
Pseudo strike
7.40
IV
117.6%
B/E move
32.2%
Puts
Pseudo strike
5.22
IV
110.2%
B/E move
18.0%

35Δ

Calls
Pseudo strike
7.06
IV
118.7%
B/E move
27.5%
Puts
Pseudo strike
5.45
IV
110.1%
B/E move
15.9%

40Δ

Calls
Pseudo strike
6.78
IV
120.9%
B/E move
24.3%
Puts
Pseudo strike
5.68
IV
110.0%
B/E move
13.8%

45Δ

Calls
Pseudo strike
6.51
IV
123.2%
B/E move
21.5%
Puts
Pseudo strike
5.91
IV
109.9%
B/E move
11.8%

50Δ

Calls
Pseudo strike
6.24
IV
125.5%
B/E move
18.6%
Puts
Pseudo strike
6.14
IV
108.5%
B/E move
10.1%

55Δ

Calls
Pseudo strike
5.97
IV
128.3%
B/E move
15.8%
Puts
Pseudo strike
6.37
IV
106.2%
B/E move
8.6%

60Δ

Calls
Pseudo strike
5.69
IV
134.9%
B/E move
14.0%
Puts
Pseudo strike
6.60
IV
104.0%
B/E move
7.1%

65Δ

Calls
Pseudo strike
5.40
IV
141.5%
B/E move
12.2%
Puts
Pseudo strike
6.83
IV
101.7%
B/E move
5.7%

70Δ

Calls
Pseudo strike
5.12
IV
148.0%
B/E move
10.3%
Puts
Pseudo strike
7.09
IV
100.2%
B/E move
4.3%

75Δ

Calls
Pseudo strike
4.78
IV
154.7%
B/E move
8.5%
Puts
Pseudo strike
7.45
IV
101.1%
B/E move
3.4%

80Δ

Calls
Pseudo strike
4.39
IV
161.3%
B/E move
6.7%
Puts
Pseudo strike
7.82
IV
102.0%
B/E move
2.4%

Options history

No recorded observations