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Defiance S&P 500 Income Target ETF SPYT

i

Market dataready · fetched 2026-11-12T16:42:13.824Z

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 · 2026-11-12T16:37:57.386846728Z

FundamentalsDefiance ETFs · ready · as of 2026-11-11 · fetched 2026-11-12T16:42:13.229474+00:00

Share price$16.45
1D+0.6%
$16.30$16.35$16.40$16.45$16.505:30 AM6:30 AM9:00 AM1:00 PMSPYT
Sold putSold call

Defiance S&P 500 Income Target ETF options

Live interpolated SPYT call and put midpoint premiums by absolute delta.Defiance S&P 500 Income Target ETF$0.32$0.83$1.34$1.84$2.35$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESPYT PRICE$0.38$0.55$0.75$0.95$1.16$1.36$1.56$1.76$1.98$2.21
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.58153.3%27.4%
25Δ
30Δ
35Δ
40Δ16.2363.2%4.7%
45Δ16.5067.2%4.3%
50Δ16.7771.2%3.8%
55Δ17.0475.2%3.4%
60Δ17.3179.3%3.0%
65Δ17.5883.3%2.6%
70Δ17.8587.3%2.2%
75Δ18.1487.6%1.8%
80Δ18.4483.1%1.3%

20Δ

Calls
Pseudo strike
20.58
IV
153.3%
B/E move
27.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.23
IV
63.2%
B/E move
4.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.50
IV
67.2%
B/E move
4.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.77
IV
71.2%
B/E move
3.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.04
IV
75.2%
B/E move
3.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.31
IV
79.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.58
IV
83.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.85
IV
87.3%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.14
IV
87.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.44
IV
83.1%
B/E move
1.3%

Options history

IV · four-Friday blend24.97%
Daily EOD
SPYT24.7%26.5%28.3%2026-10-21: 28.04%2026-10-27: 27.62%2026-10-28: 25.78%2026-10-29: 24.97%Oct 21Oct 27Oct 29
4 observations2026-10-21 — 2026-10-29
Table
DateIV (%)
28.04%
27.62%
25.78%
24.97%