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Defiance Daily Target 2x Long STX ETF STXL

i

Market dataready · fetched 2026-11-12T02:49:26.132Z

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 · 2026-11-12T01:00:07.39269096Z

FundamentalsDefiance ETFs · ready · as of 2026-11-10 · fetched 2026-11-12T02:49:25.659493+00:00

Share price$11.24
1D+1.3%
AH$10.60$10.93$11.27$11.60$11.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTXL
Sold putSold callAH

Defiance Daily Target 2x Long STX ETF options

Live interpolated STXL call and put midpoint premiums by absolute delta.Defiance Daily Target 2x Long STX ETF$0.36$1.21$2.07$2.93$3.78$5.77$8.39$11.00$13.61$16.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STXL spot · $11.24STXL PRICE$0.45$0.50$0.59$0.70$0.83$0.98$1.14$1.31$1.51$1.79$2.07$2.27$2.46$0.54$0.70$0.87$1.03$1.19$1.31$1.41$1.51$1.94$2.43$2.76$3.09$3.54
PutsCheap0.73×
CallsFair0.97×
SkewBullish-17.31 pp
Implied moveBearish±$2.54
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.83280.5%62.7%8.85232.5%26.0%
25Δ15.15225.4%39.2%9.45220.1%22.1%
30Δ14.08209.9%30.5%9.98213.9%18.9%
35Δ13.33198.7%24.9%10.44205.0%16.3%
40Δ12.74193.2%20.7%10.90196.0%13.6%
45Δ12.25192.5%17.6%11.27183.2%11.4%
50Δ11.78191.8%14.9%11.60169.4%9.3%
55Δ11.34191.0%12.6%11.94155.6%7.2%
60Δ10.90191.9%10.4%12.47165.3%6.3%
65Δ10.45198.7%8.9%13.04178.5%5.6%
70Δ10.01205.5%7.4%13.49175.0%4.5%
75Δ9.61194.9%5.7%13.95171.4%3.4%
80Δ9.22184.1%4.0%14.50166.9%2.5%

20Δ

Calls
Pseudo strike
17.83
IV
280.5%
B/E move
62.7%
Puts
Pseudo strike
8.85
IV
232.5%
B/E move
26.0%

25Δ

Calls
Pseudo strike
15.15
IV
225.4%
B/E move
39.2%
Puts
Pseudo strike
9.45
IV
220.1%
B/E move
22.1%

30Δ

Calls
Pseudo strike
14.08
IV
209.9%
B/E move
30.5%
Puts
Pseudo strike
9.98
IV
213.9%
B/E move
18.9%

35Δ

Calls
Pseudo strike
13.33
IV
198.7%
B/E move
24.9%
Puts
Pseudo strike
10.44
IV
205.0%
B/E move
16.3%

40Δ

Calls
Pseudo strike
12.74
IV
193.2%
B/E move
20.7%
Puts
Pseudo strike
10.90
IV
196.0%
B/E move
13.6%

45Δ

Calls
Pseudo strike
12.25
IV
192.5%
B/E move
17.6%
Puts
Pseudo strike
11.27
IV
183.2%
B/E move
11.4%

50Δ

Calls
Pseudo strike
11.78
IV
191.8%
B/E move
14.9%
Puts
Pseudo strike
11.60
IV
169.4%
B/E move
9.3%

55Δ

Calls
Pseudo strike
11.34
IV
191.0%
B/E move
12.6%
Puts
Pseudo strike
11.94
IV
155.6%
B/E move
7.2%

60Δ

Calls
Pseudo strike
10.90
IV
191.9%
B/E move
10.4%
Puts
Pseudo strike
12.47
IV
165.3%
B/E move
6.3%

65Δ

Calls
Pseudo strike
10.45
IV
198.7%
B/E move
8.9%
Puts
Pseudo strike
13.04
IV
178.5%
B/E move
5.6%

70Δ

Calls
Pseudo strike
10.01
IV
205.5%
B/E move
7.4%
Puts
Pseudo strike
13.49
IV
175.0%
B/E move
4.5%

75Δ

Calls
Pseudo strike
9.61
IV
194.9%
B/E move
5.7%
Puts
Pseudo strike
13.95
IV
171.4%
B/E move
3.4%

80Δ

Calls
Pseudo strike
9.22
IV
184.1%
B/E move
4.0%
Puts
Pseudo strike
14.50
IV
166.9%
B/E move
2.5%

Options history

IV · four-Friday blend122.60%
Daily EOD
STXL118.7%146.7%174.6%2026-10-19: 170.73%2026-10-21: 162.09%2026-10-29: 152.88%2026-10-30: 122.60%Oct 19Oct 21Oct 30
4 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
170.73%
162.09%
152.88%
122.60%