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Defiance Daily Target 2x Long STX ETF STXL

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Market dataready · fetched 2026-10-22T14:49:59.340Z

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 · 2026-10-22T14:49:44.428752895Z

FundamentalsDefiance ETFs · ready · as of 2026-10-21 · fetched 2026-10-22T14:49:57.814908+00:00

Share price$16.73
1D-7.4%
$16.60$17.06$17.52$17.98$18.445:30 AM6:30 AM9:00 AM1:00 PMSTXL
Sold putSold call

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$0.63$2.43$4.22$6.02$7.81$5.07$14.28$23.49$32.70$41.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STXL spot · $16.73STXL PRICE$0.82$1.06$1.64$1.68$2.15$2.40$2.52$2.60$3.09$3.69$4.51$5.01$5.40$1.90$2.13$2.32$2.47$2.62$2.83$3.19$3.73$4.26$4.88$5.57$6.39$7.29
PutsCheap0.89×
CallsExpensive1.42×
SkewBullish-37.56 pp
Implied moveBearish±$5.71
TiltBearish15.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.33196.8%92.2%11.90245.7%40.2%
25Δ28.85191.2%78.8%13.38215.6%32.8%
30Δ31.53252.2%98.3%14.61189.3%26.5%
35Δ24.72200.2%57.8%15.61167.5%21.4%
40Δ23.76218.1%54.9%16.46149.9%17.3%
45Δ21.29203.5%41.6%17.22137.3%14.0%
50Δ19.04178.3%28.9%17.98131.6%11.6%
55Δ17.39152.1%19.5%18.81130.5%9.8%
60Δ16.59161.0%17.6%19.62127.9%8.1%
65Δ15.62171.3%15.5%20.50125.9%6.6%
70Δ14.62190.9%14.3%21.43123.8%5.2%
75Δ13.54186.4%10.9%22.46121.9%3.9%
80Δ12.56172.4%7.3%23.55118.9%2.8%

20Δ

Calls
Pseudo strike
31.33
IV
196.8%
B/E move
92.2%
Puts
Pseudo strike
11.90
IV
245.7%
B/E move
40.2%

25Δ

Calls
Pseudo strike
28.85
IV
191.2%
B/E move
78.8%
Puts
Pseudo strike
13.38
IV
215.6%
B/E move
32.8%

30Δ

Calls
Pseudo strike
31.53
IV
252.2%
B/E move
98.3%
Puts
Pseudo strike
14.61
IV
189.3%
B/E move
26.5%

35Δ

Calls
Pseudo strike
24.72
IV
200.2%
B/E move
57.8%
Puts
Pseudo strike
15.61
IV
167.5%
B/E move
21.4%

40Δ

Calls
Pseudo strike
23.76
IV
218.1%
B/E move
54.9%
Puts
Pseudo strike
16.46
IV
149.9%
B/E move
17.3%

45Δ

Calls
Pseudo strike
21.29
IV
203.5%
B/E move
41.6%
Puts
Pseudo strike
17.22
IV
137.3%
B/E move
14.0%

50Δ

Calls
Pseudo strike
19.04
IV
178.3%
B/E move
28.9%
Puts
Pseudo strike
17.98
IV
131.6%
B/E move
11.6%

55Δ

Calls
Pseudo strike
17.39
IV
152.1%
B/E move
19.5%
Puts
Pseudo strike
18.81
IV
130.5%
B/E move
9.8%

60Δ

Calls
Pseudo strike
16.59
IV
161.0%
B/E move
17.6%
Puts
Pseudo strike
19.62
IV
127.9%
B/E move
8.1%

65Δ

Calls
Pseudo strike
15.62
IV
171.3%
B/E move
15.5%
Puts
Pseudo strike
20.50
IV
125.9%
B/E move
6.6%

70Δ

Calls
Pseudo strike
14.62
IV
190.9%
B/E move
14.3%
Puts
Pseudo strike
21.43
IV
123.8%
B/E move
5.2%

75Δ

Calls
Pseudo strike
13.54
IV
186.4%
B/E move
10.9%
Puts
Pseudo strike
22.46
IV
121.9%
B/E move
3.9%

80Δ

Calls
Pseudo strike
12.56
IV
172.4%
B/E move
7.3%
Puts
Pseudo strike
23.55
IV
118.9%
B/E move
2.8%

Options history

No recorded observations