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Defiance Daily Target 2x Long STX ETF STXL

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Market dataready · fetched 2026-10-22T16:53:11.531Z

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 · 2026-10-22T16:50:42.810098523Z

FundamentalsDefiance ETFs · ready · as of 2026-10-21 · fetched 2026-10-22T16:45:29.067867+00:00

Share price$16.07
1D-11.1%
$15.74$16.43$17.12$17.81$18.505:30 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$0.48$3.63$6.77$9.91$13.05$4.71$14.02$23.33$32.64$41.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STXL spot · $16.07STXL PRICE$0.82$1.34$1.60$1.88$1.69$1.74$2.49$2.47$2.81$3.24$3.90$4.49$5.53$1.56$1.67$1.80$2.09$2.17$3.38$3.65$3.80$3.92$6.02$7.23$7.45$12.14
PutsCheap0.92×
CallsExpensive1.42×
SkewBullish-32.72 pp
Implied moveBearish±$6.15
TiltBearish25.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.32207.2%100.1%11.57220.7%37.7%
25Δ37.43278.8%141.4%12.98185.4%29.6%
30Δ30.98259.2%102.8%14.08160.8%23.6%
35Δ26.80245.0%78.5%14.97151.6%19.8%
40Δ20.48168.8%38.0%15.69133.8%15.8%
45Δ18.46142.1%25.7%16.90161.5%15.8%
50Δ18.58186.4%31.2%17.61151.4%13.1%
55Δ16.73151.1%19.5%18.20137.5%10.4%
60Δ15.83149.8%16.0%18.69124.7%8.1%
65Δ14.97152.5%13.4%20.87149.9%7.6%
70Δ14.07164.9%11.8%22.31152.0%6.1%
75Δ13.09168.6%9.5%22.82138.0%4.3%
80Δ11.86189.4%8.2%27.62171.1%3.7%

20Δ

Calls
Pseudo strike
31.32
IV
207.2%
B/E move
100.1%
Puts
Pseudo strike
11.57
IV
220.7%
B/E move
37.7%

25Δ

Calls
Pseudo strike
37.43
IV
278.8%
B/E move
141.4%
Puts
Pseudo strike
12.98
IV
185.4%
B/E move
29.6%

30Δ

Calls
Pseudo strike
30.98
IV
259.2%
B/E move
102.8%
Puts
Pseudo strike
14.08
IV
160.8%
B/E move
23.6%

35Δ

Calls
Pseudo strike
26.80
IV
245.0%
B/E move
78.5%
Puts
Pseudo strike
14.97
IV
151.6%
B/E move
19.8%

40Δ

Calls
Pseudo strike
20.48
IV
168.8%
B/E move
38.0%
Puts
Pseudo strike
15.69
IV
133.8%
B/E move
15.8%

45Δ

Calls
Pseudo strike
18.46
IV
142.1%
B/E move
25.7%
Puts
Pseudo strike
16.90
IV
161.5%
B/E move
15.8%

50Δ

Calls
Pseudo strike
18.58
IV
186.4%
B/E move
31.2%
Puts
Pseudo strike
17.61
IV
151.4%
B/E move
13.1%

55Δ

Calls
Pseudo strike
16.73
IV
151.1%
B/E move
19.5%
Puts
Pseudo strike
18.20
IV
137.5%
B/E move
10.4%

60Δ

Calls
Pseudo strike
15.83
IV
149.8%
B/E move
16.0%
Puts
Pseudo strike
18.69
IV
124.7%
B/E move
8.1%

65Δ

Calls
Pseudo strike
14.97
IV
152.5%
B/E move
13.4%
Puts
Pseudo strike
20.87
IV
149.9%
B/E move
7.6%

70Δ

Calls
Pseudo strike
14.07
IV
164.9%
B/E move
11.8%
Puts
Pseudo strike
22.31
IV
152.0%
B/E move
6.1%

75Δ

Calls
Pseudo strike
13.09
IV
168.6%
B/E move
9.5%
Puts
Pseudo strike
22.82
IV
138.0%
B/E move
4.3%

80Δ

Calls
Pseudo strike
11.86
IV
189.4%
B/E move
8.2%
Puts
Pseudo strike
27.62
IV
171.1%
B/E move
3.7%

Options history

No recorded observations