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Defiance Daily Target 2x Long STX ETF STXL

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Market dataready · fetched 2026-10-24T04:24:38.550Z

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 · 2026-10-24T00:00:07.24274048Z

FundamentalsDefiance ETFs · ready · as of 2026-10-22 · fetched 2026-10-24T04:24:38.152601+00:00

Share price$16.00
1D+0.8%
AH$15.72$16.15$16.57$17.00$17.425:30 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$0.49$2.61$4.73$6.85$8.98$4.40$13.80$23.19$32.59$41.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STXL spot · $16.00STXL PRICE$0.72$0.87$1.03$1.23$1.47$1.73$2.03$2.36$2.80$3.41$3.54$4.12$4.67$0.97$1.20$1.52$1.88$2.35$2.85$3.37$3.90$4.46$5.22$6.22$6.92$8.36
PutsCheap0.80×
CallsExpensive1.08×
SkewBullish-9.43 pp
Implied moveBearish±$5.40
TiltBearish24.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.67181.0%77.4%12.23157.8%29.6%
25Δ24.06163.3%55.8%13.26147.8%24.6%
30Δ21.72150.4%42.2%14.10146.0%21.4%
35Δ20.27146.6%34.4%14.90144.7%18.6%
40Δ19.22146.3%29.3%15.71147.0%16.5%
45Δ18.25145.8%24.9%16.55147.8%14.4%
50Δ17.38146.9%21.3%17.38147.0%12.4%
55Δ16.55148.0%18.1%18.23144.9%10.4%
60Δ15.73154.4%15.8%19.08142.2%8.6%
65Δ14.95170.1%14.7%20.08142.2%7.1%
70Δ14.09150.5%10.2%21.29144.1%5.8%
75Δ13.19155.2%8.2%22.23138.7%4.3%
80Δ12.31154.2%6.1%23.86139.7%3.1%

20Δ

Calls
Pseudo strike
27.67
IV
181.0%
B/E move
77.4%
Puts
Pseudo strike
12.23
IV
157.8%
B/E move
29.6%

25Δ

Calls
Pseudo strike
24.06
IV
163.3%
B/E move
55.8%
Puts
Pseudo strike
13.26
IV
147.8%
B/E move
24.6%

30Δ

Calls
Pseudo strike
21.72
IV
150.4%
B/E move
42.2%
Puts
Pseudo strike
14.10
IV
146.0%
B/E move
21.4%

35Δ

Calls
Pseudo strike
20.27
IV
146.6%
B/E move
34.4%
Puts
Pseudo strike
14.90
IV
144.7%
B/E move
18.6%

40Δ

Calls
Pseudo strike
19.22
IV
146.3%
B/E move
29.3%
Puts
Pseudo strike
15.71
IV
147.0%
B/E move
16.5%

45Δ

Calls
Pseudo strike
18.25
IV
145.8%
B/E move
24.9%
Puts
Pseudo strike
16.55
IV
147.8%
B/E move
14.4%

50Δ

Calls
Pseudo strike
17.38
IV
146.9%
B/E move
21.3%
Puts
Pseudo strike
17.38
IV
147.0%
B/E move
12.4%

55Δ

Calls
Pseudo strike
16.55
IV
148.0%
B/E move
18.1%
Puts
Pseudo strike
18.23
IV
144.9%
B/E move
10.4%

60Δ

Calls
Pseudo strike
15.73
IV
154.4%
B/E move
15.8%
Puts
Pseudo strike
19.08
IV
142.2%
B/E move
8.6%

65Δ

Calls
Pseudo strike
14.95
IV
170.1%
B/E move
14.7%
Puts
Pseudo strike
20.08
IV
142.2%
B/E move
7.1%

70Δ

Calls
Pseudo strike
14.09
IV
150.5%
B/E move
10.2%
Puts
Pseudo strike
21.29
IV
144.1%
B/E move
5.8%

75Δ

Calls
Pseudo strike
13.19
IV
155.2%
B/E move
8.2%
Puts
Pseudo strike
22.23
IV
138.7%
B/E move
4.3%

80Δ

Calls
Pseudo strike
12.31
IV
154.2%
B/E move
6.1%
Puts
Pseudo strike
23.86
IV
139.7%
B/E move
3.1%

Options history

No recorded observations