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Defiance S&P 500 Weekly Distribution ETF WDTE

i

Market dataready · fetched 2026-11-12T02:44:02.846Z

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 · 2026-11-12T01:00:00.140539082Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:44:02.511601+00:00

Share price$27.23
1D+0.4%
AH$27.08$27.15$27.22$27.28$27.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWDTE
Sold putSold callAH

Defiance S&P 500 Weekly Distribution ETF options

Live interpolated WDTE call and put midpoint premiums by absolute delta.Defiance S&P 500 Weekly Distribution ETF$0.13$0.54$0.95$1.36$1.77$24.55$25.75$26.95$28.15$29.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WDTE spot · $27.23WDTE PRICE$0.17$0.17$0.20$0.22$0.25$0.28$0.31$0.34$0.36$0.39$0.53$0.72$0.91$0.20$0.22$0.24$0.26$0.31$0.48$0.65$0.82$0.98$1.15$1.32$1.49$1.65
PutsCheap0.58×
CallsCheap0.56×
SkewBearish+8.43 pp
Implied moveBearish±$0.96
TiltBearish33.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.7939.4%6.4%25.8741.1%5.7%
25Δ28.1729.2%4.1%26.2335.5%4.5%
30Δ27.9125.4%3.2%26.5131.1%3.5%
35Δ27.7824.0%2.9%26.7826.7%2.6%
40Δ27.6622.5%2.5%27.0523.6%1.8%
45Δ27.5321.1%2.1%27.2625.0%1.7%
50Δ27.4119.7%1.8%27.4726.3%1.5%
55Δ27.2918.2%1.4%27.6927.6%1.3%
60Δ27.1616.8%1.1%27.9028.9%1.2%
65Δ27.0415.3%0.7%28.1130.3%1.0%
70Δ26.8516.1%0.6%28.3231.6%0.8%
75Δ26.6417.9%0.5%28.5432.9%0.7%
80Δ26.4419.6%0.4%28.7534.3%0.5%

20Δ

Calls
Pseudo strike
28.79
IV
39.4%
B/E move
6.4%
Puts
Pseudo strike
25.87
IV
41.1%
B/E move
5.7%

25Δ

Calls
Pseudo strike
28.17
IV
29.2%
B/E move
4.1%
Puts
Pseudo strike
26.23
IV
35.5%
B/E move
4.5%

30Δ

Calls
Pseudo strike
27.91
IV
25.4%
B/E move
3.2%
Puts
Pseudo strike
26.51
IV
31.1%
B/E move
3.5%

35Δ

Calls
Pseudo strike
27.78
IV
24.0%
B/E move
2.9%
Puts
Pseudo strike
26.78
IV
26.7%
B/E move
2.6%

40Δ

Calls
Pseudo strike
27.66
IV
22.5%
B/E move
2.5%
Puts
Pseudo strike
27.05
IV
23.6%
B/E move
1.8%

45Δ

Calls
Pseudo strike
27.53
IV
21.1%
B/E move
2.1%
Puts
Pseudo strike
27.26
IV
25.0%
B/E move
1.7%

50Δ

Calls
Pseudo strike
27.41
IV
19.7%
B/E move
1.8%
Puts
Pseudo strike
27.47
IV
26.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
27.29
IV
18.2%
B/E move
1.4%
Puts
Pseudo strike
27.69
IV
27.6%
B/E move
1.3%

60Δ

Calls
Pseudo strike
27.16
IV
16.8%
B/E move
1.1%
Puts
Pseudo strike
27.90
IV
28.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
27.04
IV
15.3%
B/E move
0.7%
Puts
Pseudo strike
28.11
IV
30.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
26.85
IV
16.1%
B/E move
0.6%
Puts
Pseudo strike
28.32
IV
31.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
26.64
IV
17.9%
B/E move
0.5%
Puts
Pseudo strike
28.54
IV
32.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
26.44
IV
19.6%
B/E move
0.4%
Puts
Pseudo strike
28.75
IV
34.3%
B/E move
0.5%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations