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Defiance S&P 500 Weekly Distribution ETF WDTE

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Market datapartial · fetched 2026-10-22T20:44:39.789Z

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 · 2026-10-22T20:10:00.002379605Z

FundamentalsAlpha Vantage · unavailable

Share price$27.95
1D-2.1%
AH$27.88$28.06$28.24$28.42$28.605:30 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$0.00$1.70$3.40$5.11$6.81$24.80$26.28$27.75$29.23$30.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WDTE spot · $27.95WDTE PRICE$0.15$0.16$0.19$0.21$0.24$0.26$0.28$0.33$0.43$0.54$0.64$0.74$0.84$0.25$0.29$0.36$0.45$0.54$0.62$0.79$1.08$1.36$1.87$2.83$4.09$6.32
PutsExpensive1.12×
CallsCheap0.41×
SkewBearish+21.45 pp
Implied moveBearish±$1.08
TiltBearish61.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.3718.1%5.6%26.3027.7%6.8%
25Δ28.9114.6%4.0%26.8324.0%5.0%
30Δ28.7513.5%3.5%27.1622.7%4.1%
35Δ28.5912.5%3.1%27.4022.5%3.6%
40Δ28.4311.5%2.6%27.6322.3%3.1%
45Δ28.2710.5%2.1%27.8622.2%2.5%
50Δ28.119.4%1.6%28.1423.3%2.2%
55Δ27.958.8%1.2%28.4626.3%2.0%
60Δ27.819.1%1.0%28.7929.3%1.9%
65Δ27.669.4%0.9%29.3135.0%1.8%
70Δ27.529.6%0.7%30.2445.2%1.9%
75Δ27.389.9%0.6%31.5455.1%1.8%
80Δ27.2310.2%0.4%33.8170.4%1.6%

20Δ

Calls
Pseudo strike
29.37
IV
18.1%
B/E move
5.6%
Puts
Pseudo strike
26.30
IV
27.7%
B/E move
6.8%

25Δ

Calls
Pseudo strike
28.91
IV
14.6%
B/E move
4.0%
Puts
Pseudo strike
26.83
IV
24.0%
B/E move
5.0%

30Δ

Calls
Pseudo strike
28.75
IV
13.5%
B/E move
3.5%
Puts
Pseudo strike
27.16
IV
22.7%
B/E move
4.1%

35Δ

Calls
Pseudo strike
28.59
IV
12.5%
B/E move
3.1%
Puts
Pseudo strike
27.40
IV
22.5%
B/E move
3.6%

40Δ

Calls
Pseudo strike
28.43
IV
11.5%
B/E move
2.6%
Puts
Pseudo strike
27.63
IV
22.3%
B/E move
3.1%

45Δ

Calls
Pseudo strike
28.27
IV
10.5%
B/E move
2.1%
Puts
Pseudo strike
27.86
IV
22.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
28.11
IV
9.4%
B/E move
1.6%
Puts
Pseudo strike
28.14
IV
23.3%
B/E move
2.2%

55Δ

Calls
Pseudo strike
27.95
IV
8.8%
B/E move
1.2%
Puts
Pseudo strike
28.46
IV
26.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
27.81
IV
9.1%
B/E move
1.0%
Puts
Pseudo strike
28.79
IV
29.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
27.66
IV
9.4%
B/E move
0.9%
Puts
Pseudo strike
29.31
IV
35.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
27.52
IV
9.6%
B/E move
0.7%
Puts
Pseudo strike
30.24
IV
45.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
27.38
IV
9.9%
B/E move
0.6%
Puts
Pseudo strike
31.54
IV
55.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
27.23
IV
10.2%
B/E move
0.4%
Puts
Pseudo strike
33.81
IV
70.4%
B/E move
1.6%

Options history

No recorded observations