IntraAlpha
Create free account Start free

Tidal Trust II Defiance Large Cap ex-Mag 7 ETF XMAG

i

Market datapartial · fetched 2026-10-23T14:12:35.492Z

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 · 2026-10-23T14:07:44.004064978Z

FundamentalsAlpha Vantage · unavailable

Share price$25.53
1D+0.1%
$25.49$25.51$25.53$25.56$25.585:30 AM6:30 AM9:00 AM1:00 PMXMAG
Sold putSold call

Tidal Trust II Defiance Large Cap ex-Mag 7 ETF options

Live interpolated XMAG call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Large Cap ex-Mag 7 ETF$0.32$0.60$0.89$1.17$1.45$23.38$24.45$25.52$26.59$27.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XMAG spot · $25.53XMAG PRICE$0.35$0.35$0.37$0.41$0.46$0.51$0.57$0.63$0.69$0.75$0.81$1.04$1.31$0.38$0.40$0.44$0.47$0.51$0.56$0.60$0.65$0.69$0.84$1.01$1.19$1.37
PutsExpensive1.46×
CallsExpensive1.31×
SkewBearish+0.44 pp
Implied moveBearish±$1.17
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.8747.0%14.4%23.1945.5%10.6%
25Δ27.5535.2%9.3%24.0436.3%7.4%
30Δ26.8528.8%6.6%24.4931.7%5.8%
35Δ26.4926.2%5.4%24.9527.1%4.1%
40Δ26.1423.7%4.2%25.1724.9%3.4%
45Δ25.9022.0%3.4%25.3723.1%2.8%
50Δ25.7220.9%3.0%25.5621.2%2.2%
55Δ25.5519.9%2.5%25.7619.4%1.6%
60Δ25.3818.8%2.1%25.9517.5%1.1%
65Δ25.2017.7%1.7%26.1717.4%0.8%
70Δ25.0316.7%1.2%26.3917.8%0.6%
75Δ24.7517.6%1.0%26.6218.3%0.4%
80Δ24.4519.0%0.9%26.8418.7%0.3%

20Δ

Calls
Pseudo strike
28.87
IV
47.0%
B/E move
14.4%
Puts
Pseudo strike
23.19
IV
45.5%
B/E move
10.6%

25Δ

Calls
Pseudo strike
27.55
IV
35.2%
B/E move
9.3%
Puts
Pseudo strike
24.04
IV
36.3%
B/E move
7.4%

30Δ

Calls
Pseudo strike
26.85
IV
28.8%
B/E move
6.6%
Puts
Pseudo strike
24.49
IV
31.7%
B/E move
5.8%

35Δ

Calls
Pseudo strike
26.49
IV
26.2%
B/E move
5.4%
Puts
Pseudo strike
24.95
IV
27.1%
B/E move
4.1%

40Δ

Calls
Pseudo strike
26.14
IV
23.7%
B/E move
4.2%
Puts
Pseudo strike
25.17
IV
24.9%
B/E move
3.4%

45Δ

Calls
Pseudo strike
25.90
IV
22.0%
B/E move
3.4%
Puts
Pseudo strike
25.37
IV
23.1%
B/E move
2.8%

50Δ

Calls
Pseudo strike
25.72
IV
20.9%
B/E move
3.0%
Puts
Pseudo strike
25.56
IV
21.2%
B/E move
2.2%

55Δ

Calls
Pseudo strike
25.55
IV
19.9%
B/E move
2.5%
Puts
Pseudo strike
25.76
IV
19.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
25.38
IV
18.8%
B/E move
2.1%
Puts
Pseudo strike
25.95
IV
17.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
25.20
IV
17.7%
B/E move
1.7%
Puts
Pseudo strike
26.17
IV
17.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
25.03
IV
16.7%
B/E move
1.2%
Puts
Pseudo strike
26.39
IV
17.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
24.75
IV
17.6%
B/E move
1.0%
Puts
Pseudo strike
26.62
IV
18.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
24.45
IV
19.0%
B/E move
0.9%
Puts
Pseudo strike
26.84
IV
18.7%
B/E move
0.3%

Options history

No recorded observations