Share price$25.67
1D+0.0%
Sold putSold callAH
Tidal Trust II Defiance Large Cap ex-Mag 7 ETF XMAG
i
Market dataready · fetched 2026-10-22T23:00:06.516Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:00.318746769Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:00:06.024143+00:00
Tidal Trust II Defiance Large Cap ex-Mag 7 ETF options
PutsExpensive1.45×
CallsExpensive1.25×
SkewBearish+1.04 pp
Implied moveBearish±$1.15
TiltBearish6.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.98 | 46.1% | 14.3% | 23.31 | 45.2% | 10.7% |
| 25Δ | 27.69 | 34.6% | 9.2% | 24.14 | 36.4% | 7.5% |
| 30Δ | 26.93 | 27.3% | 6.3% | 24.66 | 30.8% | 5.6% |
| 35Δ | 26.62 | 24.9% | 5.2% | 25.08 | 26.5% | 4.1% |
| 40Δ | 26.30 | 22.5% | 4.1% | 25.30 | 24.5% | 3.5% |
| 45Δ | 25.99 | 20.1% | 3.1% | 25.52 | 22.5% | 2.8% |
| 50Δ | 25.83 | 19.5% | 2.8% | 25.73 | 20.5% | 2.1% |
| 55Δ | 25.67 | 18.8% | 2.4% | 25.95 | 18.5% | 1.4% |
| 60Δ | 25.50 | 18.1% | 2.1% | 26.15 | 18.0% | 1.1% |
| 65Δ | 25.34 | 17.4% | 1.7% | 26.33 | 17.8% | 0.9% |
| 70Δ | 25.17 | 16.7% | 1.3% | 26.51 | 17.6% | 0.7% |
| 75Δ | 25.01 | 16.0% | 1.0% | 26.70 | 17.4% | 0.4% |
| 80Δ | 24.67 | 17.4% | 0.8% | 26.88 | 17.2% | 0.2% |
20Δ
- Pseudo strike
- 28.98
- IV
- 46.1%
- B/E move
- 14.3%
- Pseudo strike
- 23.31
- IV
- 45.2%
- B/E move
- 10.7%
25Δ
- Pseudo strike
- 27.69
- IV
- 34.6%
- B/E move
- 9.2%
- Pseudo strike
- 24.14
- IV
- 36.4%
- B/E move
- 7.5%
30Δ
- Pseudo strike
- 26.93
- IV
- 27.3%
- B/E move
- 6.3%
- Pseudo strike
- 24.66
- IV
- 30.8%
- B/E move
- 5.6%
35Δ
- Pseudo strike
- 26.62
- IV
- 24.9%
- B/E move
- 5.2%
- Pseudo strike
- 25.08
- IV
- 26.5%
- B/E move
- 4.1%
40Δ
- Pseudo strike
- 26.30
- IV
- 22.5%
- B/E move
- 4.1%
- Pseudo strike
- 25.30
- IV
- 24.5%
- B/E move
- 3.5%
45Δ
- Pseudo strike
- 25.99
- IV
- 20.1%
- B/E move
- 3.1%
- Pseudo strike
- 25.52
- IV
- 22.5%
- B/E move
- 2.8%
50Δ
- Pseudo strike
- 25.83
- IV
- 19.5%
- B/E move
- 2.8%
- Pseudo strike
- 25.73
- IV
- 20.5%
- B/E move
- 2.1%
55Δ
- Pseudo strike
- 25.67
- IV
- 18.8%
- B/E move
- 2.4%
- Pseudo strike
- 25.95
- IV
- 18.5%
- B/E move
- 1.4%
60Δ
- Pseudo strike
- 25.50
- IV
- 18.1%
- B/E move
- 2.1%
- Pseudo strike
- 26.15
- IV
- 18.0%
- B/E move
- 1.1%
65Δ
- Pseudo strike
- 25.34
- IV
- 17.4%
- B/E move
- 1.7%
- Pseudo strike
- 26.33
- IV
- 17.8%
- B/E move
- 0.9%
70Δ
- Pseudo strike
- 25.17
- IV
- 16.7%
- B/E move
- 1.3%
- Pseudo strike
- 26.51
- IV
- 17.6%
- B/E move
- 0.7%
75Δ
- Pseudo strike
- 25.01
- IV
- 16.0%
- B/E move
- 1.0%
- Pseudo strike
- 26.70
- IV
- 17.4%
- B/E move
- 0.4%
80Δ
- Pseudo strike
- 24.67
- IV
- 17.4%
- B/E move
- 0.8%
- Pseudo strike
- 26.88
- IV
- 17.2%
- B/E move
- 0.2%
Options history
No recorded observations