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

i

Market dataready · fetched 2026-11-13T18:11:53.651Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T18:11:49.937744222Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:11:52.983733+00:00

Share price$25.72
1D-0.7%
$25.58$25.66$25.75$25.84$25.925:30 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$0.40$0.60$0.79$0.98$1.17$23.45$24.65$25.86$27.07$28.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive XMAG spot · $25.71XMAG PRICE$0.42$0.42$0.46$0.50$0.54$0.58$0.66$0.78$0.89$1.00$1.12$0.46$0.49$0.51$0.53$0.56$0.59$0.63
Puts——
Calls——
Skew——
Implied moveBullish±$1.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.9251.4%18.0%22.6052.7%13.9%
25Δ28.1838.0%11.2%23.4743.7%10.6%
30Δ27.6033.5%9.1%24.3434.8%7.3%
35Δ27.1330.0%7.5%25.0627.3%4.6%
40Δ26.6726.5%5.8%25.3124.7%3.8%
45Δ26.2123.0%4.2%25.5622.1%2.9%
50Δ25.8821.3%3.2%25.8119.5%2.1%
55Δ25.6721.1%2.8%
60Δ25.4520.9%2.4%
65Δ25.2320.7%2.0%
70Δ25.0220.5%1.6%
75Δ
80Δ

20Δ

Calls
Pseudo strike
29.92
IV
51.4%
B/E move
18.0%
Puts
Pseudo strike
22.60
IV
52.7%
B/E move
13.9%

25Δ

Calls
Pseudo strike
28.18
IV
38.0%
B/E move
11.2%
Puts
Pseudo strike
23.47
IV
43.7%
B/E move
10.6%

30Δ

Calls
Pseudo strike
27.60
IV
33.5%
B/E move
9.1%
Puts
Pseudo strike
24.34
IV
34.8%
B/E move
7.3%

35Δ

Calls
Pseudo strike
27.13
IV
30.0%
B/E move
7.5%
Puts
Pseudo strike
25.06
IV
27.3%
B/E move
4.6%

40Δ

Calls
Pseudo strike
26.67
IV
26.5%
B/E move
5.8%
Puts
Pseudo strike
25.31
IV
24.7%
B/E move
3.8%

45Δ

Calls
Pseudo strike
26.21
IV
23.0%
B/E move
4.2%
Puts
Pseudo strike
25.56
IV
22.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
25.88
IV
21.3%
B/E move
3.2%
Puts
Pseudo strike
25.81
IV
19.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
25.67
IV
21.1%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
25.45
IV
20.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
25.23
IV
20.7%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
25.02
IV
20.5%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.39%
Daily EOD
XMAG16.2%17.4%18.6%2026-10-19: 16.75%2026-10-20: 16.39%2026-10-21: 16.85%2026-10-22: 17.43%2026-10-23: 17.70%2026-10-26: 17.79%2026-10-27: 17.78%2026-10-28: 17.48%2026-10-29: 17.65%2026-10-30: 18.39%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.75%
16.39%
16.85%
17.43%
17.70%
17.79%
17.78%
17.48%
17.65%
18.39%