IntraAlpha
Create free account Start free

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

i

Market dataready · fetched 2026-10-24T04:24:43.220Z

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 · 2026-10-23T23:15:50.292818826Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:24:43.469480+00:00

Share price$25.60
1D+1.1%
AH$25.45$25.54$25.63$25.71$25.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXMAG
Sold putSold callAH

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$0.88$1.16$1.44$23.44$24.52$25.59$26.67$27.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XMAG spot · $25.60XMAG PRICE$0.35$0.35$0.36$0.41$0.45$0.50$0.58$0.65$0.73$0.81$0.88$1.08$1.33$0.38$0.41$0.44$0.48$0.51$0.55$0.58$0.62$0.67$0.84$1.01$1.19$1.36
PutsExpensive1.47×
CallsExpensive1.28×
SkewNeutral+0.14 pp
Implied moveBalanced±$1.16
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.9247.4%14.3%23.2446.1%10.7%
25Δ27.6135.5%9.2%24.0837.0%7.5%
30Δ26.8828.6%6.5%24.5532.2%5.8%
35Δ26.5526.0%5.3%25.0127.6%4.2%
40Δ26.2123.5%4.2%25.2125.4%3.5%
45Δ25.9321.7%3.3%25.4123.2%2.9%
50Δ25.7621.0%2.9%25.6121.0%2.2%
55Δ25.5820.3%2.5%25.8218.8%1.6%
60Δ25.4019.6%2.1%26.0216.9%0.9%
65Δ25.2219.0%1.7%26.2417.4%0.8%
70Δ25.0518.3%1.3%26.4618.0%0.6%
75Δ24.7818.8%1.1%26.6718.5%0.4%
80Δ24.4919.6%0.9%26.8919.1%0.3%

20Δ

Calls
Pseudo strike
28.92
IV
47.4%
B/E move
14.3%
Puts
Pseudo strike
23.24
IV
46.1%
B/E move
10.7%

25Δ

Calls
Pseudo strike
27.61
IV
35.5%
B/E move
9.2%
Puts
Pseudo strike
24.08
IV
37.0%
B/E move
7.5%

30Δ

Calls
Pseudo strike
26.88
IV
28.6%
B/E move
6.5%
Puts
Pseudo strike
24.55
IV
32.2%
B/E move
5.8%

35Δ

Calls
Pseudo strike
26.55
IV
26.0%
B/E move
5.3%
Puts
Pseudo strike
25.01
IV
27.6%
B/E move
4.2%

40Δ

Calls
Pseudo strike
26.21
IV
23.5%
B/E move
4.2%
Puts
Pseudo strike
25.21
IV
25.4%
B/E move
3.5%

45Δ

Calls
Pseudo strike
25.93
IV
21.7%
B/E move
3.3%
Puts
Pseudo strike
25.41
IV
23.2%
B/E move
2.9%

50Δ

Calls
Pseudo strike
25.76
IV
21.0%
B/E move
2.9%
Puts
Pseudo strike
25.61
IV
21.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
25.58
IV
20.3%
B/E move
2.5%
Puts
Pseudo strike
25.82
IV
18.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
25.40
IV
19.6%
B/E move
2.1%
Puts
Pseudo strike
26.02
IV
16.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
25.22
IV
19.0%
B/E move
1.7%
Puts
Pseudo strike
26.24
IV
17.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
25.05
IV
18.3%
B/E move
1.3%
Puts
Pseudo strike
26.46
IV
18.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
24.78
IV
18.8%
B/E move
1.1%
Puts
Pseudo strike
26.67
IV
18.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
24.49
IV
19.6%
B/E move
0.9%
Puts
Pseudo strike
26.89
IV
19.1%
B/E move
0.3%

Options history

No recorded observations