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Tidal Trust II Defiance AI & Power Infrastructure ETF AIPO

i

Market dataready · fetched 2026-11-04T03:57:46.480Z

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: 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 · 2026-11-04T00:51:03.221155165Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:57:46.414748+00:00

Share price$25.02
1D+3.1%
AH$24.63$24.89$25.14$25.40$25.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAIPO
Sold putSold callAH

Tidal Trust II Defiance AI & Power Infrastructure ETF options

Live interpolated AIPO call and put midpoint premiums by absolute delta.Tidal Trust II Defiance AI & Power Infrastructure ETF$0.20$0.82$1.45$2.07$2.70$21.64$23.35$25.05$26.76$28.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AIPO spot · $25.02AIPO PRICE$0.26$0.35$0.46$0.57$0.70$0.88$1.06$1.25$1.46$1.68$1.95$2.24$2.52$0.35$0.42$0.47$0.55$0.63$0.72$0.85$1.02$1.18$1.35$1.54$1.73$1.92
PutsCheap0.79×
CallsFair0.97×
SkewBullish-10.18 pp
Implied moveBullish±$1.91
TiltBullish9.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.3644.7%10.4%22.8754.5%10.0%
25Δ26.9145.3%9.0%23.4150.0%8.1%
30Δ26.5645.8%8.0%23.9643.7%6.1%
35Δ26.2046.4%7.0%24.2841.3%5.2%
40Δ25.8547.6%6.1%24.5839.3%4.3%
45Δ25.5349.6%5.6%24.8837.3%3.4%
50Δ25.2151.7%5.0%25.1636.6%2.9%
55Δ24.8753.2%4.4%25.4237.0%2.5%
60Δ24.5053.5%3.7%25.6937.4%2.1%
65Δ24.1353.9%3.1%25.9637.7%1.7%
70Δ23.7254.2%2.6%26.2336.8%1.3%
75Δ23.2954.5%2.1%26.5135.5%1.0%
80Δ22.9053.3%1.6%26.7834.3%0.7%

20Δ

Calls
Pseudo strike
27.36
IV
44.7%
B/E move
10.4%
Puts
Pseudo strike
22.87
IV
54.5%
B/E move
10.0%

25Δ

Calls
Pseudo strike
26.91
IV
45.3%
B/E move
9.0%
Puts
Pseudo strike
23.41
IV
50.0%
B/E move
8.1%

30Δ

Calls
Pseudo strike
26.56
IV
45.8%
B/E move
8.0%
Puts
Pseudo strike
23.96
IV
43.7%
B/E move
6.1%

35Δ

Calls
Pseudo strike
26.20
IV
46.4%
B/E move
7.0%
Puts
Pseudo strike
24.28
IV
41.3%
B/E move
5.2%

40Δ

Calls
Pseudo strike
25.85
IV
47.6%
B/E move
6.1%
Puts
Pseudo strike
24.58
IV
39.3%
B/E move
4.3%

45Δ

Calls
Pseudo strike
25.53
IV
49.6%
B/E move
5.6%
Puts
Pseudo strike
24.88
IV
37.3%
B/E move
3.4%

50Δ

Calls
Pseudo strike
25.21
IV
51.7%
B/E move
5.0%
Puts
Pseudo strike
25.16
IV
36.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
24.87
IV
53.2%
B/E move
4.4%
Puts
Pseudo strike
25.42
IV
37.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
24.50
IV
53.5%
B/E move
3.7%
Puts
Pseudo strike
25.69
IV
37.4%
B/E move
2.1%

65Δ

Calls
Pseudo strike
24.13
IV
53.9%
B/E move
3.1%
Puts
Pseudo strike
25.96
IV
37.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
23.72
IV
54.2%
B/E move
2.6%
Puts
Pseudo strike
26.23
IV
36.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
23.29
IV
54.5%
B/E move
2.1%
Puts
Pseudo strike
26.51
IV
35.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
22.90
IV
53.3%
B/E move
1.6%
Puts
Pseudo strike
26.78
IV
34.3%
B/E move
0.7%

Options history

IV · four-Friday blend39.74%
Daily close
AIPO33.5%41.0%48.5%2026-08-05: 44.46%2026-08-06: 43.92%2026-08-07: 46.22%2026-08-10: 42.68%2026-08-11: 44.00%2026-08-12: 42.36%2026-08-13: 43.56%2026-08-14: 41.58%2026-08-17: 39.14%2026-08-18: 38.14%2026-08-19: 42.99%2026-08-20: 47.45%2026-08-21: 37.78%2026-08-24: 38.64%2026-08-25: 39.35%2026-08-26: 38.87%2026-08-27: 37.32%2026-08-28: 40.23%2026-08-31: 36.79%2026-09-01: 35.86%2026-09-02: 36.26%2026-09-03: 40.21%2026-09-04: 35.70%2026-09-08: 37.20%2026-09-09: 35.98%2026-09-10: 35.59%2026-09-11: 35.35%2026-09-14: 37.06%2026-09-15: 39.45%2026-09-18: 36.71%2026-09-21: 35.51%2026-09-22: 37.02%2026-09-23: 36.70%2026-09-24: 34.65%2026-09-25: 34.67%2026-09-28: 36.92%2026-09-29: 34.52%2026-09-30: 35.26%2026-10-01: 37.23%2026-10-02: 35.34%2026-10-05: 36.47%2026-10-06: 35.48%2026-10-07: 35.61%2026-10-08: 36.41%2026-10-09: 35.90%2026-10-13: 36.11%2026-10-14: 41.95%2026-10-16: 35.87%2026-10-19: 36.12%2026-10-20: 34.73%2026-10-21: 36.01%2026-10-22: 40.71%2026-10-23: 37.88%2026-10-26: 38.37%2026-10-27: 41.79%2026-10-28: 39.95%2026-10-29: 37.65%2026-10-30: 39.74%Aug 5Sep 15Oct 30
58 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
44.46%
43.92%
46.22%
42.68%
44.00%
42.36%
43.56%
41.58%
39.14%
38.14%
42.99%
47.45%
37.78%
38.64%
39.35%
38.87%
37.32%
40.23%
36.79%
35.86%
36.26%
40.21%
35.70%
37.20%
35.98%
35.59%
35.35%
37.06%
39.45%
36.71%
35.51%
37.02%
36.70%
34.65%
34.67%
36.92%
34.52%
35.26%
37.23%
35.34%
36.47%
35.48%
35.61%
36.41%
35.90%
36.11%
41.95%
35.87%
36.12%
34.73%
36.01%
40.71%
37.88%
38.37%
41.79%
39.95%
37.65%
39.74%