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Defiance Daily Target 2X Short ASTS ETF ASTN

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Market dataready · fetched 2026-11-04T04:16:31.422Z

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 · 2026-11-04T01:00:00.722846312Z

FundamentalsDefiance ETFs · ready · as of 2026-11-02 · fetched 2026-11-04T04:16:31.050247+00:00

Share price$36.79
1D-0.6%
AH$33.76$34.63$35.51$36.39$37.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASTN
Sold putSold callAH

Defiance Daily Target 2X Short ASTS ETF options

Live interpolated ASTN call and put midpoint premiums by absolute delta.Defiance Daily Target 2X Short ASTS ETF$2.46$4.99$7.53$10.06$12.60$20.76$29.08$37.39$45.71$54.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ 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 P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ASTN spot · $36.78ASTN PRICE$4.68$5.53$6.15$7.00$8.27$9.33$10.46$11.87$2.73$3.72$4.80$6.10$7.50$11.83
Puts——
Calls——
Skew——
Implied moveBearish±$17.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.34237.7%33.1%
25Δ29.75237.3%29.3%
30Δ32.12236.0%25.7%
35Δ34.50237.8%22.8%
40Δ36.92238.2%20.0%
45Δ44.11225.6%32.6%
50Δ41.75231.3%28.5%42.79252.7%15.8%
55Δ38.88220.7%22.4%
60Δ36.56219.1%18.4%
65Δ34.44231.0%16.1%
70Δ32.13229.2%12.7%
75Δ29.88225.7%9.7%
80Δ27.55227.4%7.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.34
IV
237.7%
B/E move
33.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.75
IV
237.3%
B/E move
29.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.12
IV
236.0%
B/E move
25.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.50
IV
237.8%
B/E move
22.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.92
IV
238.2%
B/E move
20.0%

45Δ

Calls
Pseudo strike
44.11
IV
225.6%
B/E move
32.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
41.75
IV
231.3%
B/E move
28.5%
Puts
Pseudo strike
42.79
IV
252.7%
B/E move
15.8%

55Δ

Calls
Pseudo strike
38.88
IV
220.7%
B/E move
22.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
36.56
IV
219.1%
B/E move
18.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
34.44
IV
231.0%
B/E move
16.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
32.13
IV
229.2%
B/E move
12.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
29.88
IV
225.7%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
27.55
IV
227.4%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations