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Tidal Trust II Defiance Daily Target 2X Long AVGO ETF AVGX

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Market dataready · fetched 2026-11-04T09:39:53.590Z

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 · 2026-11-04T09:37:47.713245851Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:39:51.901390+00:00

Share price$33.25
1D
Price history unavailable.

Tidal Trust II Defiance Daily Target 2X Long AVGO ETF options

Live interpolated AVGX call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Daily Target 2X Long AVGO ETF$0.34$3.05$5.75$8.45$11.15$23.56$28.01$32.47$36.92$41.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVGX spot · $33.25AVGX PRICE$0.64$0.87$1.12$1.39$1.63$1.90$2.28$2.67$2.97$3.44$4.00$4.48$4.86$1.02$1.35$1.65$2.07$2.56$3.05$3.52$4.17$4.79$5.64$6.73$8.58$10.37
PutsExpensive1.21×
CallsExpensive1.05×
SkewBearish+22.17 pp
Implied moveBearish±$5.80
TiltBearish26.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.5988.3%21.0%27.96116.0%19.0%
25Δ38.6491.9%18.8%29.14114.9%16.4%
30Δ37.6093.0%16.4%30.32109.5%13.8%
35Δ36.6493.9%14.4%31.30110.3%12.1%
40Δ35.6291.1%12.0%32.26111.9%10.7%
45Δ34.7089.3%10.1%33.23111.5%9.2%
50Δ33.9392.2%8.9%34.19108.9%7.8%
55Δ33.1293.0%7.6%35.20109.9%6.7%
60Δ32.3489.7%6.2%36.20108.4%5.5%
65Δ31.5190.3%5.1%37.36109.5%4.6%
70Δ30.6692.1%4.3%38.73112.0%3.8%
75Δ29.8689.9%3.3%40.79120.7%3.1%
80Δ29.1684.3%2.3%42.84123.7%2.4%

20Δ

Calls
Pseudo strike
39.59
IV
88.3%
B/E move
21.0%
Puts
Pseudo strike
27.96
IV
116.0%
B/E move
19.0%

25Δ

Calls
Pseudo strike
38.64
IV
91.9%
B/E move
18.8%
Puts
Pseudo strike
29.14
IV
114.9%
B/E move
16.4%

30Δ

Calls
Pseudo strike
37.60
IV
93.0%
B/E move
16.4%
Puts
Pseudo strike
30.32
IV
109.5%
B/E move
13.8%

35Δ

Calls
Pseudo strike
36.64
IV
93.9%
B/E move
14.4%
Puts
Pseudo strike
31.30
IV
110.3%
B/E move
12.1%

40Δ

Calls
Pseudo strike
35.62
IV
91.1%
B/E move
12.0%
Puts
Pseudo strike
32.26
IV
111.9%
B/E move
10.7%

45Δ

Calls
Pseudo strike
34.70
IV
89.3%
B/E move
10.1%
Puts
Pseudo strike
33.23
IV
111.5%
B/E move
9.2%

50Δ

Calls
Pseudo strike
33.93
IV
92.2%
B/E move
8.9%
Puts
Pseudo strike
34.19
IV
108.9%
B/E move
7.8%

55Δ

Calls
Pseudo strike
33.12
IV
93.0%
B/E move
7.6%
Puts
Pseudo strike
35.20
IV
109.9%
B/E move
6.7%

60Δ

Calls
Pseudo strike
32.34
IV
89.7%
B/E move
6.2%
Puts
Pseudo strike
36.20
IV
108.4%
B/E move
5.5%

65Δ

Calls
Pseudo strike
31.51
IV
90.3%
B/E move
5.1%
Puts
Pseudo strike
37.36
IV
109.5%
B/E move
4.6%

70Δ

Calls
Pseudo strike
30.66
IV
92.1%
B/E move
4.3%
Puts
Pseudo strike
38.73
IV
112.0%
B/E move
3.8%

75Δ

Calls
Pseudo strike
29.86
IV
89.9%
B/E move
3.3%
Puts
Pseudo strike
40.79
IV
120.7%
B/E move
3.1%

80Δ

Calls
Pseudo strike
29.16
IV
84.3%
B/E move
2.3%
Puts
Pseudo strike
42.84
IV
123.7%
B/E move
2.4%

Options history

IV · four-Friday blend90.63%
Daily EOD
AVGX80.0%85.7%91.4%2026-10-19: 80.78%2026-10-20: 81.68%2026-10-21: 84.24%2026-10-22: 88.27%2026-10-23: 85.65%2026-10-26: 86.21%2026-10-27: 87.90%2026-10-30: 90.63%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
80.78%
81.68%
84.24%
88.27%
85.65%
86.21%
87.90%
90.63%