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Defiance Daily Target 2X Long IREN ETF IRE

i

Market dataready · fetched 2026-11-03T21:55:34.559Z

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 · 2026-11-03T21:54:19.780760597Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T21:55:32.857752+00:00

Share price$2.95
1D+16.4%
AH$2.36$2.53$2.70$2.88$3.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIRE
Sold putSold callAH

Defiance Daily Target 2X Long IREN ETF options

Live interpolated IRE call and put midpoint premiums by absolute delta.Defiance Daily Target 2X Long IREN ETF$0.00$2.29$4.58$6.86$9.15$1.19$2.09$2.99$3.89$4.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IRE spot · $2.95IRE PRICE$0.15$0.19$0.24$0.28$0.33$0.39$0.45$0.51$0.58$0.68$0.77$0.87$0.96$0.33$0.48$0.62$0.76$1.00$1.33$1.66$2.04$2.41$2.77$8.49
Puts——
CallsExpensive1.10×
Skew——
Implied moveBearish±$2.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.69265.7%97.9%2.11312.6%39.9%
25Δ5.09262.2%79.2%2.36314.7%36.0%
30Δ4.63253.4%65.0%2.62316.8%32.0%
35Δ4.19243.5%51.5%2.88318.9%28.1%
40Δ3.87237.5%42.3%3.21329.0%25.0%
45Δ3.63234.3%36.4%3.61346.2%22.6%
50Δ3.40231.1%30.4%4.02362.8%20.2%
55Δ3.16227.9%24.4%4.47363.7%17.6%
60Δ2.94225.0%19.4%4.92364.6%14.9%
65Δ2.76222.8%16.5%5.35356.0%12.3%
70Δ2.58220.5%13.6%
75Δ2.40218.3%10.7%
80Δ2.22216.0%7.7%11.23460.3%6.9%

20Δ

Calls
Pseudo strike
5.69
IV
265.7%
B/E move
97.9%
Puts
Pseudo strike
2.11
IV
312.6%
B/E move
39.9%

25Δ

Calls
Pseudo strike
5.09
IV
262.2%
B/E move
79.2%
Puts
Pseudo strike
2.36
IV
314.7%
B/E move
36.0%

30Δ

Calls
Pseudo strike
4.63
IV
253.4%
B/E move
65.0%
Puts
Pseudo strike
2.62
IV
316.8%
B/E move
32.0%

35Δ

Calls
Pseudo strike
4.19
IV
243.5%
B/E move
51.5%
Puts
Pseudo strike
2.88
IV
318.9%
B/E move
28.1%

40Δ

Calls
Pseudo strike
3.87
IV
237.5%
B/E move
42.3%
Puts
Pseudo strike
3.21
IV
329.0%
B/E move
25.0%

45Δ

Calls
Pseudo strike
3.63
IV
234.3%
B/E move
36.4%
Puts
Pseudo strike
3.61
IV
346.2%
B/E move
22.6%

50Δ

Calls
Pseudo strike
3.40
IV
231.1%
B/E move
30.4%
Puts
Pseudo strike
4.02
IV
362.8%
B/E move
20.2%

55Δ

Calls
Pseudo strike
3.16
IV
227.9%
B/E move
24.4%
Puts
Pseudo strike
4.47
IV
363.7%
B/E move
17.6%

60Δ

Calls
Pseudo strike
2.94
IV
225.0%
B/E move
19.4%
Puts
Pseudo strike
4.92
IV
364.6%
B/E move
14.9%

65Δ

Calls
Pseudo strike
2.76
IV
222.8%
B/E move
16.5%
Puts
Pseudo strike
5.35
IV
356.0%
B/E move
12.3%

70Δ

Calls
Pseudo strike
2.58
IV
220.5%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.40
IV
218.3%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.22
IV
216.0%
B/E move
7.7%
Puts
Pseudo strike
11.23
IV
460.3%
B/E move
6.9%

Options history

IV · four-Friday blend222.08%
Daily EOD
IRE202.2%212.9%223.6%2026-10-29: 203.65%2026-10-30: 222.08%Oct 29Oct 30
2 observations2026-10-29 — 2026-10-30
Table
DateIV (%)
203.65%
222.08%