Share price$185.50
1D-14.3%
Sold putSold call
Defiance Daily Target 2X Long MRNA ETF MRNX
i
Market dataready · fetched 2026-11-05T19:07:54.848Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-05T19:05:48.687104544Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-05T19:07:53.761134+00:00
Defiance Daily Target 2X Long MRNA ETF options
PutsCheap0.71×
CallsCheap0.83×
SkewBearish+0.33 pp
Implied moveBearish±$65.86
TiltBearish28.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 284.28 | 200.1% | 57.0% | 141.62 | 214.2% | 29.7% |
| 25Δ | 265.35 | 199.7% | 48.1% | 152.35 | 213.8% | 26.1% |
| 30Δ | 249.48 | 199.3% | 40.8% | 162.60 | 213.1% | 22.9% |
| 35Δ | 235.87 | 200.0% | 34.9% | 172.62 | 208.0% | 19.8% |
| 40Δ | 224.47 | 203.1% | 30.4% | 182.59 | 209.7% | 17.4% |
| 45Δ | 213.21 | 204.0% | 26.1% | 192.56 | 207.6% | 15.1% |
| 50Δ | 202.74 | 206.1% | 22.4% | 202.92 | 207.1% | 13.0% |
| 55Δ | 192.79 | 209.7% | 19.3% | 213.91 | 207.2% | 11.1% |
| 60Δ | 182.70 | 211.2% | 16.2% | 225.30 | 205.8% | 9.3% |
| 65Δ | 172.70 | 213.6% | 13.4% | 236.76 | 202.2% | 7.6% |
| 70Δ | 162.54 | 215.4% | 10.8% | 251.40 | 203.3% | 6.2% |
| 75Δ | 151.92 | 219.5% | 8.6% | 270.02 | 207.6% | 4.9% |
| 80Δ | 140.76 | 221.8% | 6.5% | 290.18 | 208.2% | 3.6% |
20Δ
- Pseudo strike
- 284.28
- IV
- 200.1%
- B/E move
- 57.0%
- Pseudo strike
- 141.62
- IV
- 214.2%
- B/E move
- 29.7%
25Δ
- Pseudo strike
- 265.35
- IV
- 199.7%
- B/E move
- 48.1%
- Pseudo strike
- 152.35
- IV
- 213.8%
- B/E move
- 26.1%
30Δ
- Pseudo strike
- 249.48
- IV
- 199.3%
- B/E move
- 40.8%
- Pseudo strike
- 162.60
- IV
- 213.1%
- B/E move
- 22.9%
35Δ
- Pseudo strike
- 235.87
- IV
- 200.0%
- B/E move
- 34.9%
- Pseudo strike
- 172.62
- IV
- 208.0%
- B/E move
- 19.8%
40Δ
- Pseudo strike
- 224.47
- IV
- 203.1%
- B/E move
- 30.4%
- Pseudo strike
- 182.59
- IV
- 209.7%
- B/E move
- 17.4%
45Δ
- Pseudo strike
- 213.21
- IV
- 204.0%
- B/E move
- 26.1%
- Pseudo strike
- 192.56
- IV
- 207.6%
- B/E move
- 15.1%
50Δ
- Pseudo strike
- 202.74
- IV
- 206.1%
- B/E move
- 22.4%
- Pseudo strike
- 202.92
- IV
- 207.1%
- B/E move
- 13.0%
55Δ
- Pseudo strike
- 192.79
- IV
- 209.7%
- B/E move
- 19.3%
- Pseudo strike
- 213.91
- IV
- 207.2%
- B/E move
- 11.1%
60Δ
- Pseudo strike
- 182.70
- IV
- 211.2%
- B/E move
- 16.2%
- Pseudo strike
- 225.30
- IV
- 205.8%
- B/E move
- 9.3%
65Δ
- Pseudo strike
- 172.70
- IV
- 213.6%
- B/E move
- 13.4%
- Pseudo strike
- 236.76
- IV
- 202.2%
- B/E move
- 7.6%
70Δ
- Pseudo strike
- 162.54
- IV
- 215.4%
- B/E move
- 10.8%
- Pseudo strike
- 251.40
- IV
- 203.3%
- B/E move
- 6.2%
75Δ
- Pseudo strike
- 151.92
- IV
- 219.5%
- B/E move
- 8.6%
- Pseudo strike
- 270.02
- IV
- 207.6%
- B/E move
- 4.9%
80Δ
- Pseudo strike
- 140.76
- IV
- 221.8%
- B/E move
- 6.5%
- Pseudo strike
- 290.18
- IV
- 208.2%
- B/E move
- 3.6%
Options history
IV · four-Friday blend—
Daily EOD
No recorded observations
0 observations