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Tidal Trust II Defiance Daily Target 2x Short PLTR ETF PLTZ

i

Market dataready · fetched 2026-11-05T19:14:14.701Z

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 · 2026-11-05T19:14:00.495663399Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T19:14:12.648627+00:00

Share price$10.58
1D+13.2%
$9.23$9.62$10.00$10.39$10.785:30 AM6:30 AM9:00 AM1:00 PMPLTZ
Sold putSold call

Tidal Trust II Defiance Daily Target 2x Short PLTR ETF options

Live interpolated PLTZ call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Daily Target 2x Short PLTR ETF$0.13$1.88$3.64$5.40$7.15$5.68$7.90$10.12$12.33$14.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PLTZ spot · $10.57PLTZ PRICE$0.32$0.41$0.51$0.63$0.75$0.86$0.98$1.10$1.23$1.37$1.61$1.84$2.04$0.46$0.59$0.73$0.86$1.08$1.33$1.60$1.90$2.24$3.34$4.44$5.54$6.65
PutsExpensive1.37×
CallsCheap0.92×
SkewBearish+27.24 pp
Implied moveBearish±$2.57
TiltBearish38.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.45150.9%39.7%8.30150.4%25.8%
25Δ13.55145.9%32.0%8.82147.7%22.2%
30Δ12.87142.9%26.5%9.33145.0%18.7%
35Δ12.38143.7%23.1%9.84142.3%15.1%
40Δ11.90143.3%19.7%10.28144.2%13.0%
45Δ11.45138.8%16.4%10.69148.0%11.5%
50Δ10.99134.3%13.2%11.11151.2%10.1%
55Δ10.64129.4%11.0%11.56151.9%8.7%
60Δ10.28124.6%8.8%12.04153.2%7.3%
65Δ9.92121.1%6.8%13.24168.0%6.4%
70Δ9.57122.6%5.7%14.44182.8%5.5%
75Δ9.21124.0%4.5%15.64197.6%4.6%
80Δ8.90119.2%3.4%16.83212.4%3.7%

20Δ

Calls
Pseudo strike
14.45
IV
150.9%
B/E move
39.7%
Puts
Pseudo strike
8.30
IV
150.4%
B/E move
25.8%

25Δ

Calls
Pseudo strike
13.55
IV
145.9%
B/E move
32.0%
Puts
Pseudo strike
8.82
IV
147.7%
B/E move
22.2%

30Δ

Calls
Pseudo strike
12.87
IV
142.9%
B/E move
26.5%
Puts
Pseudo strike
9.33
IV
145.0%
B/E move
18.7%

35Δ

Calls
Pseudo strike
12.38
IV
143.7%
B/E move
23.1%
Puts
Pseudo strike
9.84
IV
142.3%
B/E move
15.1%

40Δ

Calls
Pseudo strike
11.90
IV
143.3%
B/E move
19.7%
Puts
Pseudo strike
10.28
IV
144.2%
B/E move
13.0%

45Δ

Calls
Pseudo strike
11.45
IV
138.8%
B/E move
16.4%
Puts
Pseudo strike
10.69
IV
148.0%
B/E move
11.5%

50Δ

Calls
Pseudo strike
10.99
IV
134.3%
B/E move
13.2%
Puts
Pseudo strike
11.11
IV
151.2%
B/E move
10.1%

55Δ

Calls
Pseudo strike
10.64
IV
129.4%
B/E move
11.0%
Puts
Pseudo strike
11.56
IV
151.9%
B/E move
8.7%

60Δ

Calls
Pseudo strike
10.28
IV
124.6%
B/E move
8.8%
Puts
Pseudo strike
12.04
IV
153.2%
B/E move
7.3%

65Δ

Calls
Pseudo strike
9.92
IV
121.1%
B/E move
6.8%
Puts
Pseudo strike
13.24
IV
168.0%
B/E move
6.4%

70Δ

Calls
Pseudo strike
9.57
IV
122.6%
B/E move
5.7%
Puts
Pseudo strike
14.44
IV
182.8%
B/E move
5.5%

75Δ

Calls
Pseudo strike
9.21
IV
124.0%
B/E move
4.5%
Puts
Pseudo strike
15.64
IV
197.6%
B/E move
4.6%

80Δ

Calls
Pseudo strike
8.90
IV
119.2%
B/E move
3.4%
Puts
Pseudo strike
16.83
IV
212.4%
B/E move
3.7%

Options history

IV · four-Friday blend154.65%
Daily EOD
PLTZ128.2%142.4%156.6%2026-10-19: 130.14%2026-10-20: 135.45%2026-10-21: 141.48%2026-10-22: 136.10%2026-10-23: 135.54%2026-10-26: 140.72%2026-10-27: 142.05%2026-10-28: 136.65%2026-10-29: 142.75%2026-10-30: 154.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
130.14%
135.45%
141.48%
136.10%
135.54%
140.72%
142.05%
136.65%
142.75%
154.65%