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Defiance S&P 500 Weekly Distribution ETF WDTE

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Market dataready · fetched 2026-11-05T19:17:07.978Z

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 · 2026-11-05T19:07:43.139823698Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T19:17:06.065334+00:00

Share price$26.55
1D-4.3%
$26.45$26.80$27.15$27.50$27.855:30 AM6:30 AM9:00 AM1:00 PMWDTE
Sold putSold call

Defiance S&P 500 Weekly Distribution ETF options

Live interpolated WDTE call and put midpoint premiums by absolute delta.Defiance S&P 500 Weekly Distribution ETF$0.19$0.56$0.93$1.31$1.68$24.00$25.36$26.71$28.07$29.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WDTE spot · $26.55WDTE PRICE$0.23$0.29$0.32$0.35$0.38$0.43$0.48$0.53$0.57$0.62$0.67$0.72$1.01$0.36$0.38$0.38$0.39$0.46$0.53$0.59$0.66$0.73$0.97$1.27$1.57
Puts——
CallsCheap0.69×
Skew——
Implied moveBearish±$1.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.5839.1%8.5%24.2756.8%9.9%
25Δ28.0937.3%6.9%25.0945.1%6.9%
30Δ27.7033.5%5.6%25.5936.6%5.0%
35Δ27.3429.3%4.3%26.0329.4%3.4%
40Δ26.9925.4%3.1%26.2228.4%3.0%
45Δ26.8524.1%2.7%26.4027.4%2.5%
50Δ26.7122.9%2.4%26.5826.4%2.1%
55Δ26.5721.7%2.1%26.7725.4%1.7%
60Δ26.4320.4%1.7%26.9524.4%1.2%
65Δ26.2919.2%1.4%27.2526.5%1.0%
70Δ26.1518.0%1.0%27.5829.8%0.9%
75Δ26.0116.7%0.7%27.9133.0%0.8%
80Δ25.6918.9%0.6%

20Δ

Calls
Pseudo strike
28.58
IV
39.1%
B/E move
8.5%
Puts
Pseudo strike
24.27
IV
56.8%
B/E move
9.9%

25Δ

Calls
Pseudo strike
28.09
IV
37.3%
B/E move
6.9%
Puts
Pseudo strike
25.09
IV
45.1%
B/E move
6.9%

30Δ

Calls
Pseudo strike
27.70
IV
33.5%
B/E move
5.6%
Puts
Pseudo strike
25.59
IV
36.6%
B/E move
5.0%

35Δ

Calls
Pseudo strike
27.34
IV
29.3%
B/E move
4.3%
Puts
Pseudo strike
26.03
IV
29.4%
B/E move
3.4%

40Δ

Calls
Pseudo strike
26.99
IV
25.4%
B/E move
3.1%
Puts
Pseudo strike
26.22
IV
28.4%
B/E move
3.0%

45Δ

Calls
Pseudo strike
26.85
IV
24.1%
B/E move
2.7%
Puts
Pseudo strike
26.40
IV
27.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
26.71
IV
22.9%
B/E move
2.4%
Puts
Pseudo strike
26.58
IV
26.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
26.57
IV
21.7%
B/E move
2.1%
Puts
Pseudo strike
26.77
IV
25.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
26.43
IV
20.4%
B/E move
1.7%
Puts
Pseudo strike
26.95
IV
24.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
26.29
IV
19.2%
B/E move
1.4%
Puts
Pseudo strike
27.25
IV
26.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
26.15
IV
18.0%
B/E move
1.0%
Puts
Pseudo strike
27.58
IV
29.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
26.01
IV
16.7%
B/E move
0.7%
Puts
Pseudo strike
27.91
IV
33.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
25.69
IV
18.9%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations