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Tidal Trust II Defiance Large Cap ex-Mag 7 ETF XMAG

i

Market dataready · fetched 2026-11-04T09:37:37.717Z

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 · 2026-11-03T21:00:00.387915316Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:37:36.430620+00:00

Share price$25.65
1D+0.2%
AH$25.59$25.66$25.72$25.79$25.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXMAG
Sold putSold callAH

Tidal Trust II Defiance Large Cap ex-Mag 7 ETF options

Live interpolated XMAG call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Large Cap ex-Mag 7 ETF$0.33$0.73$1.12$1.51$1.90$23.46$24.57$25.67$26.78$27.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XMAG spot · $25.65XMAG PRICE$0.38$0.38$0.38$0.42$0.47$0.52$0.59$0.67$0.75$0.82$0.90$1.09$1.34$0.38$0.41$0.44$0.48$0.51$0.54$0.57$0.60$0.67$0.95$1.23$1.51$1.79
PutsExpensive1.42×
CallsExpensive1.28×
SkewBullish-0.77 pp
Implied moveBullish±$1.16
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.2266.0%15.4%23.2659.7%10.8%
25Δ27.7649.1%9.7%24.1048.0%7.6%
30Δ26.9438.7%6.5%24.5741.8%5.9%
35Δ26.6035.2%5.4%25.0235.9%4.3%
40Δ26.2631.8%4.2%25.2232.8%3.7%
45Δ25.9628.9%3.2%25.4229.8%3.0%
50Δ25.7828.0%2.8%25.6326.7%2.3%
55Δ25.6027.0%2.4%25.8323.7%1.6%
60Δ25.4226.1%2.0%26.0521.3%1.0%
65Δ25.2425.2%1.6%26.3722.9%0.9%
70Δ25.0624.2%1.2%26.6924.4%0.7%
75Δ24.8024.6%1.0%27.0126.0%0.6%
80Δ24.5125.7%0.8%27.3327.5%0.4%

20Δ

Calls
Pseudo strike
29.22
IV
66.0%
B/E move
15.4%
Puts
Pseudo strike
23.26
IV
59.7%
B/E move
10.8%

25Δ

Calls
Pseudo strike
27.76
IV
49.1%
B/E move
9.7%
Puts
Pseudo strike
24.10
IV
48.0%
B/E move
7.6%

30Δ

Calls
Pseudo strike
26.94
IV
38.7%
B/E move
6.5%
Puts
Pseudo strike
24.57
IV
41.8%
B/E move
5.9%

35Δ

Calls
Pseudo strike
26.60
IV
35.2%
B/E move
5.4%
Puts
Pseudo strike
25.02
IV
35.9%
B/E move
4.3%

40Δ

Calls
Pseudo strike
26.26
IV
31.8%
B/E move
4.2%
Puts
Pseudo strike
25.22
IV
32.8%
B/E move
3.7%

45Δ

Calls
Pseudo strike
25.96
IV
28.9%
B/E move
3.2%
Puts
Pseudo strike
25.42
IV
29.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
25.78
IV
28.0%
B/E move
2.8%
Puts
Pseudo strike
25.63
IV
26.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
25.60
IV
27.0%
B/E move
2.4%
Puts
Pseudo strike
25.83
IV
23.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
25.42
IV
26.1%
B/E move
2.0%
Puts
Pseudo strike
26.05
IV
21.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
25.24
IV
25.2%
B/E move
1.6%
Puts
Pseudo strike
26.37
IV
22.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
25.06
IV
24.2%
B/E move
1.2%
Puts
Pseudo strike
26.69
IV
24.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
24.80
IV
24.6%
B/E move
1.0%
Puts
Pseudo strike
27.01
IV
26.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
24.51
IV
25.7%
B/E move
0.8%
Puts
Pseudo strike
27.33
IV
27.5%
B/E move
0.4%

Options history

IV · four-Friday blend18.39%
Daily EOD
XMAG16.2%17.4%18.6%2026-10-19: 16.75%2026-10-20: 16.39%2026-10-21: 16.85%2026-10-22: 17.43%2026-10-23: 17.70%2026-10-26: 17.79%2026-10-27: 17.78%2026-10-28: 17.48%2026-10-29: 17.65%2026-10-30: 18.39%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.75%
16.39%
16.85%
17.43%
17.70%
17.79%
17.78%
17.48%
17.65%
18.39%