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Defiance Daily Target 2x Long NVO ETF NVOX

i

Market dataready · fetched 2026-11-06T20:58:40.776Z

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 · 2026-11-06T20:58:13.54370645Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T20:58:39.145978+00:00

Share price$10.39
1D+1.4%
$10.12$10.21$10.30$10.39$10.485:30 AM6:30 AM9:00 AM1:00 PMNVOX
Sold putSold call

Defiance Daily Target 2x Long NVO ETF options

Live interpolated NVOX call and put midpoint premiums by absolute delta.Defiance Daily Target 2x Long NVO ETF$0.09$0.53$0.97$1.41$1.85$8.49$9.58$10.66$11.75$12.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVOX spot · $10.39NVOX PRICE$0.14$0.18$0.22$0.27$0.33$0.40$0.46$0.53$0.59$0.66$0.77$0.91$1.04$0.18$0.24$0.30$0.36$0.47$0.59$0.70$0.82$0.93$1.11$1.31$1.52$1.72
PutsFair1.05×
CallsCheap0.58×
SkewBearish+15.22 pp
Implied moveBearish±$1.17
TiltBearish22.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.7464.3%14.3%9.3666.2%11.7%
25Δ11.4662.3%12.1%9.5667.3%10.3%
30Δ11.1960.3%9.9%9.7668.4%9.0%
35Δ10.9658.7%8.0%9.9669.5%7.6%
40Δ10.8058.2%7.2%10.1670.7%6.8%
45Δ10.6557.7%6.3%10.3571.9%6.0%
50Δ10.5057.3%5.5%10.5473.2%5.3%
55Δ10.3456.8%4.6%10.7474.4%4.5%
60Δ10.1956.3%3.8%10.9375.6%3.8%
65Δ10.0455.9%3.0%11.1776.3%3.1%
70Δ9.8754.6%2.4%11.4476.7%2.6%
75Δ9.6953.0%2.0%11.7077.1%2.0%
80Δ9.5251.5%1.6%11.9777.5%1.4%

20Δ

Calls
Pseudo strike
11.74
IV
64.3%
B/E move
14.3%
Puts
Pseudo strike
9.36
IV
66.2%
B/E move
11.7%

25Δ

Calls
Pseudo strike
11.46
IV
62.3%
B/E move
12.1%
Puts
Pseudo strike
9.56
IV
67.3%
B/E move
10.3%

30Δ

Calls
Pseudo strike
11.19
IV
60.3%
B/E move
9.9%
Puts
Pseudo strike
9.76
IV
68.4%
B/E move
9.0%

35Δ

Calls
Pseudo strike
10.96
IV
58.7%
B/E move
8.0%
Puts
Pseudo strike
9.96
IV
69.5%
B/E move
7.6%

40Δ

Calls
Pseudo strike
10.80
IV
58.2%
B/E move
7.2%
Puts
Pseudo strike
10.16
IV
70.7%
B/E move
6.8%

45Δ

Calls
Pseudo strike
10.65
IV
57.7%
B/E move
6.3%
Puts
Pseudo strike
10.35
IV
71.9%
B/E move
6.0%

50Δ

Calls
Pseudo strike
10.50
IV
57.3%
B/E move
5.5%
Puts
Pseudo strike
10.54
IV
73.2%
B/E move
5.3%

55Δ

Calls
Pseudo strike
10.34
IV
56.8%
B/E move
4.6%
Puts
Pseudo strike
10.74
IV
74.4%
B/E move
4.5%

60Δ

Calls
Pseudo strike
10.19
IV
56.3%
B/E move
3.8%
Puts
Pseudo strike
10.93
IV
75.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
10.04
IV
55.9%
B/E move
3.0%
Puts
Pseudo strike
11.17
IV
76.3%
B/E move
3.1%

70Δ

Calls
Pseudo strike
9.87
IV
54.6%
B/E move
2.4%
Puts
Pseudo strike
11.44
IV
76.7%
B/E move
2.6%

75Δ

Calls
Pseudo strike
9.69
IV
53.0%
B/E move
2.0%
Puts
Pseudo strike
11.70
IV
77.1%
B/E move
2.0%

80Δ

Calls
Pseudo strike
9.52
IV
51.5%
B/E move
1.6%
Puts
Pseudo strike
11.97
IV
77.5%
B/E move
1.4%

Options history

IV · four-Friday blend79.31%
Daily EOD
NVOX72.2%76.0%79.8%2026-10-19: 74.07%2026-10-20: 73.25%2026-10-21: 72.71%2026-10-22: 74.97%2026-10-23: 72.69%2026-10-26: 78.16%2026-10-27: 76.69%2026-10-28: 77.83%2026-10-29: 78.90%2026-10-30: 79.31%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
74.07%
73.25%
72.71%
74.97%
72.69%
78.16%
76.69%
77.83%
78.90%
79.31%