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Defiance Daily Target 2x Long NVO ETF NVOX

i

Market dataready · fetched 2026-11-07T21:29:09.637Z

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 · 2026-11-07T01:00:00.038663387Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T21:29:08.076559+00:00

Share price$10.35
1D+1.0%
AH$10.12$10.21$10.30$10.39$10.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVOX
Sold putSold callAH

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$0.10$0.50$0.91$1.32$1.72$8.53$9.59$10.66$11.72$12.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVOX spot · $10.35NVOX PRICE$0.14$0.18$0.23$0.28$0.36$0.44$0.52$0.59$0.67$0.77$0.90$1.03$1.17$0.18$0.24$0.29$0.35$0.45$0.56$0.67$0.78$0.90$1.03$1.22$1.41$1.61
PutsFair1.00×
CallsCheap0.64×
SkewBearish+6.20 pp
Implied moveBearish±$1.19
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.7268.2%14.6%9.3467.2%11.5%
25Δ11.4466.2%12.3%9.5368.1%10.2%
30Δ11.1664.1%10.0%9.7369.0%8.8%
35Δ10.9363.3%8.4%9.9369.9%7.5%
40Δ10.7764.2%7.5%10.1270.9%6.5%
45Δ10.6065.1%6.7%10.3171.8%5.8%
50Δ10.4466.0%5.9%10.4972.8%5.1%
55Δ10.2866.9%5.0%10.6873.8%4.4%
60Δ10.1167.8%4.2%10.8774.8%3.7%
65Δ9.9468.0%3.4%11.0775.3%3.0%
70Δ9.7566.8%2.9%11.3274.9%2.4%
75Δ9.5665.6%2.3%11.5774.5%1.9%
80Δ9.3764.4%1.8%11.8274.1%1.4%

20Δ

Calls
Pseudo strike
11.72
IV
68.2%
B/E move
14.6%
Puts
Pseudo strike
9.34
IV
67.2%
B/E move
11.5%

25Δ

Calls
Pseudo strike
11.44
IV
66.2%
B/E move
12.3%
Puts
Pseudo strike
9.53
IV
68.1%
B/E move
10.2%

30Δ

Calls
Pseudo strike
11.16
IV
64.1%
B/E move
10.0%
Puts
Pseudo strike
9.73
IV
69.0%
B/E move
8.8%

35Δ

Calls
Pseudo strike
10.93
IV
63.3%
B/E move
8.4%
Puts
Pseudo strike
9.93
IV
69.9%
B/E move
7.5%

40Δ

Calls
Pseudo strike
10.77
IV
64.2%
B/E move
7.5%
Puts
Pseudo strike
10.12
IV
70.9%
B/E move
6.5%

45Δ

Calls
Pseudo strike
10.60
IV
65.1%
B/E move
6.7%
Puts
Pseudo strike
10.31
IV
71.8%
B/E move
5.8%

50Δ

Calls
Pseudo strike
10.44
IV
66.0%
B/E move
5.9%
Puts
Pseudo strike
10.49
IV
72.8%
B/E move
5.1%

55Δ

Calls
Pseudo strike
10.28
IV
66.9%
B/E move
5.0%
Puts
Pseudo strike
10.68
IV
73.8%
B/E move
4.4%

60Δ

Calls
Pseudo strike
10.11
IV
67.8%
B/E move
4.2%
Puts
Pseudo strike
10.87
IV
74.8%
B/E move
3.7%

65Δ

Calls
Pseudo strike
9.94
IV
68.0%
B/E move
3.4%
Puts
Pseudo strike
11.07
IV
75.3%
B/E move
3.0%

70Δ

Calls
Pseudo strike
9.75
IV
66.8%
B/E move
2.9%
Puts
Pseudo strike
11.32
IV
74.9%
B/E move
2.4%

75Δ

Calls
Pseudo strike
9.56
IV
65.6%
B/E move
2.3%
Puts
Pseudo strike
11.57
IV
74.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
9.37
IV
64.4%
B/E move
1.8%
Puts
Pseudo strike
11.82
IV
74.1%
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%