Tidal Trust II Defiance Daily Target 2x Long OKLO ETF OKLL
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Market dataready · fetched 2026-11-04T00:19:08.317Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-04T00:18:57.128949338Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:19:07.858458+00:00
Tidal Trust II Defiance Daily Target 2x Long OKLO ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.30 | 281.8% | 107.1% | 2.59 | 254.9% | 36.0% |
| 25Δ | 6.64 | 284.4% | 90.3% | 2.92 | 224.8% | 28.5% |
| 30Δ | 5.35 | 229.2% | 55.2% | 3.16 | 214.8% | 24.6% |
| 35Δ | 4.79 | 203.4% | 40.4% | 3.36 | 211.0% | 21.8% |
| 40Δ | 4.44 | 186.8% | 31.7% | 3.57 | 207.1% | 19.0% |
| 45Δ | 4.09 | 170.3% | 23.0% | 3.77 | 203.2% | 16.1% |
| 50Δ | 3.86 | 173.1% | 19.4% | 3.98 | 199.4% | 13.3% |
| 55Δ | 3.68 | 182.4% | 17.4% | 4.30 | 209.4% | 11.7% |
| 60Δ | 3.50 | 191.8% | 15.4% | 4.65 | 221.0% | 10.3% |
| 65Δ | 3.32 | 201.1% | 13.3% | 4.99 | 232.7% | 8.9% |
| 70Δ | 3.14 | 210.4% | 11.3% | 5.29 | 225.6% | 7.2% |
| 75Δ | 2.92 | 224.6% | 9.4% | |||
| 80Δ | 2.59 | 255.1% | 7.8% | |||
20Δ
- Pseudo strike
- 7.30
- IV
- 281.8%
- B/E move
- 107.1%
- Pseudo strike
- 2.59
- IV
- 254.9%
- B/E move
- 36.0%
25Δ
- Pseudo strike
- 6.64
- IV
- 284.4%
- B/E move
- 90.3%
- Pseudo strike
- 2.92
- IV
- 224.8%
- B/E move
- 28.5%
30Δ
- Pseudo strike
- 5.35
- IV
- 229.2%
- B/E move
- 55.2%
- Pseudo strike
- 3.16
- IV
- 214.8%
- B/E move
- 24.6%
35Δ
- Pseudo strike
- 4.79
- IV
- 203.4%
- B/E move
- 40.4%
- Pseudo strike
- 3.36
- IV
- 211.0%
- B/E move
- 21.8%
40Δ
- Pseudo strike
- 4.44
- IV
- 186.8%
- B/E move
- 31.7%
- Pseudo strike
- 3.57
- IV
- 207.1%
- B/E move
- 19.0%
45Δ
- Pseudo strike
- 4.09
- IV
- 170.3%
- B/E move
- 23.0%
- Pseudo strike
- 3.77
- IV
- 203.2%
- B/E move
- 16.1%
50Δ
- Pseudo strike
- 3.86
- IV
- 173.1%
- B/E move
- 19.4%
- Pseudo strike
- 3.98
- IV
- 199.4%
- B/E move
- 13.3%
55Δ
- Pseudo strike
- 3.68
- IV
- 182.4%
- B/E move
- 17.4%
- Pseudo strike
- 4.30
- IV
- 209.4%
- B/E move
- 11.7%
60Δ
- Pseudo strike
- 3.50
- IV
- 191.8%
- B/E move
- 15.4%
- Pseudo strike
- 4.65
- IV
- 221.0%
- B/E move
- 10.3%
65Δ
- Pseudo strike
- 3.32
- IV
- 201.1%
- B/E move
- 13.3%
- Pseudo strike
- 4.99
- IV
- 232.7%
- B/E move
- 8.9%
70Δ
- Pseudo strike
- 3.14
- IV
- 210.4%
- B/E move
- 11.3%
- Pseudo strike
- 5.29
- IV
- 225.6%
- B/E move
- 7.2%
75Δ
- Pseudo strike
- 2.92
- IV
- 224.6%
- B/E move
- 9.4%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 2.59
- IV
- 255.1%
- B/E move
- 7.8%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 161.34% | |
| 168.92% | |
| 166.62% | |
| 162.29% | |
| 178.52% | |
| 174.84% | |
| 179.42% | |
| 172.87% | |
| 165.48% | |
| 172.35% |