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Defiance Daily Target 2X Long ONDS ETF ONDL

i

Market dataready · fetched 2026-11-04T08:57:56.907Z

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 · 2026-11-04T01:00:05.274561992Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T08:57:56.432040+00:00

Share price$3.00
1D-2.2%
AH$2.96$3.04$3.12$3.20$3.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONDL
Sold putSold callAH

Defiance Daily Target 2X Long ONDS ETF options

Live interpolated ONDL call and put midpoint premiums by absolute delta.Defiance Daily Target 2X Long ONDS ETF$0.16$0.77$1.37$1.98$2.59$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEONDL PRICE$0.23$0.25$0.28$0.31$0.35$0.42$0.50$0.58$0.66$0.74$0.82$0.90$0.98$1.49$1.82$2.16$2.41
Puts——
CallsExpensive1.83×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.67473.7%296.3%
25Δ6.99371.1%141.3%
30Δ5.65326.5%97.7%
35Δ4.70279.7%66.9%
40Δ3.95244.0%43.1%
45Δ3.74239.7%38.9%
50Δ3.54235.4%34.7%
55Δ3.33231.0%30.6%
60Δ3.13226.7%26.4%
65Δ2.93222.4%22.3%4.21241.1%9.1%
70Δ2.72218.0%18.1%4.60246.3%7.5%
75Δ2.52213.7%13.9%4.98251.4%5.9%
80Δ2.31209.4%9.8%5.28236.9%4.4%

20Δ

Calls
Pseudo strike
11.67
IV
473.7%
B/E move
296.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.99
IV
371.1%
B/E move
141.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
5.65
IV
326.5%
B/E move
97.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.70
IV
279.7%
B/E move
66.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.95
IV
244.0%
B/E move
43.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.74
IV
239.7%
B/E move
38.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.54
IV
235.4%
B/E move
34.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.33
IV
231.0%
B/E move
30.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.13
IV
226.7%
B/E move
26.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.93
IV
222.4%
B/E move
22.3%
Puts
Pseudo strike
4.21
IV
241.1%
B/E move
9.1%

70Δ

Calls
Pseudo strike
2.72
IV
218.0%
B/E move
18.1%
Puts
Pseudo strike
4.60
IV
246.3%
B/E move
7.5%

75Δ

Calls
Pseudo strike
2.52
IV
213.7%
B/E move
13.9%
Puts
Pseudo strike
4.98
IV
251.4%
B/E move
5.9%

80Δ

Calls
Pseudo strike
2.31
IV
209.4%
B/E move
9.8%
Puts
Pseudo strike
5.28
IV
236.9%
B/E move
4.4%

Options history

IV · four-Friday blend183.87%
Daily EOD
ONDL177.6%181.0%184.3%2026-10-23: 178.04%2026-10-26: 183.27%2026-10-30: 183.87%Oct 23Oct 26Oct 30
3 observations2026-10-23 — 2026-10-30
Table
DateIV (%)
178.04%
183.27%
183.87%