Share price$19.07
1D+0.4%
Sold putSold callAH
Tidal Trust II Defiance Daily Target 2X Long PURR ETF PUR
i
Market dataready · fetched 2026-11-03T23:21:50.832Z
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 · 2026-11-03T21:00:00.340533873Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-03T23:21:50.235309+00:00
Tidal Trust II Defiance Daily Target 2X Long PURR ETF options
PutsExpensive1.07×
CallsFair0.98×
SkewBullish-1.29 pp
Implied moveBearish±$9.12
TiltBearish38.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.78 | 269.0% | 97.9% | 13.80 | 255.6% | 35.7% |
| 25Δ | 32.59 | 259.9% | 77.4% | 15.38 | 242.5% | 29.9% |
| 30Δ | 30.29 | 264.5% | 67.1% | 16.61 | 239.4% | 26.6% |
| 35Δ | 27.98 | 260.9% | 56.8% | 17.84 | 236.2% | 23.4% |
| 40Δ | 25.78 | 258.4% | 47.1% | 19.07 | 233.1% | 20.1% |
| 45Δ | 23.98 | 257.3% | 39.9% | 20.42 | 232.8% | 17.2% |
| 50Δ | 22.42 | 257.0% | 34.0% | 22.13 | 241.3% | 15.3% |
| 55Δ | 20.85 | 256.8% | 28.1% | 23.83 | 249.9% | 13.5% |
| 60Δ | 19.41 | 252.9% | 23.0% | 25.75 | 257.7% | 11.6% |
| 65Δ | 18.11 | 244.7% | 18.8% | 28.17 | 264.1% | 9.8% |
| 70Δ | 16.82 | 236.5% | 14.5% | 30.58 | 268.5% | 8.0% |
| 75Δ | 15.53 | 228.3% | 10.3% | 33.19 | 266.8% | 6.2% |
| 80Δ | 14.22 | 220.6% | 7.4% | 36.02 | 262.1% | 4.5% |
20Δ
- Pseudo strike
- 36.78
- IV
- 269.0%
- B/E move
- 97.9%
- Pseudo strike
- 13.80
- IV
- 255.6%
- B/E move
- 35.7%
25Δ
- Pseudo strike
- 32.59
- IV
- 259.9%
- B/E move
- 77.4%
- Pseudo strike
- 15.38
- IV
- 242.5%
- B/E move
- 29.9%
30Δ
- Pseudo strike
- 30.29
- IV
- 264.5%
- B/E move
- 67.1%
- Pseudo strike
- 16.61
- IV
- 239.4%
- B/E move
- 26.6%
35Δ
- Pseudo strike
- 27.98
- IV
- 260.9%
- B/E move
- 56.8%
- Pseudo strike
- 17.84
- IV
- 236.2%
- B/E move
- 23.4%
40Δ
- Pseudo strike
- 25.78
- IV
- 258.4%
- B/E move
- 47.1%
- Pseudo strike
- 19.07
- IV
- 233.1%
- B/E move
- 20.1%
45Δ
- Pseudo strike
- 23.98
- IV
- 257.3%
- B/E move
- 39.9%
- Pseudo strike
- 20.42
- IV
- 232.8%
- B/E move
- 17.2%
50Δ
- Pseudo strike
- 22.42
- IV
- 257.0%
- B/E move
- 34.0%
- Pseudo strike
- 22.13
- IV
- 241.3%
- B/E move
- 15.3%
55Δ
- Pseudo strike
- 20.85
- IV
- 256.8%
- B/E move
- 28.1%
- Pseudo strike
- 23.83
- IV
- 249.9%
- B/E move
- 13.5%
60Δ
- Pseudo strike
- 19.41
- IV
- 252.9%
- B/E move
- 23.0%
- Pseudo strike
- 25.75
- IV
- 257.7%
- B/E move
- 11.6%
65Δ
- Pseudo strike
- 18.11
- IV
- 244.7%
- B/E move
- 18.8%
- Pseudo strike
- 28.17
- IV
- 264.1%
- B/E move
- 9.8%
70Δ
- Pseudo strike
- 16.82
- IV
- 236.5%
- B/E move
- 14.5%
- Pseudo strike
- 30.58
- IV
- 268.5%
- B/E move
- 8.0%
75Δ
- Pseudo strike
- 15.53
- IV
- 228.3%
- B/E move
- 10.3%
- Pseudo strike
- 33.19
- IV
- 266.8%
- B/E move
- 6.2%
80Δ
- Pseudo strike
- 14.22
- IV
- 220.6%
- B/E move
- 7.4%
- Pseudo strike
- 36.02
- IV
- 262.1%
- B/E move
- 4.5%
Options history
IV · four-Friday blend—
Daily EOD
No recorded observations
0 observations