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Tidal Trust II Defiance Daily Target 2X Long PURR ETF PUR

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Market dataready · fetched 2026-11-06T21:47:50.744Z

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 · 2026-11-06T21:46:12.116649839Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:47:50.328773+00:00

Share price$13.99
1D-6.4%
AH$13.02$13.67$14.31$14.96$15.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPUR
Sold putSold callAH

Tidal Trust II Defiance Daily Target 2X Long PURR ETF options

Live interpolated PUR call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Daily Target 2X Long PURR ETF$0.41$2.86$5.31$7.76$10.21$3.91$10.85$17.80$24.74$31.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PUR spot · $13.99PUR PRICE$0.68$0.82$1.02$1.22$1.46$1.70$1.91$2.19$2.51$2.77$3.11$3.51$4.01$0.92$1.22$1.57$1.97$2.33$2.78$3.35$4.18$4.92$5.61$6.64$8.17$9.50
PutsCheap0.86×
CallsCheap0.79×
SkewBearish+0.27 pp
Implied moveBearish±$5.26
TiltBearish32.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.13282.2%91.6%10.56235.7%31.1%
25Δ22.08252.2%63.7%11.43232.1%27.0%
30Δ20.23245.3%51.9%12.24231.0%23.7%
35Δ18.74239.4%42.7%13.04231.6%20.9%
40Δ17.60238.7%36.2%13.81225.7%18.0%
45Δ16.54236.3%30.4%14.60223.4%15.6%
50Δ15.45224.6%24.1%15.45225.0%13.5%
55Δ14.58222.0%19.9%16.50233.9%11.9%
60Δ13.81223.3%16.7%17.50235.0%10.1%
65Δ13.02213.9%12.8%18.45229.8%8.2%
70Δ12.29209.9%10.1%19.70231.4%6.7%
75Δ11.56207.8%7.8%21.41238.4%5.4%
80Δ10.79209.0%5.8%22.95235.2%3.9%

20Δ

Calls
Pseudo strike
26.13
IV
282.2%
B/E move
91.6%
Puts
Pseudo strike
10.56
IV
235.7%
B/E move
31.1%

25Δ

Calls
Pseudo strike
22.08
IV
252.2%
B/E move
63.7%
Puts
Pseudo strike
11.43
IV
232.1%
B/E move
27.0%

30Δ

Calls
Pseudo strike
20.23
IV
245.3%
B/E move
51.9%
Puts
Pseudo strike
12.24
IV
231.0%
B/E move
23.7%

35Δ

Calls
Pseudo strike
18.74
IV
239.4%
B/E move
42.7%
Puts
Pseudo strike
13.04
IV
231.6%
B/E move
20.9%

40Δ

Calls
Pseudo strike
17.60
IV
238.7%
B/E move
36.2%
Puts
Pseudo strike
13.81
IV
225.7%
B/E move
18.0%

45Δ

Calls
Pseudo strike
16.54
IV
236.3%
B/E move
30.4%
Puts
Pseudo strike
14.60
IV
223.4%
B/E move
15.6%

50Δ

Calls
Pseudo strike
15.45
IV
224.6%
B/E move
24.1%
Puts
Pseudo strike
15.45
IV
225.0%
B/E move
13.5%

55Δ

Calls
Pseudo strike
14.58
IV
222.0%
B/E move
19.9%
Puts
Pseudo strike
16.50
IV
233.9%
B/E move
11.9%

60Δ

Calls
Pseudo strike
13.81
IV
223.3%
B/E move
16.7%
Puts
Pseudo strike
17.50
IV
235.0%
B/E move
10.1%

65Δ

Calls
Pseudo strike
13.02
IV
213.9%
B/E move
12.8%
Puts
Pseudo strike
18.45
IV
229.8%
B/E move
8.2%

70Δ

Calls
Pseudo strike
12.29
IV
209.9%
B/E move
10.1%
Puts
Pseudo strike
19.70
IV
231.4%
B/E move
6.7%

75Δ

Calls
Pseudo strike
11.56
IV
207.8%
B/E move
7.8%
Puts
Pseudo strike
21.41
IV
238.4%
B/E move
5.4%

80Δ

Calls
Pseudo strike
10.79
IV
209.0%
B/E move
5.8%
Puts
Pseudo strike
22.95
IV
235.2%
B/E move
3.9%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations