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Defiance Daily Target 2X Long Copper Miners ETF COPZ

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Market datapartial · fetched 2026-10-22T04:40:47.143Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.011830876Z

FundamentalsAlpha Vantage · unavailable

Share price$12.78
1D-2.9%
AH$12.49$12.61$12.73$12.84$12.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOPZ
Sold putSold callAH

Defiance Daily Target 2X Long Copper Miners ETF options

Live interpolated COPZ call and put midpoint premiums by absolute delta.Defiance Daily Target 2X Long Copper Miners ETF$0.47$1.45$2.44$3.42$4.40$8.34$10.91$13.49$16.06$18.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COPZ spot · $12.78COPZ PRICE$0.58$0.64$0.71$0.77$0.86$0.95$1.04$1.16$1.31$1.47$1.75$2.07$2.40$0.77$0.87$0.97$1.11$1.25$1.47$1.76$2.07$2.42$2.80$3.48$4.12
PutsFair1.02×
CallsExpensive1.52×
SkewBullish-3.42 pp
Implied moveBearish±$2.51
TiltBearish19.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.16175.2%77.9%
25Δ18.35142.7%48.6%10.65122.5%22.7%
30Δ16.34121.2%33.4%11.31109.6%18.3%
35Δ15.06105.2%23.9%11.9796.6%13.9%
40Δ14.3196.6%18.8%12.3991.8%11.7%
45Δ13.7189.2%14.8%12.7987.5%9.7%
50Δ13.2182.4%11.5%13.2186.0%8.1%
55Δ12.7978.6%9.2%13.6587.4%7.0%
60Δ12.4477.1%7.6%14.0988.6%5.9%
65Δ12.0875.5%6.0%14.5788.4%4.8%
70Δ11.6675.8%5.0%15.0988.8%3.8%
75Δ11.2276.7%4.1%15.8793.5%3.1%
80Δ10.7977.5%3.2%16.6193.8%2.2%

20Δ

Calls
Pseudo strike
22.16
IV
175.2%
B/E move
77.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
18.35
IV
142.7%
B/E move
48.6%
Puts
Pseudo strike
10.65
IV
122.5%
B/E move
22.7%

30Δ

Calls
Pseudo strike
16.34
IV
121.2%
B/E move
33.4%
Puts
Pseudo strike
11.31
IV
109.6%
B/E move
18.3%

35Δ

Calls
Pseudo strike
15.06
IV
105.2%
B/E move
23.9%
Puts
Pseudo strike
11.97
IV
96.6%
B/E move
13.9%

40Δ

Calls
Pseudo strike
14.31
IV
96.6%
B/E move
18.8%
Puts
Pseudo strike
12.39
IV
91.8%
B/E move
11.7%

45Δ

Calls
Pseudo strike
13.71
IV
89.2%
B/E move
14.8%
Puts
Pseudo strike
12.79
IV
87.5%
B/E move
9.7%

50Δ

Calls
Pseudo strike
13.21
IV
82.4%
B/E move
11.5%
Puts
Pseudo strike
13.21
IV
86.0%
B/E move
8.1%

55Δ

Calls
Pseudo strike
12.79
IV
78.6%
B/E move
9.2%
Puts
Pseudo strike
13.65
IV
87.4%
B/E move
7.0%

60Δ

Calls
Pseudo strike
12.44
IV
77.1%
B/E move
7.6%
Puts
Pseudo strike
14.09
IV
88.6%
B/E move
5.9%

65Δ

Calls
Pseudo strike
12.08
IV
75.5%
B/E move
6.0%
Puts
Pseudo strike
14.57
IV
88.4%
B/E move
4.8%

70Δ

Calls
Pseudo strike
11.66
IV
75.8%
B/E move
5.0%
Puts
Pseudo strike
15.09
IV
88.8%
B/E move
3.8%

75Δ

Calls
Pseudo strike
11.22
IV
76.7%
B/E move
4.1%
Puts
Pseudo strike
15.87
IV
93.5%
B/E move
3.1%

80Δ

Calls
Pseudo strike
10.79
IV
77.5%
B/E move
3.2%
Puts
Pseudo strike
16.61
IV
93.8%
B/E move
2.2%

Options history

No recorded observations