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Defiance Daily Target 2X Long Copper Miners ETF COPZ

i

Market dataready · fetched 2026-11-11T14:47:14.266Z

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 · 2026-11-11T01:00:00.032446242Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:47:13.661032+00:00

Share price$10.83
1D+0.7%
AH$10.92$10.97$11.01$11.06$11.105:30 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$0.59$0.93$1.27$1.61$1.95$8.62$9.72$10.83$11.93$13.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —OPTION PRICELive COPZ spot · $10.83COPZ PRICE$0.63$0.68$0.73$0.78$0.83$0.88$0.95$1.04$1.12$1.21$1.51$1.85$0.94$1.02$1.10$1.18$1.26$1.34$1.58
Puts——
Calls——
Skew——
Implied moveBearish±$1.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ20.30349.2%93.1%
30Δ18.57310.9%77.7%
35Δ16.85272.7%62.2%
40Δ15.12234.5%46.8%
45Δ13.40196.2%31.3%
50Δ11.67158.0%15.9%11.04120.8%6.8%
55Δ10.84138.0%8.8%11.23113.8%5.8%
60Δ10.57129.7%7.2%11.41106.8%4.8%
65Δ10.31121.4%5.5%11.6099.7%3.8%
70Δ10.05113.1%3.9%11.7992.7%2.8%
75Δ9.67120.6%3.2%11.9885.7%1.8%
80Δ9.26131.5%2.6%12.2783.2%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
20.30
IV
349.2%
B/E move
93.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
18.57
IV
310.9%
B/E move
77.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
16.85
IV
272.7%
B/E move
62.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
15.12
IV
234.5%
B/E move
46.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
13.40
IV
196.2%
B/E move
31.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
11.67
IV
158.0%
B/E move
15.9%
Puts
Pseudo strike
11.04
IV
120.8%
B/E move
6.8%

55Δ

Calls
Pseudo strike
10.84
IV
138.0%
B/E move
8.8%
Puts
Pseudo strike
11.23
IV
113.8%
B/E move
5.8%

60Δ

Calls
Pseudo strike
10.57
IV
129.7%
B/E move
7.2%
Puts
Pseudo strike
11.41
IV
106.8%
B/E move
4.8%

65Δ

Calls
Pseudo strike
10.31
IV
121.4%
B/E move
5.5%
Puts
Pseudo strike
11.60
IV
99.7%
B/E move
3.8%

70Δ

Calls
Pseudo strike
10.05
IV
113.1%
B/E move
3.9%
Puts
Pseudo strike
11.79
IV
92.7%
B/E move
2.8%

75Δ

Calls
Pseudo strike
9.67
IV
120.6%
B/E move
3.2%
Puts
Pseudo strike
11.98
IV
85.7%
B/E move
1.8%

80Δ

Calls
Pseudo strike
9.26
IV
131.5%
B/E move
2.6%
Puts
Pseudo strike
12.27
IV
83.2%
B/E move
1.3%

Options history

IV · four-Friday blend97.40%
Daily EOD
COPZ85.6%91.9%98.3%2026-10-19: 88.66%2026-10-20: 86.44%2026-10-21: 88.08%2026-10-22: 94.47%2026-10-23: 93.83%2026-10-26: 94.24%2026-10-27: 92.79%2026-10-28: 95.27%2026-10-29: 94.91%2026-10-30: 97.40%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
88.66%
86.44%
88.08%
94.47%
93.83%
94.24%
92.79%
95.27%
94.91%
97.40%