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Defiance Daily Target 2X Long DRAM ETF DRAL

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Market datapartial · fetched 2026-10-22T23:43:35.749Z

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 · 2026-10-22T23:38:13.388328266Z

FundamentalsAlpha Vantage · unavailable

Share price$6.11
1D-8.8%
AH$6.13$6.38$6.62$6.86$7.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRAL
Sold putSold callAH

Defiance Daily Target 2X Long DRAM ETF options

Live interpolated DRAL call and put midpoint premiums by absolute delta.Defiance Daily Target 2X Long DRAM ETF$0.20$0.71$1.23$1.75$2.27$2.74$5.43$8.11$10.80$13.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRAL spot · $6.11DRAL PRICE$0.25$0.31$0.36$0.46$0.56$0.66$0.80$0.94$1.09$1.29$1.50$1.72$2.12$0.32$0.40$0.51$0.62$0.73$0.86$0.98$1.10$1.23$1.40$1.61$1.82$2.02
PutsCheap0.84×
CallsExpensive1.38×
SkewBullish-38.28 pp
Implied moveBearish±$1.78
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.94160.6%66.8%4.73138.3%27.8%
25Δ8.83145.9%49.5%5.12126.7%22.7%
30Δ7.97130.9%36.2%5.40124.7%20.0%
35Δ7.64134.2%32.4%5.68122.6%17.3%
40Δ7.30137.4%28.6%5.96120.6%14.5%
45Δ6.97140.7%24.9%6.20117.1%12.6%
50Δ6.66144.7%22.1%6.44113.4%10.7%
55Δ6.34148.7%19.3%6.67109.7%8.9%
60Δ6.03152.7%16.4%6.91106.0%7.0%
65Δ5.68158.1%14.1%7.17103.1%5.6%
70Δ5.33163.6%11.8%7.45100.8%4.5%
75Δ4.98169.7%9.5%7.7298.5%3.4%
80Δ4.48188.1%7.9%7.9996.2%2.3%

20Δ

Calls
Pseudo strike
9.94
IV
160.6%
B/E move
66.8%
Puts
Pseudo strike
4.73
IV
138.3%
B/E move
27.8%

25Δ

Calls
Pseudo strike
8.83
IV
145.9%
B/E move
49.5%
Puts
Pseudo strike
5.12
IV
126.7%
B/E move
22.7%

30Δ

Calls
Pseudo strike
7.97
IV
130.9%
B/E move
36.2%
Puts
Pseudo strike
5.40
IV
124.7%
B/E move
20.0%

35Δ

Calls
Pseudo strike
7.64
IV
134.2%
B/E move
32.4%
Puts
Pseudo strike
5.68
IV
122.6%
B/E move
17.3%

40Δ

Calls
Pseudo strike
7.30
IV
137.4%
B/E move
28.6%
Puts
Pseudo strike
5.96
IV
120.6%
B/E move
14.5%

45Δ

Calls
Pseudo strike
6.97
IV
140.7%
B/E move
24.9%
Puts
Pseudo strike
6.20
IV
117.1%
B/E move
12.6%

50Δ

Calls
Pseudo strike
6.66
IV
144.7%
B/E move
22.1%
Puts
Pseudo strike
6.44
IV
113.4%
B/E move
10.7%

55Δ

Calls
Pseudo strike
6.34
IV
148.7%
B/E move
19.3%
Puts
Pseudo strike
6.67
IV
109.7%
B/E move
8.9%

60Δ

Calls
Pseudo strike
6.03
IV
152.7%
B/E move
16.4%
Puts
Pseudo strike
6.91
IV
106.0%
B/E move
7.0%

65Δ

Calls
Pseudo strike
5.68
IV
158.1%
B/E move
14.1%
Puts
Pseudo strike
7.17
IV
103.1%
B/E move
5.6%

70Δ

Calls
Pseudo strike
5.33
IV
163.6%
B/E move
11.8%
Puts
Pseudo strike
7.45
IV
100.8%
B/E move
4.5%

75Δ

Calls
Pseudo strike
4.98
IV
169.7%
B/E move
9.5%
Puts
Pseudo strike
7.72
IV
98.5%
B/E move
3.4%

80Δ

Calls
Pseudo strike
4.48
IV
188.1%
B/E move
7.9%
Puts
Pseudo strike
7.99
IV
96.2%
B/E move
2.3%

Options history

DRAL109.36110.19111.022026-10-20: 110.91%2026-10-21: 109.48%Oct 20Oct 21
Table
DateIV
110.91%
109.48%