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Defiance Daily Target 2X Long DRAM ETF DRAL

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Market datapartial · fetched 2026-10-22T23:27:03.983Z

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 · 2026-10-22T23:09:18.36212517Z

FundamentalsAlpha Vantage · unavailable

Share price$6.21
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$0.18$0.82$1.45$2.09$2.72$2.81$5.48$8.15$10.82$13.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRAL spot · $6.21DRAL PRICE$0.25$0.31$0.35$0.45$0.55$0.64$0.78$0.92$1.05$1.23$1.44$1.64$1.97$0.33$0.43$0.54$0.66$0.78$0.92$1.06$1.19$1.37$1.60$1.84$2.12$2.54
PutsCheap0.89×
CallsExpensive1.29×
SkewBullish-21.69 pp
Implied moveBearish±$1.84
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.96156.6%64.4%4.81139.2%27.8%
25Δ8.87142.0%47.6%5.19130.9%23.4%
30Δ7.99125.7%34.3%5.48129.2%20.5%
35Δ7.67128.3%30.6%5.78127.5%17.7%
40Δ7.34131.0%27.0%6.06125.5%15.0%
45Δ7.02133.7%23.3%6.32122.2%13.0%
50Δ6.71136.7%20.6%6.58118.9%11.1%
55Δ6.41139.7%17.9%6.84115.6%9.1%
60Δ6.10142.8%15.2%7.12113.3%7.4%
65Δ5.78146.3%12.8%7.44112.4%6.1%
70Δ5.44150.0%10.7%7.75111.6%4.8%
75Δ5.10153.7%8.5%8.10111.1%3.6%
80Δ4.66164.5%6.7%8.59111.6%2.7%

20Δ

Calls
Pseudo strike
9.96
IV
156.6%
B/E move
64.4%
Puts
Pseudo strike
4.81
IV
139.2%
B/E move
27.8%

25Δ

Calls
Pseudo strike
8.87
IV
142.0%
B/E move
47.6%
Puts
Pseudo strike
5.19
IV
130.9%
B/E move
23.4%

30Δ

Calls
Pseudo strike
7.99
IV
125.7%
B/E move
34.3%
Puts
Pseudo strike
5.48
IV
129.2%
B/E move
20.5%

35Δ

Calls
Pseudo strike
7.67
IV
128.3%
B/E move
30.6%
Puts
Pseudo strike
5.78
IV
127.5%
B/E move
17.7%

40Δ

Calls
Pseudo strike
7.34
IV
131.0%
B/E move
27.0%
Puts
Pseudo strike
6.06
IV
125.5%
B/E move
15.0%

45Δ

Calls
Pseudo strike
7.02
IV
133.7%
B/E move
23.3%
Puts
Pseudo strike
6.32
IV
122.2%
B/E move
13.0%

50Δ

Calls
Pseudo strike
6.71
IV
136.7%
B/E move
20.6%
Puts
Pseudo strike
6.58
IV
118.9%
B/E move
11.1%

55Δ

Calls
Pseudo strike
6.41
IV
139.7%
B/E move
17.9%
Puts
Pseudo strike
6.84
IV
115.6%
B/E move
9.1%

60Δ

Calls
Pseudo strike
6.10
IV
142.8%
B/E move
15.2%
Puts
Pseudo strike
7.12
IV
113.3%
B/E move
7.4%

65Δ

Calls
Pseudo strike
5.78
IV
146.3%
B/E move
12.8%
Puts
Pseudo strike
7.44
IV
112.4%
B/E move
6.1%

70Δ

Calls
Pseudo strike
5.44
IV
150.0%
B/E move
10.7%
Puts
Pseudo strike
7.75
IV
111.6%
B/E move
4.8%

75Δ

Calls
Pseudo strike
5.10
IV
153.7%
B/E move
8.5%
Puts
Pseudo strike
8.10
IV
111.1%
B/E move
3.6%

80Δ

Calls
Pseudo strike
4.66
IV
164.5%
B/E move
6.7%
Puts
Pseudo strike
8.59
IV
111.6%
B/E move
2.7%

Options history

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