IntraAlpha
Create free account Start free

Defiance Daily Target 2x Long NVO ETF NVOX

i

Market dataready · fetched 2026-11-12T03:02:20.929Z

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 · 2026-11-12T01:00:00.050484163Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:02:20.455279+00:00

Share price$10.79
1D+1.8%
AH$10.24$10.38$10.52$10.67$10.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVOX
Sold putSold callAH

Defiance Daily Target 2x Long NVO ETF options

Live interpolated NVOX call and put midpoint premiums by absolute delta.Defiance Daily Target 2x Long NVO ETF$0.15$0.45$0.74$1.04$1.34$9.00$10.06$11.13$12.19$13.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NVOX spot · $10.79NVOX PRICE$0.18$0.20$0.24$0.28$0.31$0.35$0.43$0.52$0.60$0.68$0.76$0.85$0.21$0.31$0.40$0.49$0.59$0.68$0.78$0.87$0.97$1.06$1.16$1.25
Puts——
Calls——
Skew——
Implied moveBearish±$1.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.66108.3%19.1%
25Δ11.9788.1%12.8%10.1170.0%8.3%
30Δ11.7282.3%10.9%10.2773.8%7.6%
35Δ11.4876.4%9.0%10.4377.7%7.0%
40Δ11.2470.6%7.1%10.6081.5%6.4%
45Δ11.0064.9%5.2%10.7685.4%5.7%
50Δ10.8564.5%4.6%10.9389.3%5.1%
55Δ10.7164.2%4.0%11.0988.9%4.4%
60Δ10.5763.8%3.5%11.2585.0%3.8%
65Δ10.4263.5%2.9%11.4281.2%3.1%
70Δ10.2863.1%2.4%11.5877.3%2.5%
75Δ10.1462.7%1.8%11.7573.4%1.8%
80Δ11.9169.6%1.2%

20Δ

Calls
Pseudo strike
12.66
IV
108.3%
B/E move
19.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
11.97
IV
88.1%
B/E move
12.8%
Puts
Pseudo strike
10.11
IV
70.0%
B/E move
8.3%

30Δ

Calls
Pseudo strike
11.72
IV
82.3%
B/E move
10.9%
Puts
Pseudo strike
10.27
IV
73.8%
B/E move
7.6%

35Δ

Calls
Pseudo strike
11.48
IV
76.4%
B/E move
9.0%
Puts
Pseudo strike
10.43
IV
77.7%
B/E move
7.0%

40Δ

Calls
Pseudo strike
11.24
IV
70.6%
B/E move
7.1%
Puts
Pseudo strike
10.60
IV
81.5%
B/E move
6.4%

45Δ

Calls
Pseudo strike
11.00
IV
64.9%
B/E move
5.2%
Puts
Pseudo strike
10.76
IV
85.4%
B/E move
5.7%

50Δ

Calls
Pseudo strike
10.85
IV
64.5%
B/E move
4.6%
Puts
Pseudo strike
10.93
IV
89.3%
B/E move
5.1%

55Δ

Calls
Pseudo strike
10.71
IV
64.2%
B/E move
4.0%
Puts
Pseudo strike
11.09
IV
88.9%
B/E move
4.4%

60Δ

Calls
Pseudo strike
10.57
IV
63.8%
B/E move
3.5%
Puts
Pseudo strike
11.25
IV
85.0%
B/E move
3.8%

65Δ

Calls
Pseudo strike
10.42
IV
63.5%
B/E move
2.9%
Puts
Pseudo strike
11.42
IV
81.2%
B/E move
3.1%

70Δ

Calls
Pseudo strike
10.28
IV
63.1%
B/E move
2.4%
Puts
Pseudo strike
11.58
IV
77.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
10.14
IV
62.7%
B/E move
1.8%
Puts
Pseudo strike
11.75
IV
73.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.91
IV
69.6%
B/E move
1.2%

Options history

IV · four-Friday blend79.31%
Daily EOD
NVOX72.2%76.0%79.8%2026-10-19: 74.07%2026-10-20: 73.25%2026-10-21: 72.71%2026-10-22: 74.97%2026-10-23: 72.69%2026-10-26: 78.16%2026-10-27: 76.69%2026-10-28: 77.83%2026-10-29: 78.90%2026-10-30: 79.31%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
74.07%
73.25%
72.71%
74.97%
72.69%
78.16%
76.69%
77.83%
78.90%
79.31%