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Defiance Daily Target 2x Long NVO ETF NVOX

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Market dataready · fetched 2026-10-23T00:20:35.618Z

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 · 2026-10-23T00:00:00.024501538Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T00:18:21.366041+00:00

Share price$10.05
1D-0.8%
AH$9.92$10.00$10.08$10.16$10.245:30 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$0.18$0.91$1.65$2.39$3.13$7.13$8.57$10.00$11.44$12.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVOX spot · $10.05NVOX PRICE$0.26$0.31$0.40$0.49$0.58$0.69$0.80$0.91$1.05$1.21$1.37$1.54$1.75$0.33$0.42$0.53$0.65$0.78$0.91$1.09$1.27$1.45$1.73$2.04$2.40$2.92
PutsExpensive1.68×
CallsExpensive1.41×
SkewBearish+3.36 pp
Implied moveBearish±$1.89
TiltBearish18.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.9390.9%31.2%8.3591.4%20.2%
25Δ12.1683.1%24.1%8.7787.8%16.9%
30Δ11.7181.7%20.5%9.1485.2%14.4%
35Δ11.3481.8%17.7%9.4483.9%12.5%
40Δ10.9881.8%15.0%9.7582.5%10.7%
45Δ10.6780.8%13.0%10.0681.4%9.0%
50Δ10.3679.8%11.0%10.3681.1%7.8%
55Δ10.0578.9%9.0%10.6680.8%6.6%
60Δ9.7778.4%7.7%10.9680.5%5.4%
65Δ9.4878.1%6.4%11.3481.2%4.5%
70Δ9.2077.8%5.1%11.7382.2%3.6%
75Δ8.9176.8%4.0%12.1783.6%2.8%
80Δ8.6174.2%3.1%12.7686.0%2.0%

20Δ

Calls
Pseudo strike
12.93
IV
90.9%
B/E move
31.2%
Puts
Pseudo strike
8.35
IV
91.4%
B/E move
20.2%

25Δ

Calls
Pseudo strike
12.16
IV
83.1%
B/E move
24.1%
Puts
Pseudo strike
8.77
IV
87.8%
B/E move
16.9%

30Δ

Calls
Pseudo strike
11.71
IV
81.7%
B/E move
20.5%
Puts
Pseudo strike
9.14
IV
85.2%
B/E move
14.4%

35Δ

Calls
Pseudo strike
11.34
IV
81.8%
B/E move
17.7%
Puts
Pseudo strike
9.44
IV
83.9%
B/E move
12.5%

40Δ

Calls
Pseudo strike
10.98
IV
81.8%
B/E move
15.0%
Puts
Pseudo strike
9.75
IV
82.5%
B/E move
10.7%

45Δ

Calls
Pseudo strike
10.67
IV
80.8%
B/E move
13.0%
Puts
Pseudo strike
10.06
IV
81.4%
B/E move
9.0%

50Δ

Calls
Pseudo strike
10.36
IV
79.8%
B/E move
11.0%
Puts
Pseudo strike
10.36
IV
81.1%
B/E move
7.8%

55Δ

Calls
Pseudo strike
10.05
IV
78.9%
B/E move
9.0%
Puts
Pseudo strike
10.66
IV
80.8%
B/E move
6.6%

60Δ

Calls
Pseudo strike
9.77
IV
78.4%
B/E move
7.7%
Puts
Pseudo strike
10.96
IV
80.5%
B/E move
5.4%

65Δ

Calls
Pseudo strike
9.48
IV
78.1%
B/E move
6.4%
Puts
Pseudo strike
11.34
IV
81.2%
B/E move
4.5%

70Δ

Calls
Pseudo strike
9.20
IV
77.8%
B/E move
5.1%
Puts
Pseudo strike
11.73
IV
82.2%
B/E move
3.6%

75Δ

Calls
Pseudo strike
8.91
IV
76.8%
B/E move
4.0%
Puts
Pseudo strike
12.17
IV
83.6%
B/E move
2.8%

80Δ

Calls
Pseudo strike
8.61
IV
74.2%
B/E move
3.1%
Puts
Pseudo strike
12.76
IV
86.0%
B/E move
2.0%

Options history

No recorded observations