Tidal Trust II Defiance Daily Target 2x Long OKLO ETF OKLL
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Market dataready · fetched 2026-11-13T00:47:36.167Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-13T00:43:15.088032564Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T00:47:35.519734+00:00
Tidal Trust II Defiance Daily Target 2x Long OKLO ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.94 | 211.7% | 40.2% | 2.46 | 298.7% | 37.2% |
| 25Δ | 4.71 | 205.8% | 34.8% | 2.64 | 282.7% | 33.4% |
| 30Δ | 4.48 | 199.9% | 29.5% | 2.82 | 266.8% | 29.7% |
| 35Δ | 4.25 | 194.0% | 24.1% | 3.01 | 250.9% | 25.9% |
| 40Δ | 4.03 | 188.1% | 18.7% | 3.19 | 234.9% | 22.1% |
| 45Δ | 3.88 | 188.1% | 16.4% | 3.37 | 219.0% | 18.4% |
| 50Δ | 3.75 | 188.9% | 14.6% | 3.56 | 203.1% | 14.6% |
| 55Δ | 3.62 | 189.6% | 12.8% | 3.74 | 187.1% | 10.9% |
| 60Δ | 3.49 | 190.4% | 10.9% | 3.93 | 171.2% | 7.1% |
| 65Δ | 3.35 | 191.1% | 9.1% | 4.12 | 166.3% | 5.1% |
| 70Δ | 3.22 | 191.9% | 7.2% | 4.32 | 168.9% | 4.2% |
| 75Δ | 3.09 | 192.6% | 5.4% | 4.52 | 171.5% | 3.4% |
| 80Δ | ||||||
20Δ
- Pseudo strike
- 4.94
- IV
- 211.7%
- B/E move
- 40.2%
- Pseudo strike
- 2.46
- IV
- 298.7%
- B/E move
- 37.2%
25Δ
- Pseudo strike
- 4.71
- IV
- 205.8%
- B/E move
- 34.8%
- Pseudo strike
- 2.64
- IV
- 282.7%
- B/E move
- 33.4%
30Δ
- Pseudo strike
- 4.48
- IV
- 199.9%
- B/E move
- 29.5%
- Pseudo strike
- 2.82
- IV
- 266.8%
- B/E move
- 29.7%
35Δ
- Pseudo strike
- 4.25
- IV
- 194.0%
- B/E move
- 24.1%
- Pseudo strike
- 3.01
- IV
- 250.9%
- B/E move
- 25.9%
40Δ
- Pseudo strike
- 4.03
- IV
- 188.1%
- B/E move
- 18.7%
- Pseudo strike
- 3.19
- IV
- 234.9%
- B/E move
- 22.1%
45Δ
- Pseudo strike
- 3.88
- IV
- 188.1%
- B/E move
- 16.4%
- Pseudo strike
- 3.37
- IV
- 219.0%
- B/E move
- 18.4%
50Δ
- Pseudo strike
- 3.75
- IV
- 188.9%
- B/E move
- 14.6%
- Pseudo strike
- 3.56
- IV
- 203.1%
- B/E move
- 14.6%
55Δ
- Pseudo strike
- 3.62
- IV
- 189.6%
- B/E move
- 12.8%
- Pseudo strike
- 3.74
- IV
- 187.1%
- B/E move
- 10.9%
60Δ
- Pseudo strike
- 3.49
- IV
- 190.4%
- B/E move
- 10.9%
- Pseudo strike
- 3.93
- IV
- 171.2%
- B/E move
- 7.1%
65Δ
- Pseudo strike
- 3.35
- IV
- 191.1%
- B/E move
- 9.1%
- Pseudo strike
- 4.12
- IV
- 166.3%
- B/E move
- 5.1%
70Δ
- Pseudo strike
- 3.22
- IV
- 191.9%
- B/E move
- 7.2%
- Pseudo strike
- 4.32
- IV
- 168.9%
- B/E move
- 4.2%
75Δ
- Pseudo strike
- 3.09
- IV
- 192.6%
- B/E move
- 5.4%
- Pseudo strike
- 4.52
- IV
- 171.5%
- B/E move
- 3.4%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 161.34% | |
| 168.92% | |
| 166.62% | |
| 162.29% | |
| 178.52% | |
| 174.84% | |
| 179.42% | |
| 172.87% | |
| 165.48% | |
| 172.35% |