IntraAlpha
Create free account Start free

Tidal Trust II Defiance Daily Target 2x Long OKLO ETF OKLL

i

Market dataready · fetched 2026-10-23T16:47:22.074Z

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 · 2026-10-23T16:46:33.985210038Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T16:43:12.184648+00:00

Share price$4.61
1D-3.1%
$4.48$4.55$4.63$4.70$4.775:30 AM6:30 AM9:00 AM1:00 PMOKLL
Sold putSold call

Tidal Trust II Defiance Daily Target 2x Long OKLO ETF options

Live interpolated OKLL call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Daily Target 2x Long OKLO ETF$0.12$1.11$2.11$3.10$4.10$1.29$3.87$6.45$9.03$11.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OKLL spot · $4.61OKLL PRICE$0.22$0.32$0.38$0.43$0.49$0.56$0.63$0.75$0.89$1.02$1.16$1.33$1.50$0.39$0.46$0.54$0.71$0.87$1.03$1.22$1.44$1.66$2.00$2.55$3.45$3.81
PutsExpensive1.38×
CallsExpensive1.52×
SkewBearish+0.43 pp
Implied moveBearish±$1.85
TiltBearish35.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.65199.4%92.7%3.11233.7%40.9%
25Δ9.08227.3%104.1%3.58199.6%32.2%
30Δ7.95208.9%80.8%4.03169.5%24.2%
35Δ6.82190.4%57.6%4.31169.9%21.6%
40Δ5.89174.8%38.7%4.59170.4%19.1%
45Δ5.50167.1%31.7%4.87170.8%16.5%
50Δ5.11159.4%24.7%5.17170.2%14.2%
55Δ4.81160.9%20.8%5.49168.7%12.1%
60Δ4.55166.1%18.1%5.80167.2%10.1%
65Δ4.29171.3%15.3%6.22169.8%8.3%
70Δ4.03176.4%12.6%6.83180.1%7.0%
75Δ3.74174.3%10.1%7.79196.9%5.8%
80Δ3.45171.3%7.6%8.22186.3%4.4%

20Δ

Calls
Pseudo strike
8.65
IV
199.4%
B/E move
92.7%
Puts
Pseudo strike
3.11
IV
233.7%
B/E move
40.9%

25Δ

Calls
Pseudo strike
9.08
IV
227.3%
B/E move
104.1%
Puts
Pseudo strike
3.58
IV
199.6%
B/E move
32.2%

30Δ

Calls
Pseudo strike
7.95
IV
208.9%
B/E move
80.8%
Puts
Pseudo strike
4.03
IV
169.5%
B/E move
24.2%

35Δ

Calls
Pseudo strike
6.82
IV
190.4%
B/E move
57.6%
Puts
Pseudo strike
4.31
IV
169.9%
B/E move
21.6%

40Δ

Calls
Pseudo strike
5.89
IV
174.8%
B/E move
38.7%
Puts
Pseudo strike
4.59
IV
170.4%
B/E move
19.1%

45Δ

Calls
Pseudo strike
5.50
IV
167.1%
B/E move
31.7%
Puts
Pseudo strike
4.87
IV
170.8%
B/E move
16.5%

50Δ

Calls
Pseudo strike
5.11
IV
159.4%
B/E move
24.7%
Puts
Pseudo strike
5.17
IV
170.2%
B/E move
14.2%

55Δ

Calls
Pseudo strike
4.81
IV
160.9%
B/E move
20.8%
Puts
Pseudo strike
5.49
IV
168.7%
B/E move
12.1%

60Δ

Calls
Pseudo strike
4.55
IV
166.1%
B/E move
18.1%
Puts
Pseudo strike
5.80
IV
167.2%
B/E move
10.1%

65Δ

Calls
Pseudo strike
4.29
IV
171.3%
B/E move
15.3%
Puts
Pseudo strike
6.22
IV
169.8%
B/E move
8.3%

70Δ

Calls
Pseudo strike
4.03
IV
176.4%
B/E move
12.6%
Puts
Pseudo strike
6.83
IV
180.1%
B/E move
7.0%

75Δ

Calls
Pseudo strike
3.74
IV
174.3%
B/E move
10.1%
Puts
Pseudo strike
7.79
IV
196.9%
B/E move
5.8%

80Δ

Calls
Pseudo strike
3.45
IV
171.3%
B/E move
7.6%
Puts
Pseudo strike
8.22
IV
186.3%
B/E move
4.4%

Options history

No recorded observations