IntraAlpha
Create free account Start free

Defiance Daily Target 2X Long ONDS ETF ONDL

i

Market datapartial · fetched 2026-10-22T22:58:17.268Z

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 · 2026-10-22T22:30:05.339501484Z

FundamentalsAlpha Vantage · unavailable

Share price$3.36
1D-2.9%
AH$3.18$3.33$3.48$3.62$3.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONDL
Sold putSold callAH

Defiance Daily Target 2X Long ONDS ETF options

Live interpolated ONDL call and put midpoint premiums by absolute delta.Defiance Daily Target 2X Long ONDS ETF$0.33$0.81$1.28$1.76$2.23$0.82$2.30$3.77$5.25$6.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONDL spot · $3.36ONDL PRICE$0.39$0.40$0.44$0.49$0.54$0.59$0.65$0.70$0.76$0.84$0.99$1.13$0.53$0.61$0.70$0.78$0.85$0.93$1.01$1.12$1.34$1.56$1.78$1.95$2.10
PutsExpensive1.55×
CallsExpensive1.81×
SkewBullish-35.21 pp
Implied moveBearish±$1.61
TiltBearish31.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.31318.0%46.9%
25Δ19.11461.8%480.4%2.65284.6%39.4%
30Δ8.91342.5%177.1%2.98251.3%31.9%
35Δ6.61295.8%109.8%3.20234.8%27.8%
40Δ5.41263.9%75.5%3.41219.2%23.9%
45Δ4.75239.7%57.5%3.62203.7%19.9%
50Δ4.38224.7%48.0%3.84188.1%16.0%
55Δ4.01209.7%38.6%4.06175.8%12.5%
60Δ3.64194.6%29.2%4.34174.6%10.6%
65Δ3.26179.6%19.8%4.63173.4%8.8%
70Δ2.93169.0%12.4%4.91172.2%6.9%
75Δ2.71169.0%10.1%5.13162.0%5.4%
80Δ2.49168.9%7.8%5.32147.2%4.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.31
IV
318.0%
B/E move
46.9%

25Δ

Calls
Pseudo strike
19.11
IV
461.8%
B/E move
480.4%
Puts
Pseudo strike
2.65
IV
284.6%
B/E move
39.4%

30Δ

Calls
Pseudo strike
8.91
IV
342.5%
B/E move
177.1%
Puts
Pseudo strike
2.98
IV
251.3%
B/E move
31.9%

35Δ

Calls
Pseudo strike
6.61
IV
295.8%
B/E move
109.8%
Puts
Pseudo strike
3.20
IV
234.8%
B/E move
27.8%

40Δ

Calls
Pseudo strike
5.41
IV
263.9%
B/E move
75.5%
Puts
Pseudo strike
3.41
IV
219.2%
B/E move
23.9%

45Δ

Calls
Pseudo strike
4.75
IV
239.7%
B/E move
57.5%
Puts
Pseudo strike
3.62
IV
203.7%
B/E move
19.9%

50Δ

Calls
Pseudo strike
4.38
IV
224.7%
B/E move
48.0%
Puts
Pseudo strike
3.84
IV
188.1%
B/E move
16.0%

55Δ

Calls
Pseudo strike
4.01
IV
209.7%
B/E move
38.6%
Puts
Pseudo strike
4.06
IV
175.8%
B/E move
12.5%

60Δ

Calls
Pseudo strike
3.64
IV
194.6%
B/E move
29.2%
Puts
Pseudo strike
4.34
IV
174.6%
B/E move
10.6%

65Δ

Calls
Pseudo strike
3.26
IV
179.6%
B/E move
19.8%
Puts
Pseudo strike
4.63
IV
173.4%
B/E move
8.8%

70Δ

Calls
Pseudo strike
2.93
IV
169.0%
B/E move
12.4%
Puts
Pseudo strike
4.91
IV
172.2%
B/E move
6.9%

75Δ

Calls
Pseudo strike
2.71
IV
169.0%
B/E move
10.1%
Puts
Pseudo strike
5.13
IV
162.0%
B/E move
5.4%

80Δ

Calls
Pseudo strike
2.49
IV
168.9%
B/E move
7.8%
Puts
Pseudo strike
5.32
IV
147.2%
B/E move
4.1%

Options history

No recorded observations