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Defiance Daily Target 2X Long ONDS ETF ONDL

i

Market dataready · fetched 2026-11-12T02:01:36.857Z

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 · 2026-11-12T01:00:05.26700512Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:01:36.458795+00:00

Share price$2.68
1D-2.1%
AH$2.60$2.66$2.73$2.79$2.855:30 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$0.18$0.63$1.08$1.54$1.99$0.68$1.68$2.67$3.67$4.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONDL spot · $2.68ONDL PRICE$0.23$0.23$0.25$0.28$0.34$0.40$0.45$0.51$0.55$0.59$0.62$0.66$0.70$0.33$0.38$0.42$0.46$0.51$0.55$0.60$0.71$0.95$1.19$1.43$1.65$1.86
PutsExpensive1.49×
CallsExpensive1.56×
SkewBearish+2.69 pp
Implied moveBearish±$1.05
TiltBearish31.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.21775.3%475.9%1.54653.8%55.1%
25Δ6.34514.1%145.0%1.76593.7%48.5%
30Δ5.03438.5%97.0%1.98533.5%41.9%
35Δ3.99376.9%59.2%2.20473.3%35.3%
40Δ3.73374.8%51.6%2.42413.2%28.8%
45Δ3.47372.6%44.0%2.64353.0%22.2%
50Δ3.20370.5%36.4%2.86292.8%15.6%
55Δ2.96363.0%29.6%3.10260.3%10.9%
60Δ2.81337.3%25.3%3.37277.0%9.7%
65Δ2.66311.6%21.0%3.64293.7%8.4%
70Δ2.50285.9%16.7%3.91310.5%7.1%
75Δ2.35260.2%12.3%4.17305.3%5.8%
80Δ2.19234.5%8.0%4.42290.1%4.4%

20Δ

Calls
Pseudo strike
15.21
IV
775.3%
B/E move
475.9%
Puts
Pseudo strike
1.54
IV
653.8%
B/E move
55.1%

25Δ

Calls
Pseudo strike
6.34
IV
514.1%
B/E move
145.0%
Puts
Pseudo strike
1.76
IV
593.7%
B/E move
48.5%

30Δ

Calls
Pseudo strike
5.03
IV
438.5%
B/E move
97.0%
Puts
Pseudo strike
1.98
IV
533.5%
B/E move
41.9%

35Δ

Calls
Pseudo strike
3.99
IV
376.9%
B/E move
59.2%
Puts
Pseudo strike
2.20
IV
473.3%
B/E move
35.3%

40Δ

Calls
Pseudo strike
3.73
IV
374.8%
B/E move
51.6%
Puts
Pseudo strike
2.42
IV
413.2%
B/E move
28.8%

45Δ

Calls
Pseudo strike
3.47
IV
372.6%
B/E move
44.0%
Puts
Pseudo strike
2.64
IV
353.0%
B/E move
22.2%

50Δ

Calls
Pseudo strike
3.20
IV
370.5%
B/E move
36.4%
Puts
Pseudo strike
2.86
IV
292.8%
B/E move
15.6%

55Δ

Calls
Pseudo strike
2.96
IV
363.0%
B/E move
29.6%
Puts
Pseudo strike
3.10
IV
260.3%
B/E move
10.9%

60Δ

Calls
Pseudo strike
2.81
IV
337.3%
B/E move
25.3%
Puts
Pseudo strike
3.37
IV
277.0%
B/E move
9.7%

65Δ

Calls
Pseudo strike
2.66
IV
311.6%
B/E move
21.0%
Puts
Pseudo strike
3.64
IV
293.7%
B/E move
8.4%

70Δ

Calls
Pseudo strike
2.50
IV
285.9%
B/E move
16.7%
Puts
Pseudo strike
3.91
IV
310.5%
B/E move
7.1%

75Δ

Calls
Pseudo strike
2.35
IV
260.2%
B/E move
12.3%
Puts
Pseudo strike
4.17
IV
305.3%
B/E move
5.8%

80Δ

Calls
Pseudo strike
2.19
IV
234.5%
B/E move
8.0%
Puts
Pseudo strike
4.42
IV
290.1%
B/E move
4.4%

Options history

IV · four-Friday blend183.87%
Daily EOD
ONDL177.6%181.0%184.3%2026-10-23: 178.04%2026-10-26: 183.27%2026-10-30: 183.87%Oct 23Oct 26Oct 30
3 observations2026-10-23 — 2026-10-30
Table
DateIV (%)
178.04%
183.27%
183.87%