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Tidal Trust II Defiance Daily Target 2X Long ORCL ETF ORCX

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Market dataready · fetched 2026-11-12T02:47:14.113Z

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 · 2026-11-12T00:57:53.127784746Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:47:13.563525+00:00

Share price$14.05
1D+6.4%
AH$13.78$14.21$14.64$15.07$15.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMORCX
Sold putSold callAH

Tidal Trust II Defiance Daily Target 2X Long ORCL ETF options

Live interpolated ORCX call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Daily Target 2X Long ORCL ETF$0.19$1.25$2.31$3.38$4.44$9.11$11.65$14.19$16.73$19.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ORCX spot · $14.05ORCX PRICE$0.33$0.44$0.59$0.73$0.93$1.14$1.34$1.53$1.85$2.22$2.70$3.30$4.14$0.30$0.35$0.42$0.51$0.60$0.68$0.76$0.84$0.91$0.99$1.06
Puts——
CallsFair0.96×
Skew——
Implied moveBullish±$2.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.62149.9%27.8%12.26113.8%14.9%
25Δ16.94149.6%23.7%12.77100.2%11.6%
30Δ16.47154.8%21.4%13.1592.6%9.4%
35Δ15.99160.0%19.0%13.4189.7%8.2%
40Δ15.56168.4%17.4%13.6886.8%6.9%
45Δ15.13176.8%15.8%13.9584.0%5.6%
50Δ14.64178.2%13.7%14.1479.9%4.8%
55Δ14.12176.6%11.4%14.3275.5%4.0%
60Δ13.60185.8%10.0%14.4971.1%3.3%
65Δ13.08198.4%8.9%14.6766.8%2.6%
70Δ12.45215.1%7.8%14.8562.4%1.9%
75Δ11.71237.2%6.8%
80Δ10.75274.5%6.0%

20Δ

Calls
Pseudo strike
17.62
IV
149.9%
B/E move
27.8%
Puts
Pseudo strike
12.26
IV
113.8%
B/E move
14.9%

25Δ

Calls
Pseudo strike
16.94
IV
149.6%
B/E move
23.7%
Puts
Pseudo strike
12.77
IV
100.2%
B/E move
11.6%

30Δ

Calls
Pseudo strike
16.47
IV
154.8%
B/E move
21.4%
Puts
Pseudo strike
13.15
IV
92.6%
B/E move
9.4%

35Δ

Calls
Pseudo strike
15.99
IV
160.0%
B/E move
19.0%
Puts
Pseudo strike
13.41
IV
89.7%
B/E move
8.2%

40Δ

Calls
Pseudo strike
15.56
IV
168.4%
B/E move
17.4%
Puts
Pseudo strike
13.68
IV
86.8%
B/E move
6.9%

45Δ

Calls
Pseudo strike
15.13
IV
176.8%
B/E move
15.8%
Puts
Pseudo strike
13.95
IV
84.0%
B/E move
5.6%

50Δ

Calls
Pseudo strike
14.64
IV
178.2%
B/E move
13.7%
Puts
Pseudo strike
14.14
IV
79.9%
B/E move
4.8%

55Δ

Calls
Pseudo strike
14.12
IV
176.6%
B/E move
11.4%
Puts
Pseudo strike
14.32
IV
75.5%
B/E move
4.0%

60Δ

Calls
Pseudo strike
13.60
IV
185.8%
B/E move
10.0%
Puts
Pseudo strike
14.49
IV
71.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
13.08
IV
198.4%
B/E move
8.9%
Puts
Pseudo strike
14.67
IV
66.8%
B/E move
2.6%

70Δ

Calls
Pseudo strike
12.45
IV
215.1%
B/E move
7.8%
Puts
Pseudo strike
14.85
IV
62.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
11.71
IV
237.2%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.75
IV
274.5%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend116.46%
Daily EOD
ORCX113.3%115.7%118.2%2026-10-19: 113.66%2026-10-20: 114.97%2026-10-21: 114.96%2026-10-22: 116.12%2026-10-23: 117.84%2026-10-26: 116.64%2026-10-27: 117.36%2026-10-30: 116.46%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
113.66%
114.97%
114.96%
116.12%
117.84%
116.64%
117.36%
116.46%