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

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Market datapartial · fetched 2026-10-23T03:01:27.302Z

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 · 2026-10-22T23:56:53.887450515Z

FundamentalsAlpha Vantage · unavailable

Share price$14.90
1D-1.6%
AH$14.30$14.63$14.96$15.29$15.625:30 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$0.31$1.96$3.61$5.26$6.90$8.54$11.96$15.38$18.79$22.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORCX spot · $14.90ORCX PRICE$0.49$0.63$0.80$0.98$1.17$1.37$1.60$1.87$2.17$2.49$2.86$3.31$3.83$0.71$0.94$1.20$1.50$1.77$2.06$2.47$2.97$3.52$4.08$4.81$5.54$6.43
PutsFair1.01×
CallsExpensive1.11×
SkewBearish+2.13 pp
Implied moveBearish±$4.07
TiltBearish23.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.12121.1%45.0%11.80125.6%25.5%
25Δ19.70116.5%36.4%12.54123.7%22.1%
30Δ18.78117.3%31.4%13.23123.1%19.3%
35Δ17.96118.0%27.1%13.89123.1%16.9%
40Δ17.14116.3%22.9%14.51119.7%14.5%
45Δ16.43115.3%19.4%15.14116.8%12.2%
50Δ15.76115.2%16.5%15.80117.5%10.6%
55Δ15.14116.5%14.1%16.51119.3%9.1%
60Δ14.52117.7%12.0%17.27120.6%7.7%
65Δ13.89118.9%9.9%18.04120.2%6.3%
70Δ13.25119.9%8.1%18.95121.1%5.1%
75Δ12.55122.6%6.5%19.86119.5%3.9%
80Δ11.81125.2%5.0%20.92118.1%2.8%

20Δ

Calls
Pseudo strike
21.12
IV
121.1%
B/E move
45.0%
Puts
Pseudo strike
11.80
IV
125.6%
B/E move
25.5%

25Δ

Calls
Pseudo strike
19.70
IV
116.5%
B/E move
36.4%
Puts
Pseudo strike
12.54
IV
123.7%
B/E move
22.1%

30Δ

Calls
Pseudo strike
18.78
IV
117.3%
B/E move
31.4%
Puts
Pseudo strike
13.23
IV
123.1%
B/E move
19.3%

35Δ

Calls
Pseudo strike
17.96
IV
118.0%
B/E move
27.1%
Puts
Pseudo strike
13.89
IV
123.1%
B/E move
16.9%

40Δ

Calls
Pseudo strike
17.14
IV
116.3%
B/E move
22.9%
Puts
Pseudo strike
14.51
IV
119.7%
B/E move
14.5%

45Δ

Calls
Pseudo strike
16.43
IV
115.3%
B/E move
19.4%
Puts
Pseudo strike
15.14
IV
116.8%
B/E move
12.2%

50Δ

Calls
Pseudo strike
15.76
IV
115.2%
B/E move
16.5%
Puts
Pseudo strike
15.80
IV
117.5%
B/E move
10.6%

55Δ

Calls
Pseudo strike
15.14
IV
116.5%
B/E move
14.1%
Puts
Pseudo strike
16.51
IV
119.3%
B/E move
9.1%

60Δ

Calls
Pseudo strike
14.52
IV
117.7%
B/E move
12.0%
Puts
Pseudo strike
17.27
IV
120.6%
B/E move
7.7%

65Δ

Calls
Pseudo strike
13.89
IV
118.9%
B/E move
9.9%
Puts
Pseudo strike
18.04
IV
120.2%
B/E move
6.3%

70Δ

Calls
Pseudo strike
13.25
IV
119.9%
B/E move
8.1%
Puts
Pseudo strike
18.95
IV
121.1%
B/E move
5.1%

75Δ

Calls
Pseudo strike
12.55
IV
122.6%
B/E move
6.5%
Puts
Pseudo strike
19.86
IV
119.5%
B/E move
3.9%

80Δ

Calls
Pseudo strike
11.81
IV
125.2%
B/E move
5.0%
Puts
Pseudo strike
20.92
IV
118.1%
B/E move
2.8%

Options history

No recorded observations