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Tidal Trust II Defiance Daily Target 2X Long PURR ETF PUR

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Market dataready · fetched 2026-10-23T00:24:13.558Z

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 · 2026-10-22T23:48:08.050432565Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T00:20:53.334439+00:00

Share price$15.72
1D-7.1%
AH$14.27$14.97$15.66$16.35$17.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPUR
Sold putSold callAH

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

Live interpolated PUR call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Daily Target 2X Long PURR ETF$0.50$5.83$11.16$16.49$21.82$2.13$14.05$25.96$37.87$49.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PUR spot · $15.72PUR PRICE$1.07$1.13$1.30$1.50$1.69$1.86$2.03$2.20$2.37$1.46$1.80$2.15$2.50$3.33$4.36$5.39$6.41$7.85$9.30$11.06$14.70$20.28
PutsFair1.00×
CallsExpensive1.13×
SkewBearish+16.75 pp
Implied moveBearish±$7.42
TiltBearish71.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.57312.2%215.8%11.12218.2%38.5%
25Δ29.89228.1%97.3%12.30204.7%33.2%
30Δ24.99202.3%67.3%13.48191.2%27.9%
35Δ22.56187.7%53.0%14.66177.7%22.6%
40Δ20.12173.1%38.7%15.95179.3%19.7%
45Δ18.93161.0%32.2%17.29187.1%17.8%
50Δ17.80149.0%26.2%18.62194.8%15.8%
55Δ16.67136.9%20.1%19.95202.5%13.9%
60Δ15.55124.9%14.0%21.71203.9%11.9%
65Δ23.48205.1%9.8%
70Δ25.54208.2%7.9%
75Δ29.42223.0%6.4%
80Δ35.23241.8%4.9%

20Δ

Calls
Pseudo strike
48.57
IV
312.2%
B/E move
215.8%
Puts
Pseudo strike
11.12
IV
218.2%
B/E move
38.5%

25Δ

Calls
Pseudo strike
29.89
IV
228.1%
B/E move
97.3%
Puts
Pseudo strike
12.30
IV
204.7%
B/E move
33.2%

30Δ

Calls
Pseudo strike
24.99
IV
202.3%
B/E move
67.3%
Puts
Pseudo strike
13.48
IV
191.2%
B/E move
27.9%

35Δ

Calls
Pseudo strike
22.56
IV
187.7%
B/E move
53.0%
Puts
Pseudo strike
14.66
IV
177.7%
B/E move
22.6%

40Δ

Calls
Pseudo strike
20.12
IV
173.1%
B/E move
38.7%
Puts
Pseudo strike
15.95
IV
179.3%
B/E move
19.7%

45Δ

Calls
Pseudo strike
18.93
IV
161.0%
B/E move
32.2%
Puts
Pseudo strike
17.29
IV
187.1%
B/E move
17.8%

50Δ

Calls
Pseudo strike
17.80
IV
149.0%
B/E move
26.2%
Puts
Pseudo strike
18.62
IV
194.8%
B/E move
15.8%

55Δ

Calls
Pseudo strike
16.67
IV
136.9%
B/E move
20.1%
Puts
Pseudo strike
19.95
IV
202.5%
B/E move
13.9%

60Δ

Calls
Pseudo strike
15.55
IV
124.9%
B/E move
14.0%
Puts
Pseudo strike
21.71
IV
203.9%
B/E move
11.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.48
IV
205.1%
B/E move
9.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.54
IV
208.2%
B/E move
7.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.42
IV
223.0%
B/E move
6.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.23
IV
241.8%
B/E move
4.9%

Options history

No recorded observations