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Tidal Trust II Defiance Oil Enhanced Options Income ETF USOY

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Market datapartial · fetched 2026-10-22T16:16:26.690Z

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 · 2026-10-22T16:16:06.453458531Z

FundamentalsAlpha Vantage · unavailable

Share price$7.65
1D-1.6%
$7.59$7.64$7.69$7.74$7.795:30 AM6:30 AM9:00 AM1:00 PMUSOY
Sold putSold call

Tidal Trust II Defiance Oil Enhanced Options Income ETF options

Live interpolated USOY call and put midpoint premiums by absolute delta.Tidal Trust II Defiance Oil Enhanced Options Income ETF$0.16$1.18$2.20$3.22$4.24$5.07$6.31$7.55$8.79$10.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USOY spot · $7.64USOY PRICE$0.40$0.40$0.34$0.27$0.30$0.53$0.75$0.97$1.20$1.42$1.64$1.87$2.09$0.40$0.45$0.51$0.56$0.61$0.67$0.72$0.79$1.08$1.37$1.70$2.82$3.94
PutsExpensive1.95×
CallsExpensive1.79×
SkewBearish+8.57 pp
Implied moveBalanced±$1.47
TiltBearish12.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.42215.0%106.9%5.97136.5%27.1%
25Δ11.29152.0%52.9%6.28125.5%23.8%
30Δ9.93109.5%34.4%6.57115.9%20.7%
35Δ8.7668.3%18.1%6.86106.2%17.7%
40Δ7.9043.9%7.4%7.1496.6%14.6%
45Δ7.6449.7%6.8%7.4386.9%11.5%
50Δ7.3755.5%6.2%7.7277.3%8.5%
55Δ7.1061.3%5.6%8.0168.2%5.5%
60Δ6.8367.1%5.0%8.3575.0%4.9%
65Δ6.5672.9%4.5%8.6881.8%4.4%
70Δ6.3078.7%3.9%9.0588.7%3.8%
75Δ6.0384.5%3.3%10.2396.6%3.1%
80Δ5.7690.3%2.7%11.41104.5%2.3%

20Δ

Calls
Pseudo strike
15.42
IV
215.0%
B/E move
106.9%
Puts
Pseudo strike
5.97
IV
136.5%
B/E move
27.1%

25Δ

Calls
Pseudo strike
11.29
IV
152.0%
B/E move
52.9%
Puts
Pseudo strike
6.28
IV
125.5%
B/E move
23.8%

30Δ

Calls
Pseudo strike
9.93
IV
109.5%
B/E move
34.4%
Puts
Pseudo strike
6.57
IV
115.9%
B/E move
20.7%

35Δ

Calls
Pseudo strike
8.76
IV
68.3%
B/E move
18.1%
Puts
Pseudo strike
6.86
IV
106.2%
B/E move
17.7%

40Δ

Calls
Pseudo strike
7.90
IV
43.9%
B/E move
7.4%
Puts
Pseudo strike
7.14
IV
96.6%
B/E move
14.6%

45Δ

Calls
Pseudo strike
7.64
IV
49.7%
B/E move
6.8%
Puts
Pseudo strike
7.43
IV
86.9%
B/E move
11.5%

50Δ

Calls
Pseudo strike
7.37
IV
55.5%
B/E move
6.2%
Puts
Pseudo strike
7.72
IV
77.3%
B/E move
8.5%

55Δ

Calls
Pseudo strike
7.10
IV
61.3%
B/E move
5.6%
Puts
Pseudo strike
8.01
IV
68.2%
B/E move
5.5%

60Δ

Calls
Pseudo strike
6.83
IV
67.1%
B/E move
5.0%
Puts
Pseudo strike
8.35
IV
75.0%
B/E move
4.9%

65Δ

Calls
Pseudo strike
6.56
IV
72.9%
B/E move
4.5%
Puts
Pseudo strike
8.68
IV
81.8%
B/E move
4.4%

70Δ

Calls
Pseudo strike
6.30
IV
78.7%
B/E move
3.9%
Puts
Pseudo strike
9.05
IV
88.7%
B/E move
3.8%

75Δ

Calls
Pseudo strike
6.03
IV
84.5%
B/E move
3.3%
Puts
Pseudo strike
10.23
IV
96.6%
B/E move
3.1%

80Δ

Calls
Pseudo strike
5.76
IV
90.3%
B/E move
2.7%
Puts
Pseudo strike
11.41
IV
104.5%
B/E move
2.3%

Options history

No recorded observations