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Tidal Trust II Defiance Oil Enhanced Options Income ETF USOY

i

Market dataready · fetched 2026-11-12T16:05:48.313Z

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 · 2026-11-12T16:05:01.350570697Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:05:46.489533+00:00

Share price$6.63
1D-0.5%
$6.56$6.59$6.62$6.65$6.675:30 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$0.21$0.52$0.82$1.13$1.43$5.69$6.16$6.64$7.11$7.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive USOY spot · $6.63USOY PRICE$0.38$0.38$0.38$0.38$0.39$0.42$0.45$0.49$0.52$0.56$0.59$0.62$0.25$0.28$0.31$0.35$0.38$0.41$0.45$0.48$0.65$1.00$1.34
Puts——
Calls——
Skew——
Implied moveBullish±$0.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ10.53323.0%64.5%
30Δ8.88246.9%39.6%6.08122.0%12.0%
35Δ7.78189.9%23.0%6.20115.1%10.7%
40Δ7.31154.8%15.9%6.33108.2%9.3%
45Δ6.96129.3%10.8%6.45101.4%8.0%
50Δ6.85121.3%9.6%6.5794.5%6.7%
55Δ6.73113.4%8.4%6.6987.7%5.4%
60Δ6.62105.4%7.2%6.8180.8%4.0%
65Δ6.5197.5%6.0%6.9373.9%2.7%
70Δ6.3989.6%4.8%7.1578.5%1.9%
75Δ6.2881.6%3.6%7.5198.4%1.8%
80Δ6.1773.7%2.4%7.87118.4%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
10.53
IV
323.0%
B/E move
64.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
8.88
IV
246.9%
B/E move
39.6%
Puts
Pseudo strike
6.08
IV
122.0%
B/E move
12.0%

35Δ

Calls
Pseudo strike
7.78
IV
189.9%
B/E move
23.0%
Puts
Pseudo strike
6.20
IV
115.1%
B/E move
10.7%

40Δ

Calls
Pseudo strike
7.31
IV
154.8%
B/E move
15.9%
Puts
Pseudo strike
6.33
IV
108.2%
B/E move
9.3%

45Δ

Calls
Pseudo strike
6.96
IV
129.3%
B/E move
10.8%
Puts
Pseudo strike
6.45
IV
101.4%
B/E move
8.0%

50Δ

Calls
Pseudo strike
6.85
IV
121.3%
B/E move
9.6%
Puts
Pseudo strike
6.57
IV
94.5%
B/E move
6.7%

55Δ

Calls
Pseudo strike
6.73
IV
113.4%
B/E move
8.4%
Puts
Pseudo strike
6.69
IV
87.7%
B/E move
5.4%

60Δ

Calls
Pseudo strike
6.62
IV
105.4%
B/E move
7.2%
Puts
Pseudo strike
6.81
IV
80.8%
B/E move
4.0%

65Δ

Calls
Pseudo strike
6.51
IV
97.5%
B/E move
6.0%
Puts
Pseudo strike
6.93
IV
73.9%
B/E move
2.7%

70Δ

Calls
Pseudo strike
6.39
IV
89.6%
B/E move
4.8%
Puts
Pseudo strike
7.15
IV
78.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
6.28
IV
81.6%
B/E move
3.6%
Puts
Pseudo strike
7.51
IV
98.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
6.17
IV
73.7%
B/E move
2.4%
Puts
Pseudo strike
7.87
IV
118.4%
B/E move
1.6%

Options history

IV · four-Friday blend73.20%
Daily EOD
USOY73.1%73.2%73.3%2026-10-21: 73.20%Oct 21
1 observations2026-10-21 — 2026-10-21
Table
DateIV (%)
73.20%