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Tidal Trust II Defiance Oil Enhanced Options Income ETF USOY

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Market datapartial · fetched 2026-10-22T21:12:17.409Z

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 · 2026-10-22T20:23:26.666422283Z

FundamentalsAlpha Vantage · unavailable

Share price$7.71
1D-0.8%
AH$7.59$7.64$7.69$7.74$7.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSOY
Sold putSold callAH

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$0.02$1.42$2.82$4.23$5.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEUSOY PRICE$0.40$0.40$0.29$0.17$0.22$0.21$0.32$0.43$0.54$0.65$0.76$0.97$1.25$1.54$2.16$3.44$5.23
PutsExpensive1.76×
CallsExpensive2.55×
SkewBullish-37.82 pp
Implied move——
TiltBearish86.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.40213.4%104.9%6.4788.5%18.9%
25Δ11.34151.1%52.3%7.1053.1%10.7%
30Δ9.7195.3%29.7%7.2657.1%10.0%
35Δ8.2539.1%9.2%7.4361.2%9.2%
40Δ7.6065.3%8.4%
45Δ7.7669.4%7.7%
50Δ7.9373.5%6.9%
55Δ8.2078.9%6.2%
60Δ8.5385.3%5.6%
65Δ8.8791.6%4.9%
70Δ9.53106.8%4.5%
75Δ10.82136.5%4.3%
80Δ12.66162.5%3.6%

20Δ

Calls
Pseudo strike
15.40
IV
213.4%
B/E move
104.9%
Puts
Pseudo strike
6.47
IV
88.5%
B/E move
18.9%

25Δ

Calls
Pseudo strike
11.34
IV
151.1%
B/E move
52.3%
Puts
Pseudo strike
7.10
IV
53.1%
B/E move
10.7%

30Δ

Calls
Pseudo strike
9.71
IV
95.3%
B/E move
29.7%
Puts
Pseudo strike
7.26
IV
57.1%
B/E move
10.0%

35Δ

Calls
Pseudo strike
8.25
IV
39.1%
B/E move
9.2%
Puts
Pseudo strike
7.43
IV
61.2%
B/E move
9.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.60
IV
65.3%
B/E move
8.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.76
IV
69.4%
B/E move
7.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.93
IV
73.5%
B/E move
6.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.20
IV
78.9%
B/E move
6.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.53
IV
85.3%
B/E move
5.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.87
IV
91.6%
B/E move
4.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.53
IV
106.8%
B/E move
4.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.82
IV
136.5%
B/E move
4.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.66
IV
162.5%
B/E move
3.6%

Options history

No recorded observations