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ProShares Ultra SpaceX SPCF

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Market datapartial · fetched 2026-11-12T14:56:04.932Z

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 · 2026-11-12T14:55:54.031203569Z

FundamentalsAlpha Vantage · unavailable

Share price$13.99
1D+9.1%
$12.67$13.19$13.70$14.21$14.725:30 AM6:30 AM9:00 AM1:00 PMSPCF
Sold putSold call

ProShares Ultra SpaceX options

Live interpolated SPCF call and put midpoint premiums by absolute delta.ProShares Ultra SpaceX$0.18$1.40$2.61$3.82$5.03$9.17$11.68$14.19$16.70$19.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCF spot · $13.99SPCF PRICE$0.31$0.41$0.50$0.63$0.75$0.88$1.02$1.17$1.39$1.61$1.86$2.12$2.39$0.39$0.52$0.67$0.84$1.05$1.26$1.52$1.79$2.09$2.42$2.87$3.47$4.68
PutsFair1.00×
CallsCheap0.71×
SkewBearish+14.07 pp
Implied moveBearish±$2.54
TiltBearish22.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.35149.8%26.3%11.89149.9%17.8%
25Δ16.62146.0%21.7%12.35148.2%15.4%
30Δ15.99142.0%17.9%12.77148.7%13.5%
35Δ15.54141.8%15.6%13.18150.0%11.8%
40Δ15.10141.6%13.3%13.57152.3%10.5%
45Δ14.70140.0%11.4%13.97154.6%9.2%
50Δ14.31137.9%9.6%14.39155.8%8.0%
55Δ13.93136.9%7.9%14.82156.9%6.8%
60Δ13.56140.3%6.8%15.27157.1%5.8%
65Δ13.18143.8%5.8%15.74156.5%4.8%
70Δ12.79145.0%4.7%16.31159.0%3.9%
75Δ12.39144.2%3.7%17.02165.2%3.1%
80Δ11.98143.2%2.7%18.31181.5%2.6%

20Δ

Calls
Pseudo strike
17.35
IV
149.8%
B/E move
26.3%
Puts
Pseudo strike
11.89
IV
149.9%
B/E move
17.8%

25Δ

Calls
Pseudo strike
16.62
IV
146.0%
B/E move
21.7%
Puts
Pseudo strike
12.35
IV
148.2%
B/E move
15.4%

30Δ

Calls
Pseudo strike
15.99
IV
142.0%
B/E move
17.9%
Puts
Pseudo strike
12.77
IV
148.7%
B/E move
13.5%

35Δ

Calls
Pseudo strike
15.54
IV
141.8%
B/E move
15.6%
Puts
Pseudo strike
13.18
IV
150.0%
B/E move
11.8%

40Δ

Calls
Pseudo strike
15.10
IV
141.6%
B/E move
13.3%
Puts
Pseudo strike
13.57
IV
152.3%
B/E move
10.5%

45Δ

Calls
Pseudo strike
14.70
IV
140.0%
B/E move
11.4%
Puts
Pseudo strike
13.97
IV
154.6%
B/E move
9.2%

50Δ

Calls
Pseudo strike
14.31
IV
137.9%
B/E move
9.6%
Puts
Pseudo strike
14.39
IV
155.8%
B/E move
8.0%

55Δ

Calls
Pseudo strike
13.93
IV
136.9%
B/E move
7.9%
Puts
Pseudo strike
14.82
IV
156.9%
B/E move
6.8%

60Δ

Calls
Pseudo strike
13.56
IV
140.3%
B/E move
6.8%
Puts
Pseudo strike
15.27
IV
157.1%
B/E move
5.8%

65Δ

Calls
Pseudo strike
13.18
IV
143.8%
B/E move
5.8%
Puts
Pseudo strike
15.74
IV
156.5%
B/E move
4.8%

70Δ

Calls
Pseudo strike
12.79
IV
145.0%
B/E move
4.7%
Puts
Pseudo strike
16.31
IV
159.0%
B/E move
3.9%

75Δ

Calls
Pseudo strike
12.39
IV
144.2%
B/E move
3.7%
Puts
Pseudo strike
17.02
IV
165.2%
B/E move
3.1%

80Δ

Calls
Pseudo strike
11.98
IV
143.2%
B/E move
2.7%
Puts
Pseudo strike
18.31
IV
181.5%
B/E move
2.6%

Options history

IV · four-Friday blend103.39%
Daily EOD
SPCF97.1%101.0%105.0%2026-10-19: 104.44%2026-10-20: 103.99%2026-10-21: 99.60%2026-10-22: 100.91%2026-10-23: 102.44%2026-10-26: 99.45%2026-10-27: 98.64%2026-10-28: 99.43%2026-10-29: 97.62%2026-10-30: 103.39%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
104.44%
103.99%
99.60%
100.91%
102.44%
99.45%
98.64%
99.43%
97.62%
103.39%