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ProShares Ultra SpaceX SPCF

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Market datapartial · fetched 2026-10-23T01:58:08.428Z

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 · 2026-10-23T00:00:00.012728227Z

FundamentalsAlpha Vantage · unavailable

Share price$14.78
1D-12.6%
AH$14.43$15.13$15.83$16.53$17.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPCF
Sold putSold callAH

ProShares Ultra SpaceX options

Live interpolated SPCF call and put midpoint premiums by absolute delta.ProShares Ultra SpaceX$0.20$2.07$3.93$5.80$7.67$8.57$12.38$16.20$20.01$23.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCF spot · $14.78SPCF PRICE$0.40$0.53$0.68$0.87$1.03$1.17$1.35$1.55$1.81$2.10$2.43$2.75$3.03$0.60$0.80$1.05$1.35$1.66$1.97$2.34$2.73$3.17$3.70$4.52$5.72$7.13
PutsExpensive1.08×
CallsCheap0.82×
SkewBearish+17.05 pp
Implied moveBearish±$3.69
TiltBearish30.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.4097.0%34.0%11.99109.7%22.9%
25Δ18.5397.0%29.0%12.62108.9%20.0%
30Δ17.8298.3%25.2%13.23109.6%17.6%
35Δ17.26101.7%22.6%13.80112.8%15.7%
40Δ16.62100.9%19.4%14.39113.7%13.8%
45Δ15.9396.8%15.7%14.99113.4%11.9%
50Δ15.3894.9%13.2%15.60112.8%10.2%
55Δ14.8594.0%11.0%16.23112.3%8.7%
60Δ14.3595.5%9.4%16.88111.8%7.2%
65Δ13.8497.0%7.9%17.60111.7%5.9%
70Δ13.3198.7%6.5%18.57115.7%4.9%
75Δ12.7997.7%5.1%19.91123.3%4.0%
80Δ12.3093.1%3.7%21.48128.7%2.9%

20Δ

Calls
Pseudo strike
19.40
IV
97.0%
B/E move
34.0%
Puts
Pseudo strike
11.99
IV
109.7%
B/E move
22.9%

25Δ

Calls
Pseudo strike
18.53
IV
97.0%
B/E move
29.0%
Puts
Pseudo strike
12.62
IV
108.9%
B/E move
20.0%

30Δ

Calls
Pseudo strike
17.82
IV
98.3%
B/E move
25.2%
Puts
Pseudo strike
13.23
IV
109.6%
B/E move
17.6%

35Δ

Calls
Pseudo strike
17.26
IV
101.7%
B/E move
22.6%
Puts
Pseudo strike
13.80
IV
112.8%
B/E move
15.7%

40Δ

Calls
Pseudo strike
16.62
IV
100.9%
B/E move
19.4%
Puts
Pseudo strike
14.39
IV
113.7%
B/E move
13.8%

45Δ

Calls
Pseudo strike
15.93
IV
96.8%
B/E move
15.7%
Puts
Pseudo strike
14.99
IV
113.4%
B/E move
11.9%

50Δ

Calls
Pseudo strike
15.38
IV
94.9%
B/E move
13.2%
Puts
Pseudo strike
15.60
IV
112.8%
B/E move
10.2%

55Δ

Calls
Pseudo strike
14.85
IV
94.0%
B/E move
11.0%
Puts
Pseudo strike
16.23
IV
112.3%
B/E move
8.7%

60Δ

Calls
Pseudo strike
14.35
IV
95.5%
B/E move
9.4%
Puts
Pseudo strike
16.88
IV
111.8%
B/E move
7.2%

65Δ

Calls
Pseudo strike
13.84
IV
97.0%
B/E move
7.9%
Puts
Pseudo strike
17.60
IV
111.7%
B/E move
5.9%

70Δ

Calls
Pseudo strike
13.31
IV
98.7%
B/E move
6.5%
Puts
Pseudo strike
18.57
IV
115.7%
B/E move
4.9%

75Δ

Calls
Pseudo strike
12.79
IV
97.7%
B/E move
5.1%
Puts
Pseudo strike
19.91
IV
123.3%
B/E move
4.0%

80Δ

Calls
Pseudo strike
12.30
IV
93.1%
B/E move
3.7%
Puts
Pseudo strike
21.48
IV
128.7%
B/E move
2.9%

Options history

No recorded observations