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Tradr 2X Short SpaceX Daily ETF SPCG

i

Market dataready · fetched 2026-11-12T15:28:58.384Z

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 · 2026-11-12T15:28:49.664751169Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:28:57.744360+00:00

Share price$14.29
1D-6.3%
$13.24$13.78$14.32$14.85$15.395:30 AM6:30 AM9:00 AM1:00 PMSPCG
Sold putSold call

Tradr 2X Short SpaceX Daily ETF options

Live interpolated SPCG call and put midpoint premiums by absolute delta.Tradr 2X Short SpaceX Daily ETF$0.18$1.61$3.03$4.46$5.89$9.03$12.13$15.24$18.34$21.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCG spot · $14.29SPCG PRICE$0.33$0.42$0.55$0.69$0.79$0.90$1.04$1.18$1.35$1.54$1.74$1.99$2.29$0.43$0.57$0.71$0.95$1.20$1.41$1.61$1.87$2.24$2.69$3.25$4.13$5.48
PutsCheap0.89×
CallsFair0.98×
SkewBearish+27.44 pp
Implied moveBearish±$2.65
TiltBearish28.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.89155.1%27.5%12.02162.1%18.9%
25Δ16.94146.0%21.5%12.52158.4%16.3%
30Δ16.49150.5%19.3%13.02155.2%13.9%
35Δ16.04155.1%17.1%13.44161.8%12.6%
40Δ15.53148.7%14.2%13.86168.4%11.4%
45Δ15.01141.2%11.3%14.29167.4%9.9%
50Δ14.63138.4%9.6%14.71162.5%8.3%
55Δ14.24135.7%8.0%15.17160.3%7.0%
60Δ13.87133.6%6.5%15.68163.5%6.0%
65Δ13.52132.3%5.4%16.26167.3%5.0%
70Δ13.16131.0%4.3%16.94172.1%4.2%
75Δ12.77130.5%3.3%17.92184.1%3.5%
80Δ12.35130.5%2.5%19.37202.3%2.8%

20Δ

Calls
Pseudo strike
17.89
IV
155.1%
B/E move
27.5%
Puts
Pseudo strike
12.02
IV
162.1%
B/E move
18.9%

25Δ

Calls
Pseudo strike
16.94
IV
146.0%
B/E move
21.5%
Puts
Pseudo strike
12.52
IV
158.4%
B/E move
16.3%

30Δ

Calls
Pseudo strike
16.49
IV
150.5%
B/E move
19.3%
Puts
Pseudo strike
13.02
IV
155.2%
B/E move
13.9%

35Δ

Calls
Pseudo strike
16.04
IV
155.1%
B/E move
17.1%
Puts
Pseudo strike
13.44
IV
161.8%
B/E move
12.6%

40Δ

Calls
Pseudo strike
15.53
IV
148.7%
B/E move
14.2%
Puts
Pseudo strike
13.86
IV
168.4%
B/E move
11.4%

45Δ

Calls
Pseudo strike
15.01
IV
141.2%
B/E move
11.3%
Puts
Pseudo strike
14.29
IV
167.4%
B/E move
9.9%

50Δ

Calls
Pseudo strike
14.63
IV
138.4%
B/E move
9.6%
Puts
Pseudo strike
14.71
IV
162.5%
B/E move
8.3%

55Δ

Calls
Pseudo strike
14.24
IV
135.7%
B/E move
8.0%
Puts
Pseudo strike
15.17
IV
160.3%
B/E move
7.0%

60Δ

Calls
Pseudo strike
13.87
IV
133.6%
B/E move
6.5%
Puts
Pseudo strike
15.68
IV
163.5%
B/E move
6.0%

65Δ

Calls
Pseudo strike
13.52
IV
132.3%
B/E move
5.4%
Puts
Pseudo strike
16.26
IV
167.3%
B/E move
5.0%

70Δ

Calls
Pseudo strike
13.16
IV
131.0%
B/E move
4.3%
Puts
Pseudo strike
16.94
IV
172.1%
B/E move
4.2%

75Δ

Calls
Pseudo strike
12.77
IV
130.5%
B/E move
3.3%
Puts
Pseudo strike
17.92
IV
184.1%
B/E move
3.5%

80Δ

Calls
Pseudo strike
12.35
IV
130.5%
B/E move
2.5%
Puts
Pseudo strike
19.37
IV
202.3%
B/E move
2.8%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations