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Leverage Shares 2X Long SPCX Daily ETF SPCH

i

Market dataready · fetched 2026-10-21T16:59:48.082Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:44.922824088Z

FundamentalsAlpha Vantage · ready

Share price$11.27
1D+1.8%
$10.80$11.02$11.24$11.46$11.685:30 AM6:30 AM9:00 AM1:00 PMSPCH
Sold putSold call

Leverage Shares 2X Long SPCX Daily ETF options

Live interpolated SPCH call and put midpoint premiums by absolute delta.Leverage Shares 2X Long SPCX Daily ETF$0.08$0.47$0.87$1.26$1.65$8.35$9.67$10.99$12.31$13.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCH spot · $11.27SPCH PRICE$0.13$0.17$0.21$0.26$0.31$0.37$0.45$0.53$0.61$0.71$0.82$0.93$1.06$0.14$0.19$0.25$0.30$0.37$0.45$0.54$0.62$0.71$0.80$0.90$1.28$1.54
PutsFair1.03×
CallsCheap0.66×
SkewBearish+6.22 pp
Implied moveBearish±$0.99
TiltBearish10.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.37139.2%10.9%10.34142.3%9.5%
25Δ12.16139.6%9.5%10.54143.4%8.1%
30Δ11.96139.5%8.1%10.71143.5%7.2%
35Δ11.80138.3%7.0%10.87143.5%6.2%
40Δ11.63137.0%6.0%11.03143.9%5.3%
45Δ11.47136.6%5.1%11.19145.5%4.7%
50Δ11.32139.6%4.5%11.34147.2%4.1%
55Δ11.17142.5%3.9%11.49148.8%3.5%
60Δ11.03145.4%3.3%11.65145.5%2.9%
65Δ10.86146.1%2.8%11.80141.9%2.4%
70Δ10.70146.2%2.3%11.95138.3%1.9%
75Δ10.53146.4%1.7%12.35166.3%1.7%
80Δ10.35142.6%1.3%12.65169.7%1.4%

20Δ

Calls
Pseudo strike
12.37
IV
139.2%
B/E move
10.9%
Puts
Pseudo strike
10.34
IV
142.3%
B/E move
9.5%

25Δ

Calls
Pseudo strike
12.16
IV
139.6%
B/E move
9.5%
Puts
Pseudo strike
10.54
IV
143.4%
B/E move
8.1%

30Δ

Calls
Pseudo strike
11.96
IV
139.5%
B/E move
8.1%
Puts
Pseudo strike
10.71
IV
143.5%
B/E move
7.2%

35Δ

Calls
Pseudo strike
11.80
IV
138.3%
B/E move
7.0%
Puts
Pseudo strike
10.87
IV
143.5%
B/E move
6.2%

40Δ

Calls
Pseudo strike
11.63
IV
137.0%
B/E move
6.0%
Puts
Pseudo strike
11.03
IV
143.9%
B/E move
5.3%

45Δ

Calls
Pseudo strike
11.47
IV
136.6%
B/E move
5.1%
Puts
Pseudo strike
11.19
IV
145.5%
B/E move
4.7%

50Δ

Calls
Pseudo strike
11.32
IV
139.6%
B/E move
4.5%
Puts
Pseudo strike
11.34
IV
147.2%
B/E move
4.1%

55Δ

Calls
Pseudo strike
11.17
IV
142.5%
B/E move
3.9%
Puts
Pseudo strike
11.49
IV
148.8%
B/E move
3.5%

60Δ

Calls
Pseudo strike
11.03
IV
145.4%
B/E move
3.3%
Puts
Pseudo strike
11.65
IV
145.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
10.86
IV
146.1%
B/E move
2.8%
Puts
Pseudo strike
11.80
IV
141.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
10.70
IV
146.2%
B/E move
2.3%
Puts
Pseudo strike
11.95
IV
138.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
10.53
IV
146.4%
B/E move
1.7%
Puts
Pseudo strike
12.35
IV
166.3%
B/E move
1.7%

80Δ

Calls
Pseudo strike
10.35
IV
142.6%
B/E move
1.3%
Puts
Pseudo strike
12.65
IV
169.7%
B/E move
1.4%

Options history

SPCH144.40149.25154.112026-10-19: 145.07%2026-10-20: 153.44%Oct 19Oct 20
Table
DateIV
145.07%
153.44%