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Leverage Shares 2X Long SPCX Daily ETF SPCH

i

Market dataready · fetched 2026-11-10T22:20:29.740Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:20:14.808900199Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:20:29.132257+00:00

Share price$8.32
1D+8.2%
AH$7.61$7.85$8.10$8.35$8.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPCH
Sold putSold callAH

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$0.07$0.50$0.93$1.37$1.80$6.79$7.53$8.26$9.00$9.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCH spot · $8.32SPCH PRICE$0.11$0.14$0.18$0.23$0.27$0.32$0.38$0.45$0.51$0.57$0.66$0.74$0.83$0.14$0.19$0.24$0.29$0.36$0.43$0.50$0.61$0.79$0.97$1.22$1.46$1.67
PutsExpensive1.83×
CallsCheap0.87×
SkewBearish+35.00 pp
Implied moveBearish±$0.88
TiltBearish24.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.38142.4%14.0%7.45157.5%12.2%
25Δ9.10132.1%11.1%7.63154.5%10.5%
30Δ8.92129.1%9.3%7.80152.5%9.1%
35Δ8.78130.7%8.3%7.97150.6%7.7%
40Δ8.65132.3%7.2%8.11150.1%6.8%
45Δ8.51133.9%6.2%8.26150.1%5.9%
50Δ8.39133.9%5.4%8.40150.0%5.0%
55Δ8.26133.7%4.6%8.57154.5%4.3%
60Δ8.13133.5%3.8%8.78168.9%3.9%
65Δ8.00133.2%3.1%9.00183.4%3.6%
70Δ7.87129.9%2.5%9.29195.4%3.0%
75Δ7.74126.4%2.0%9.58202.8%2.5%
80Δ7.61123.0%1.4%9.84198.8%1.8%

20Δ

Calls
Pseudo strike
9.38
IV
142.4%
B/E move
14.0%
Puts
Pseudo strike
7.45
IV
157.5%
B/E move
12.2%

25Δ

Calls
Pseudo strike
9.10
IV
132.1%
B/E move
11.1%
Puts
Pseudo strike
7.63
IV
154.5%
B/E move
10.5%

30Δ

Calls
Pseudo strike
8.92
IV
129.1%
B/E move
9.3%
Puts
Pseudo strike
7.80
IV
152.5%
B/E move
9.1%

35Δ

Calls
Pseudo strike
8.78
IV
130.7%
B/E move
8.3%
Puts
Pseudo strike
7.97
IV
150.6%
B/E move
7.7%

40Δ

Calls
Pseudo strike
8.65
IV
132.3%
B/E move
7.2%
Puts
Pseudo strike
8.11
IV
150.1%
B/E move
6.8%

45Δ

Calls
Pseudo strike
8.51
IV
133.9%
B/E move
6.2%
Puts
Pseudo strike
8.26
IV
150.1%
B/E move
5.9%

50Δ

Calls
Pseudo strike
8.39
IV
133.9%
B/E move
5.4%
Puts
Pseudo strike
8.40
IV
150.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
8.26
IV
133.7%
B/E move
4.6%
Puts
Pseudo strike
8.57
IV
154.5%
B/E move
4.3%

60Δ

Calls
Pseudo strike
8.13
IV
133.5%
B/E move
3.8%
Puts
Pseudo strike
8.78
IV
168.9%
B/E move
3.9%

65Δ

Calls
Pseudo strike
8.00
IV
133.2%
B/E move
3.1%
Puts
Pseudo strike
9.00
IV
183.4%
B/E move
3.6%

70Δ

Calls
Pseudo strike
7.87
IV
129.9%
B/E move
2.5%
Puts
Pseudo strike
9.29
IV
195.4%
B/E move
3.0%

75Δ

Calls
Pseudo strike
7.74
IV
126.4%
B/E move
2.0%
Puts
Pseudo strike
9.58
IV
202.8%
B/E move
2.5%

80Δ

Calls
Pseudo strike
7.61
IV
123.0%
B/E move
1.4%
Puts
Pseudo strike
9.84
IV
198.8%
B/E move
1.8%

Options history

IV · four-Friday blend108.86%
Daily close
SPCH78.8%121.9%165.0%2026-08-12: 159.09%2026-08-13: 138.98%2026-08-14: 127.45%2026-08-17: 136.95%2026-08-18: 134.27%2026-08-19: 130.59%2026-08-21: 119.04%2026-08-24: 123.09%2026-08-25: 110.82%2026-08-26: 111.80%2026-08-27: 101.91%2026-08-28: 93.36%2026-08-31: 97.08%2026-09-01: 95.40%2026-09-02: 95.35%2026-09-03: 105.98%2026-09-04: 93.51%2026-09-08: 114.65%2026-09-09: 108.94%2026-09-10: 114.16%2026-09-11: 99.28%2026-09-14: 103.68%2026-09-15: 103.72%2026-09-16: 111.99%2026-09-17: 101.27%2026-09-18: 95.25%2026-09-21: 99.63%2026-09-22: 101.09%2026-09-23: 99.04%2026-09-24: 95.65%2026-09-25: 89.08%2026-09-28: 93.62%2026-09-29: 90.84%2026-09-30: 84.95%2026-10-01: 84.70%2026-10-02: 86.58%2026-10-05: 100.31%2026-10-06: 96.22%2026-10-07: 93.75%2026-10-08: 91.26%2026-10-09: 90.27%2026-10-12: 94.56%2026-10-13: 95.38%2026-10-14: 103.54%2026-10-15: 111.33%2026-10-16: 132.54%2026-10-19: 146.37%2026-10-20: 152.07%2026-10-21: 118.55%2026-10-22: 126.47%2026-10-23: 105.03%2026-10-26: 105.33%2026-10-27: 102.44%2026-10-28: 104.55%2026-10-29: 103.23%2026-10-30: 108.86%Aug 12Sep 22Oct 30
56 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
159.09%
138.98%
127.45%
136.95%
134.27%
130.59%
119.04%
123.09%
110.82%
111.80%
101.91%
93.36%
97.08%
95.40%
95.35%
105.98%
93.51%
114.65%
108.94%
114.16%
99.28%
103.68%
103.72%
111.99%
101.27%
95.25%
99.63%
101.09%
99.04%
95.65%
89.08%
93.62%
90.84%
84.95%
84.70%
86.58%
100.31%
96.22%
93.75%
91.26%
90.27%
94.56%
95.38%
103.54%
111.33%
132.54%
146.37%
152.07%
118.55%
126.47%
105.03%
105.33%
102.44%
104.55%
103.23%
108.86%