Share price$10.74
1D-2.8%
Sold putSold call
Leverage Shares 2X Long SPCX Daily ETF SPCH
i
Market dataready · fetched 2026-10-21T17:48:02.314Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:47:59.245070658Z
FundamentalsAlpha Vantage · ready
Leverage Shares 2X Long SPCX Daily ETF options
PutsCheap0.94×
CallsCheap0.73×
SkewBullish-15.98 pp
Implied moveBearish±$0.98
TiltBalanced1.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.95 | 159.3% | 12.5% | 9.83 | 147.3% | 9.8% |
| 25Δ | 11.73 | 158.6% | 10.9% | 10.03 | 147.2% | 8.3% |
| 30Δ | 11.50 | 158.0% | 9.2% | 10.20 | 144.3% | 7.2% |
| 35Δ | 11.32 | 156.5% | 8.0% | 10.36 | 141.3% | 6.2% |
| 40Δ | 11.14 | 155.1% | 6.8% | 10.52 | 139.3% | 5.2% |
| 45Δ | 10.97 | 154.1% | 5.8% | 10.67 | 143.0% | 4.6% |
| 50Δ | 10.81 | 155.4% | 5.0% | 10.82 | 146.6% | 4.1% |
| 55Δ | 10.66 | 156.7% | 4.3% | 10.96 | 150.2% | 3.5% |
| 60Δ | 10.50 | 158.0% | 3.6% | 11.11 | 147.9% | 3.0% |
| 65Δ | 10.33 | 159.1% | 3.0% | 11.25 | 143.6% | 2.4% |
| 70Δ | 10.15 | 160.3% | 2.5% | 11.40 | 139.2% | 1.9% |
| 75Δ | 9.97 | 162.2% | 1.9% | 11.56 | 135.2% | 1.4% |
| 80Δ | 9.70 | 171.1% | 1.5% | 11.75 | 131.7% | 1.1% |
20Δ
- Pseudo strike
- 11.95
- IV
- 159.3%
- B/E move
- 12.5%
- Pseudo strike
- 9.83
- IV
- 147.3%
- B/E move
- 9.8%
25Δ
- Pseudo strike
- 11.73
- IV
- 158.6%
- B/E move
- 10.9%
- Pseudo strike
- 10.03
- IV
- 147.2%
- B/E move
- 8.3%
30Δ
- Pseudo strike
- 11.50
- IV
- 158.0%
- B/E move
- 9.2%
- Pseudo strike
- 10.20
- IV
- 144.3%
- B/E move
- 7.2%
35Δ
- Pseudo strike
- 11.32
- IV
- 156.5%
- B/E move
- 8.0%
- Pseudo strike
- 10.36
- IV
- 141.3%
- B/E move
- 6.2%
40Δ
- Pseudo strike
- 11.14
- IV
- 155.1%
- B/E move
- 6.8%
- Pseudo strike
- 10.52
- IV
- 139.3%
- B/E move
- 5.2%
45Δ
- Pseudo strike
- 10.97
- IV
- 154.1%
- B/E move
- 5.8%
- Pseudo strike
- 10.67
- IV
- 143.0%
- B/E move
- 4.6%
50Δ
- Pseudo strike
- 10.81
- IV
- 155.4%
- B/E move
- 5.0%
- Pseudo strike
- 10.82
- IV
- 146.6%
- B/E move
- 4.1%
55Δ
- Pseudo strike
- 10.66
- IV
- 156.7%
- B/E move
- 4.3%
- Pseudo strike
- 10.96
- IV
- 150.2%
- B/E move
- 3.5%
60Δ
- Pseudo strike
- 10.50
- IV
- 158.0%
- B/E move
- 3.6%
- Pseudo strike
- 11.11
- IV
- 147.9%
- B/E move
- 3.0%
65Δ
- Pseudo strike
- 10.33
- IV
- 159.1%
- B/E move
- 3.0%
- Pseudo strike
- 11.25
- IV
- 143.6%
- B/E move
- 2.4%
70Δ
- Pseudo strike
- 10.15
- IV
- 160.3%
- B/E move
- 2.5%
- Pseudo strike
- 11.40
- IV
- 139.2%
- B/E move
- 1.9%
75Δ
- Pseudo strike
- 9.97
- IV
- 162.2%
- B/E move
- 1.9%
- Pseudo strike
- 11.56
- IV
- 135.2%
- B/E move
- 1.4%
80Δ
- Pseudo strike
- 9.70
- IV
- 171.1%
- B/E move
- 1.5%
- Pseudo strike
- 11.75
- IV
- 131.7%
- B/E move
- 1.1%
Options history
Table
| Date | IV |
|---|---|
| 145.07% | |
| 153.44% |