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Leverage Shares 2X Long SPCX Daily ETF SPCH

i

Market dataready · fetched 2026-10-21T17:52:58.532Z

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 · 2026-10-21T17:52:55.807658717Z

FundamentalsAlpha Vantage · ready

Share price$10.75
1D-2.9%
$10.66$10.92$11.17$11.43$11.695:30 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$0.22$1.17$2.12$3.08$4.03$6.87$8.90$10.93$12.97$15.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCH spot · $10.75SPCH PRICE$0.33$0.42$0.54$0.68$0.81$0.92$1.10$1.29$1.46$1.63$1.97$2.30$2.61$0.42$0.57$0.71$0.91$1.04$1.26$1.48$1.71$2.00$2.46$2.65$3.15$3.75
PutsExpensive1.06×
CallsFair0.96×
SkewBullish-7.98 pp
Implied moveBearish±$2.58
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.73108.7%40.1%8.80103.1%22.1%
25Δ13.80104.2%32.3%9.21105.1%19.6%
30Δ13.27106.4%28.5%9.66102.3%16.8%
35Δ12.75108.2%24.9%10.05105.5%15.0%
40Δ12.28109.5%21.8%10.4599.1%12.4%
45Δ11.72104.3%17.6%10.8599.7%10.8%
50Δ11.30106.5%15.4%11.2399.2%9.3%
55Δ10.90109.0%13.4%11.6397.7%7.7%
60Δ10.47107.3%11.0%12.0597.9%6.5%
65Δ10.06103.6%8.7%12.62102.6%5.6%
70Δ9.59111.7%7.6%12.9596.2%4.2%
75Δ9.12115.0%6.2%13.5697.6%3.2%
80Δ8.64114.1%4.6%14.2598.6%2.3%

20Δ

Calls
Pseudo strike
14.73
IV
108.7%
B/E move
40.1%
Puts
Pseudo strike
8.80
IV
103.1%
B/E move
22.1%

25Δ

Calls
Pseudo strike
13.80
IV
104.2%
B/E move
32.3%
Puts
Pseudo strike
9.21
IV
105.1%
B/E move
19.6%

30Δ

Calls
Pseudo strike
13.27
IV
106.4%
B/E move
28.5%
Puts
Pseudo strike
9.66
IV
102.3%
B/E move
16.8%

35Δ

Calls
Pseudo strike
12.75
IV
108.2%
B/E move
24.9%
Puts
Pseudo strike
10.05
IV
105.5%
B/E move
15.0%

40Δ

Calls
Pseudo strike
12.28
IV
109.5%
B/E move
21.8%
Puts
Pseudo strike
10.45
IV
99.1%
B/E move
12.4%

45Δ

Calls
Pseudo strike
11.72
IV
104.3%
B/E move
17.6%
Puts
Pseudo strike
10.85
IV
99.7%
B/E move
10.8%

50Δ

Calls
Pseudo strike
11.30
IV
106.5%
B/E move
15.4%
Puts
Pseudo strike
11.23
IV
99.2%
B/E move
9.3%

55Δ

Calls
Pseudo strike
10.90
IV
109.0%
B/E move
13.4%
Puts
Pseudo strike
11.63
IV
97.7%
B/E move
7.7%

60Δ

Calls
Pseudo strike
10.47
IV
107.3%
B/E move
11.0%
Puts
Pseudo strike
12.05
IV
97.9%
B/E move
6.5%

65Δ

Calls
Pseudo strike
10.06
IV
103.6%
B/E move
8.7%
Puts
Pseudo strike
12.62
IV
102.6%
B/E move
5.6%

70Δ

Calls
Pseudo strike
9.59
IV
111.7%
B/E move
7.6%
Puts
Pseudo strike
12.95
IV
96.2%
B/E move
4.2%

75Δ

Calls
Pseudo strike
9.12
IV
115.0%
B/E move
6.2%
Puts
Pseudo strike
13.56
IV
97.6%
B/E move
3.2%

80Δ

Calls
Pseudo strike
8.64
IV
114.1%
B/E move
4.6%
Puts
Pseudo strike
14.25
IV
98.6%
B/E move
2.3%

Options history

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