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Tuttle Capital Space Industry Income Blast ETF SPCI

i

Market dataready · fetched 2026-11-12T15:15:09.493Z

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 · 2026-11-12T15:12:34.698315483Z

FundamentalsTuttle Capital · ready · as of 2026-11-11 · fetched 2026-11-12T15:15:08.678476+00:00

Share price$16.38
1D-1.9%
$16.36$16.45$16.54$16.62$16.715:30 AM6:30 AM9:00 AM1:00 PMSPCI
Sold putSold call

Tuttle Capital Space Industry Income Blast ETF options

Live interpolated SPCI call and put midpoint premiums by absolute delta.Tuttle Capital Space Industry Income Blast ETF$0.51$0.89$1.28$1.66$2.04$12.25$14.21$16.18$18.14$20.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCI spot · $16.38SPCI PRICE$0.55$0.58$0.62$0.66$0.70$0.75$0.82$0.89$0.97$1.16$1.36$1.56$1.93$0.57$0.59$0.62$0.68$0.74$0.81$0.87$0.94$1.00$1.10$1.23$1.35$1.47
PutsExpensive1.12×
CallsExpensive1.34×
SkewBullish-24.51 pp
Implied moveBearish±$1.69
TiltBullish2.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.48234.5%46.7%13.12198.4%23.4%
25Δ21.82201.4%36.8%14.23154.6%16.7%
30Δ20.51173.8%29.0%15.13120.8%11.4%
35Δ19.20146.3%21.3%15.55109.2%9.3%
40Δ17.89118.7%13.5%15.9697.5%7.1%
45Δ16.9197.9%7.8%16.2190.5%6.0%
50Δ16.6191.6%6.4%16.4583.9%4.9%
55Δ16.3285.4%5.1%16.6877.3%3.9%
60Δ16.0379.1%3.8%16.9170.6%2.9%
65Δ15.7480.3%3.2%17.1266.2%2.2%
70Δ15.4582.3%2.6%17.3163.1%1.8%
75Δ15.1684.4%2.1%17.5060.0%1.4%
80Δ14.7291.9%1.7%17.6956.8%1.0%

20Δ

Calls
Pseudo strike
23.48
IV
234.5%
B/E move
46.7%
Puts
Pseudo strike
13.12
IV
198.4%
B/E move
23.4%

25Δ

Calls
Pseudo strike
21.82
IV
201.4%
B/E move
36.8%
Puts
Pseudo strike
14.23
IV
154.6%
B/E move
16.7%

30Δ

Calls
Pseudo strike
20.51
IV
173.8%
B/E move
29.0%
Puts
Pseudo strike
15.13
IV
120.8%
B/E move
11.4%

35Δ

Calls
Pseudo strike
19.20
IV
146.3%
B/E move
21.3%
Puts
Pseudo strike
15.55
IV
109.2%
B/E move
9.3%

40Δ

Calls
Pseudo strike
17.89
IV
118.7%
B/E move
13.5%
Puts
Pseudo strike
15.96
IV
97.5%
B/E move
7.1%

45Δ

Calls
Pseudo strike
16.91
IV
97.9%
B/E move
7.8%
Puts
Pseudo strike
16.21
IV
90.5%
B/E move
6.0%

50Δ

Calls
Pseudo strike
16.61
IV
91.6%
B/E move
6.4%
Puts
Pseudo strike
16.45
IV
83.9%
B/E move
4.9%

55Δ

Calls
Pseudo strike
16.32
IV
85.4%
B/E move
5.1%
Puts
Pseudo strike
16.68
IV
77.3%
B/E move
3.9%

60Δ

Calls
Pseudo strike
16.03
IV
79.1%
B/E move
3.8%
Puts
Pseudo strike
16.91
IV
70.6%
B/E move
2.9%

65Δ

Calls
Pseudo strike
15.74
IV
80.3%
B/E move
3.2%
Puts
Pseudo strike
17.12
IV
66.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
15.45
IV
82.3%
B/E move
2.6%
Puts
Pseudo strike
17.31
IV
63.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
15.16
IV
84.4%
B/E move
2.1%
Puts
Pseudo strike
17.50
IV
60.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
14.72
IV
91.9%
B/E move
1.7%
Puts
Pseudo strike
17.69
IV
56.8%
B/E move
1.0%

Options history

IV · four-Friday blend63.74%
Daily EOD
SPCI52.0%114.5%177.0%2026-10-19: 168.40%2026-10-20: 64.57%2026-10-21: 99.58%2026-10-22: 92.92%2026-10-23: 111.40%2026-10-26: 74.15%2026-10-27: 78.90%2026-10-28: 87.61%2026-10-29: 60.66%2026-10-30: 63.74%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
168.40%
64.57%
99.58%
92.92%
111.40%
74.15%
78.90%
87.61%
60.66%
63.74%