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Collaborative Investment Series Trust The SPAC and New Issue ETF SPCK

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Market dataready · fetched 2026-11-12T02:47:12.521Z

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 · 2026-11-11T21:00:00.272377Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:47:12.168931+00:00

Share price$21.62
1D
Price history unavailable.

Collaborative Investment Series Trust The SPAC and New Issue ETF options

Live interpolated SPCK call and put midpoint premiums by absolute delta.Collaborative Investment Series Trust The SPAC and New Issue ETF$0.69$1.03$1.37$1.72$2.06$18.41$20.21$22.00$23.80$25.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCK spot · $21.62SPCK PRICE$0.72$0.72$0.72$0.72$0.76$0.81$0.92$1.06$1.19$1.35$1.54$1.72$1.96$0.72$0.72$0.72$0.72$0.75$0.80$0.86$0.91$0.98$1.05$1.12$1.19$1.26
PutsExpensive14.10×
CallsExpensive9.80×
SkewBullish-22.78 pp
Implied moveBullish±$1.78
TiltBullish9.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.95226.9%46.5%17.95170.2%20.3%
25Δ26.56164.2%26.2%19.23131.7%14.4%
30Δ24.85131.5%18.3%20.11105.1%10.3%
35Δ23.42102.4%11.7%20.6987.0%7.7%
40Δ22.6586.8%8.3%21.1274.3%5.8%
45Δ22.1676.9%6.2%21.4068.1%4.8%
50Δ21.7972.9%5.0%21.6761.9%3.7%
55Δ21.4971.7%4.3%21.9455.7%2.7%
60Δ21.1970.5%3.5%22.1251.6%2.2%
65Δ20.8869.1%2.8%22.2648.0%1.9%
70Δ20.5867.5%2.3%22.4144.4%1.5%
75Δ20.2865.8%1.8%22.5540.8%1.2%
80Δ19.9465.7%1.3%22.7037.1%0.8%

20Δ

Calls
Pseudo strike
30.95
IV
226.9%
B/E move
46.5%
Puts
Pseudo strike
17.95
IV
170.2%
B/E move
20.3%

25Δ

Calls
Pseudo strike
26.56
IV
164.2%
B/E move
26.2%
Puts
Pseudo strike
19.23
IV
131.7%
B/E move
14.4%

30Δ

Calls
Pseudo strike
24.85
IV
131.5%
B/E move
18.3%
Puts
Pseudo strike
20.11
IV
105.1%
B/E move
10.3%

35Δ

Calls
Pseudo strike
23.42
IV
102.4%
B/E move
11.7%
Puts
Pseudo strike
20.69
IV
87.0%
B/E move
7.7%

40Δ

Calls
Pseudo strike
22.65
IV
86.8%
B/E move
8.3%
Puts
Pseudo strike
21.12
IV
74.3%
B/E move
5.8%

45Δ

Calls
Pseudo strike
22.16
IV
76.9%
B/E move
6.2%
Puts
Pseudo strike
21.40
IV
68.1%
B/E move
4.8%

50Δ

Calls
Pseudo strike
21.79
IV
72.9%
B/E move
5.0%
Puts
Pseudo strike
21.67
IV
61.9%
B/E move
3.7%

55Δ

Calls
Pseudo strike
21.49
IV
71.7%
B/E move
4.3%
Puts
Pseudo strike
21.94
IV
55.7%
B/E move
2.7%

60Δ

Calls
Pseudo strike
21.19
IV
70.5%
B/E move
3.5%
Puts
Pseudo strike
22.12
IV
51.6%
B/E move
2.2%

65Δ

Calls
Pseudo strike
20.88
IV
69.1%
B/E move
2.8%
Puts
Pseudo strike
22.26
IV
48.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
20.58
IV
67.5%
B/E move
2.3%
Puts
Pseudo strike
22.41
IV
44.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
20.28
IV
65.8%
B/E move
1.8%
Puts
Pseudo strike
22.55
IV
40.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
19.94
IV
65.7%
B/E move
1.3%
Puts
Pseudo strike
22.70
IV
37.1%
B/E move
0.8%

Options history

IV · four-Friday blend35.81%
Daily EOD
SPCK30.8%33.5%36.2%2026-10-19: 31.17%2026-10-20: 31.35%2026-10-21: 32.04%2026-10-22: 31.92%2026-10-23: 33.46%2026-10-26: 33.86%2026-10-27: 32.70%2026-10-28: 33.53%2026-10-29: 31.16%2026-10-30: 35.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.17%
31.35%
32.04%
31.92%
33.46%
33.86%
32.70%
33.53%
31.16%
35.81%