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Collaborative Investment Series Trust The SPAC and New Issue ETF SPCK

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Market datapartial · fetched 2026-10-22T22:08:50.381Z

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 · 2026-10-22T20:00:00.484774496Z

FundamentalsAlpha Vantage · unavailable

Share price$21.60
1D+1.9%
AH$20.98$21.09$21.21$21.33$21.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPCK
Sold putSold callAH

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$0.59$1.18$1.78$2.37$2.97$18.02$19.86$21.70$23.54$25.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCK spot · $21.60SPCK PRICE$0.65$0.65$0.65$0.65$0.68$0.72$0.78$0.85$0.92$0.99$0.65$0.67$0.73$0.79$0.84$0.90$0.95$1.02$1.16$1.29$1.43$1.56$2.79
PutsExpensive1.50×
CallsExpensive1.67×
SkewBullish-3.22 pp
Implied moveBearish±$1.73
TiltBearish32.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.54110.1%39.8%18.2185.4%18.7%
25Δ25.8979.9%22.9%19.2170.1%14.2%
30Δ24.1061.4%14.6%19.6963.9%12.2%
35Δ23.0949.0%9.9%20.1657.7%10.3%
40Δ22.5842.8%7.7%20.6451.5%8.3%
45Δ22.1137.2%5.7%21.1245.4%6.4%
50Δ21.8234.2%4.6%21.5939.2%4.4%
55Δ21.5932.0%3.9%22.0433.8%2.7%
60Δ21.3629.8%3.1%22.2732.6%2.2%
65Δ21.1327.7%2.4%22.5131.4%1.8%
70Δ22.7430.3%1.3%
75Δ22.9829.1%0.9%
80Δ24.1943.1%0.9%

20Δ

Calls
Pseudo strike
29.54
IV
110.1%
B/E move
39.8%
Puts
Pseudo strike
18.21
IV
85.4%
B/E move
18.7%

25Δ

Calls
Pseudo strike
25.89
IV
79.9%
B/E move
22.9%
Puts
Pseudo strike
19.21
IV
70.1%
B/E move
14.2%

30Δ

Calls
Pseudo strike
24.10
IV
61.4%
B/E move
14.6%
Puts
Pseudo strike
19.69
IV
63.9%
B/E move
12.2%

35Δ

Calls
Pseudo strike
23.09
IV
49.0%
B/E move
9.9%
Puts
Pseudo strike
20.16
IV
57.7%
B/E move
10.3%

40Δ

Calls
Pseudo strike
22.58
IV
42.8%
B/E move
7.7%
Puts
Pseudo strike
20.64
IV
51.5%
B/E move
8.3%

45Δ

Calls
Pseudo strike
22.11
IV
37.2%
B/E move
5.7%
Puts
Pseudo strike
21.12
IV
45.4%
B/E move
6.4%

50Δ

Calls
Pseudo strike
21.82
IV
34.2%
B/E move
4.6%
Puts
Pseudo strike
21.59
IV
39.2%
B/E move
4.4%

55Δ

Calls
Pseudo strike
21.59
IV
32.0%
B/E move
3.9%
Puts
Pseudo strike
22.04
IV
33.8%
B/E move
2.7%

60Δ

Calls
Pseudo strike
21.36
IV
29.8%
B/E move
3.1%
Puts
Pseudo strike
22.27
IV
32.6%
B/E move
2.2%

65Δ

Calls
Pseudo strike
21.13
IV
27.7%
B/E move
2.4%
Puts
Pseudo strike
22.51
IV
31.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.74
IV
30.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.98
IV
29.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.19
IV
43.1%
B/E move
0.9%

Options history

No recorded observations