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Defiance Daily 2X Space ETF SPCL

i

Market dataready · fetched 2026-11-12T15:29:37.153Z

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 · 2026-11-12T15:01:50.548868576Z

FundamentalsDefiance ETFs · ready · as of 2026-11-11 · fetched 2026-11-12T15:29:36.295002+00:00

Share price$13.25
1D-2.7%
$13.22$13.33$13.43$13.54$13.655:30 AM6:30 AM9:00 AM1:00 PMSPCL
Sold putSold call

Defiance Daily 2X Space ETF options

Live interpolated SPCL call and put midpoint premiums by absolute delta.Defiance Daily 2X Space ETF$0.63$1.17$1.70$2.24$2.77$7.26$10.22$13.19$16.16$19.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SPCL spot · $13.25SPCL PRICE$0.69$0.81$0.88$0.87$1.02$1.18$1.35$1.52$1.69$2.07$2.62$0.80$0.86$0.91$1.00$1.11$1.22$1.32$1.43$1.57$1.74$1.90$2.08$2.30
PutsCheap0.76×
Calls——
Skew——
Implied moveBearish±$2.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.08291.5%30.0%
25Δ19.24280.0%50.4%10.93248.9%24.0%
30Δ17.57259.3%38.7%11.78206.3%18.0%
35Δ15.96222.6%27.1%12.35184.8%14.4%
40Δ12.82170.6%11.6%
45Δ13.96147.3%11.9%13.20158.6%9.5%
50Δ13.59147.4%10.3%13.53147.8%7.8%
55Δ13.22147.4%8.7%13.86137.1%6.2%
60Δ12.86146.0%7.2%14.17129.3%4.9%
65Δ12.51142.6%5.9%14.46123.5%4.0%
70Δ12.16139.3%4.6%14.75117.7%3.1%
75Δ11.66145.1%3.6%15.03111.7%2.2%
80Δ11.02158.8%2.9%15.33104.6%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.08
IV
291.5%
B/E move
30.0%

25Δ

Calls
Pseudo strike
19.24
IV
280.0%
B/E move
50.4%
Puts
Pseudo strike
10.93
IV
248.9%
B/E move
24.0%

30Δ

Calls
Pseudo strike
17.57
IV
259.3%
B/E move
38.7%
Puts
Pseudo strike
11.78
IV
206.3%
B/E move
18.0%

35Δ

Calls
Pseudo strike
15.96
IV
222.6%
B/E move
27.1%
Puts
Pseudo strike
12.35
IV
184.8%
B/E move
14.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.82
IV
170.6%
B/E move
11.6%

45Δ

Calls
Pseudo strike
13.96
IV
147.3%
B/E move
11.9%
Puts
Pseudo strike
13.20
IV
158.6%
B/E move
9.5%

50Δ

Calls
Pseudo strike
13.59
IV
147.4%
B/E move
10.3%
Puts
Pseudo strike
13.53
IV
147.8%
B/E move
7.8%

55Δ

Calls
Pseudo strike
13.22
IV
147.4%
B/E move
8.7%
Puts
Pseudo strike
13.86
IV
137.1%
B/E move
6.2%

60Δ

Calls
Pseudo strike
12.86
IV
146.0%
B/E move
7.2%
Puts
Pseudo strike
14.17
IV
129.3%
B/E move
4.9%

65Δ

Calls
Pseudo strike
12.51
IV
142.6%
B/E move
5.9%
Puts
Pseudo strike
14.46
IV
123.5%
B/E move
4.0%

70Δ

Calls
Pseudo strike
12.16
IV
139.3%
B/E move
4.6%
Puts
Pseudo strike
14.75
IV
117.7%
B/E move
3.1%

75Δ

Calls
Pseudo strike
11.66
IV
145.1%
B/E move
3.6%
Puts
Pseudo strike
15.03
IV
111.7%
B/E move
2.2%

80Δ

Calls
Pseudo strike
11.02
IV
158.8%
B/E move
2.9%
Puts
Pseudo strike
15.33
IV
104.6%
B/E move
1.6%

Options history

IV · four-Friday blend113.09%
Daily EOD
SPCL98.8%106.5%114.1%2026-10-19: 109.01%2026-10-20: 108.09%2026-10-21: 106.02%2026-10-22: 107.37%2026-10-23: 110.28%2026-10-26: 110.42%2026-10-27: 103.84%2026-10-28: 107.88%2026-10-29: 99.89%2026-10-30: 113.09%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
109.01%
108.09%
106.02%
107.37%
110.28%
110.42%
103.84%
107.88%
99.89%
113.09%