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Defiance Daily 2X Space ETF SPCL

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Market dataready · fetched 2026-10-22T21:55:17.322Z

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 · 2026-10-22T20:10:07.069173825Z

FundamentalsDefiance ETFs · ready · as of 2026-10-21 · fetched 2026-10-22T21:55:16.903803+00:00

Share price$12.75
1D-4.7%
AH$12.21$12.59$12.97$13.34$13.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPCL
Sold putSold callAH

Defiance Daily 2X Space ETF options

Live interpolated SPCL call and put midpoint premiums by absolute delta.Defiance Daily 2X Space ETF$0.73$1.58$2.43$3.29$4.14$5.33$11.34$17.34$23.35$29.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCL spot · $12.75SPCL PRICE$0.82$0.89$0.92$1.10$1.21$1.38$1.59$1.90$2.24$2.65$3.06$3.48$0.91$1.01$1.11$1.21$1.34$1.47$1.69$1.94$2.24$2.61$3.01$3.45$3.89
PutsCheap0.79×
CallsFair1.02×
SkewBullish-23.18 pp
Implied moveBearish±$3.07
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.50177.1%32.6%
25Δ21.82198.4%77.6%10.41152.9%26.2%
30Δ18.11163.4%49.1%11.13135.6%21.3%
35Δ15.80131.1%31.1%11.86118.2%16.5%
40Δ15.02130.3%26.4%12.37108.7%13.5%
45Δ14.14119.8%20.4%12.83101.1%10.9%
50Δ13.51116.5%16.8%13.2897.3%9.1%
55Δ12.94115.5%13.9%13.7295.6%7.6%
60Δ12.41120.8%12.3%14.1994.6%6.3%
65Δ11.87125.8%10.6%14.7094.6%5.1%
70Δ11.24129.1%8.9%15.2494.1%4.1%
75Δ10.61132.4%7.2%15.8092.8%3.1%
80Δ9.97135.9%5.4%16.3689.7%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.50
IV
177.1%
B/E move
32.6%

25Δ

Calls
Pseudo strike
21.82
IV
198.4%
B/E move
77.6%
Puts
Pseudo strike
10.41
IV
152.9%
B/E move
26.2%

30Δ

Calls
Pseudo strike
18.11
IV
163.4%
B/E move
49.1%
Puts
Pseudo strike
11.13
IV
135.6%
B/E move
21.3%

35Δ

Calls
Pseudo strike
15.80
IV
131.1%
B/E move
31.1%
Puts
Pseudo strike
11.86
IV
118.2%
B/E move
16.5%

40Δ

Calls
Pseudo strike
15.02
IV
130.3%
B/E move
26.4%
Puts
Pseudo strike
12.37
IV
108.7%
B/E move
13.5%

45Δ

Calls
Pseudo strike
14.14
IV
119.8%
B/E move
20.4%
Puts
Pseudo strike
12.83
IV
101.1%
B/E move
10.9%

50Δ

Calls
Pseudo strike
13.51
IV
116.5%
B/E move
16.8%
Puts
Pseudo strike
13.28
IV
97.3%
B/E move
9.1%

55Δ

Calls
Pseudo strike
12.94
IV
115.5%
B/E move
13.9%
Puts
Pseudo strike
13.72
IV
95.6%
B/E move
7.6%

60Δ

Calls
Pseudo strike
12.41
IV
120.8%
B/E move
12.3%
Puts
Pseudo strike
14.19
IV
94.6%
B/E move
6.3%

65Δ

Calls
Pseudo strike
11.87
IV
125.8%
B/E move
10.6%
Puts
Pseudo strike
14.70
IV
94.6%
B/E move
5.1%

70Δ

Calls
Pseudo strike
11.24
IV
129.1%
B/E move
8.9%
Puts
Pseudo strike
15.24
IV
94.1%
B/E move
4.1%

75Δ

Calls
Pseudo strike
10.61
IV
132.4%
B/E move
7.2%
Puts
Pseudo strike
15.80
IV
92.8%
B/E move
3.1%

80Δ

Calls
Pseudo strike
9.97
IV
135.9%
B/E move
5.4%
Puts
Pseudo strike
16.36
IV
89.7%
B/E move
2.2%

Options history

No recorded observations