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Tradr 2X Long SpaceX Daily ETF SPCM

i

Market dataready · fetched 2026-11-12T00:58:52.843Z

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 · 2026-11-12T00:41:16.346395081Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:53:30.645931+00:00

Share price$13.65
1D-6.5%
AH$13.76$14.07$14.38$14.69$15.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPCM
Sold putSold callAH

Tradr 2X Long SpaceX Daily ETF options

Live interpolated SPCM call and put midpoint premiums by absolute delta.Tradr 2X Long SpaceX Daily ETF$0.27$1.02$1.77$2.52$3.28$9.22$11.51$13.80$16.09$18.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCM spot · $13.65SPCM PRICE$0.35$0.46$0.54$0.66$0.79$0.97$1.14$1.38$1.62$1.91$2.25$2.63$3.06$0.37$0.48$0.60$0.72$0.86$1.01$1.16$1.31$1.47$1.63$1.87$2.35$2.74
PutsCheap0.72×
CallsCheap0.90×
SkewBullish-42.92 pp
Implied moveBalanced±$2.30
TiltBullish3.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.56165.1%31.2%11.61139.5%17.7%
25Δ16.83165.4%26.7%12.10134.4%14.8%
30Δ15.90149.9%20.5%12.50130.6%12.8%
35Δ15.35146.0%17.3%12.90126.8%10.8%
40Δ14.85145.2%14.6%13.24124.0%9.3%
45Δ14.46149.6%13.0%13.57121.6%8.0%
50Δ14.07154.0%11.4%13.90119.1%6.6%
55Δ13.65159.3%10.1%14.20115.5%5.6%
60Δ13.22164.8%8.7%14.49111.4%4.6%
65Δ12.76170.8%7.5%14.78107.4%3.6%
70Δ12.26177.4%6.3%15.14106.1%2.8%
75Δ11.71183.6%5.1%15.68112.7%2.3%
80Δ11.12189.3%3.9%16.14113.3%1.8%

20Δ

Calls
Pseudo strike
17.56
IV
165.1%
B/E move
31.2%
Puts
Pseudo strike
11.61
IV
139.5%
B/E move
17.7%

25Δ

Calls
Pseudo strike
16.83
IV
165.4%
B/E move
26.7%
Puts
Pseudo strike
12.10
IV
134.4%
B/E move
14.8%

30Δ

Calls
Pseudo strike
15.90
IV
149.9%
B/E move
20.5%
Puts
Pseudo strike
12.50
IV
130.6%
B/E move
12.8%

35Δ

Calls
Pseudo strike
15.35
IV
146.0%
B/E move
17.3%
Puts
Pseudo strike
12.90
IV
126.8%
B/E move
10.8%

40Δ

Calls
Pseudo strike
14.85
IV
145.2%
B/E move
14.6%
Puts
Pseudo strike
13.24
IV
124.0%
B/E move
9.3%

45Δ

Calls
Pseudo strike
14.46
IV
149.6%
B/E move
13.0%
Puts
Pseudo strike
13.57
IV
121.6%
B/E move
8.0%

50Δ

Calls
Pseudo strike
14.07
IV
154.0%
B/E move
11.4%
Puts
Pseudo strike
13.90
IV
119.1%
B/E move
6.6%

55Δ

Calls
Pseudo strike
13.65
IV
159.3%
B/E move
10.1%
Puts
Pseudo strike
14.20
IV
115.5%
B/E move
5.6%

60Δ

Calls
Pseudo strike
13.22
IV
164.8%
B/E move
8.7%
Puts
Pseudo strike
14.49
IV
111.4%
B/E move
4.6%

65Δ

Calls
Pseudo strike
12.76
IV
170.8%
B/E move
7.5%
Puts
Pseudo strike
14.78
IV
107.4%
B/E move
3.6%

70Δ

Calls
Pseudo strike
12.26
IV
177.4%
B/E move
6.3%
Puts
Pseudo strike
15.14
IV
106.1%
B/E move
2.8%

75Δ

Calls
Pseudo strike
11.71
IV
183.6%
B/E move
5.1%
Puts
Pseudo strike
15.68
IV
112.7%
B/E move
2.3%

80Δ

Calls
Pseudo strike
11.12
IV
189.3%
B/E move
3.9%
Puts
Pseudo strike
16.14
IV
113.3%
B/E move
1.8%

Options history

IV · four-Friday blend103.22%
Daily EOD
SPCM96.8%100.2%103.7%2026-10-19: 102.24%2026-10-20: 102.54%2026-10-21: 98.70%2026-10-22: 102.56%2026-10-23: 101.32%2026-10-26: 100.31%2026-10-27: 98.34%2026-10-28: 97.86%2026-10-29: 97.26%2026-10-30: 103.22%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
102.24%
102.54%
98.70%
102.56%
101.32%
100.31%
98.34%
97.86%
97.26%
103.22%