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Defiance Daily Target 2X Short SPCX ETF SPCQ

i

Market dataready · fetched 2026-11-13T01:08:44.710Z

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 · 2026-11-13T01:00:06.984512616Z

FundamentalsDefiance ETFs · ready · as of 2026-11-11 · fetched 2026-11-13T01:08:44.146326+00:00

Share price$10.00
1D-3.4%
AH$8.92$9.31$9.69$10.07$10.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPCQ
Sold putSold callAH

Defiance Daily Target 2X Short SPCX ETF options

Live interpolated SPCQ call and put midpoint premiums by absolute delta.Defiance Daily Target 2X Short SPCX ETF$0.01$2.83$5.65$8.48$11.30$6.39$8.43$10.47$12.50$14.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SPCQ spot · $10.00SPCQ PRICE$0.32$0.37$0.42$0.51$0.59$0.68$0.80$1.03$1.25$1.48$1.69$1.90$2.50$2.51$3.14$3.30$3.63$4.25$4.62$5.72$7.88$10.48
Puts——
Calls——
Skew——
Implied moveBearish±$3.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.27766.6%52.3%
25Δ12.11162.8%24.3%8.25647.6%42.7%
30Δ11.55148.7%19.2%
35Δ11.03134.7%14.5%
40Δ10.75132.0%12.5%
45Δ10.48130.0%10.7%11.15413.1%20.0%
50Δ10.21128.0%8.9%11.66380.1%16.4%
55Δ9.94129.1%7.4%12.29359.4%13.3%
60Δ9.64141.1%6.7%13.12358.4%11.3%
65Δ9.35153.1%6.0%13.71339.6%9.1%
70Δ9.06165.1%5.4%14.97351.4%7.5%
75Δ8.74163.9%4.4%17.25387.3%6.4%
80Δ8.42159.4%3.2%19.98412.7%5.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.27
IV
766.6%
B/E move
52.3%

25Δ

Calls
Pseudo strike
12.11
IV
162.8%
B/E move
24.3%
Puts
Pseudo strike
8.25
IV
647.6%
B/E move
42.7%

30Δ

Calls
Pseudo strike
11.55
IV
148.7%
B/E move
19.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.03
IV
134.7%
B/E move
14.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
10.75
IV
132.0%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.48
IV
130.0%
B/E move
10.7%
Puts
Pseudo strike
11.15
IV
413.1%
B/E move
20.0%

50Δ

Calls
Pseudo strike
10.21
IV
128.0%
B/E move
8.9%
Puts
Pseudo strike
11.66
IV
380.1%
B/E move
16.4%

55Δ

Calls
Pseudo strike
9.94
IV
129.1%
B/E move
7.4%
Puts
Pseudo strike
12.29
IV
359.4%
B/E move
13.3%

60Δ

Calls
Pseudo strike
9.64
IV
141.1%
B/E move
6.7%
Puts
Pseudo strike
13.12
IV
358.4%
B/E move
11.3%

65Δ

Calls
Pseudo strike
9.35
IV
153.1%
B/E move
6.0%
Puts
Pseudo strike
13.71
IV
339.6%
B/E move
9.1%

70Δ

Calls
Pseudo strike
9.06
IV
165.1%
B/E move
5.4%
Puts
Pseudo strike
14.97
IV
351.4%
B/E move
7.5%

75Δ

Calls
Pseudo strike
8.74
IV
163.9%
B/E move
4.4%
Puts
Pseudo strike
17.25
IV
387.3%
B/E move
6.4%

80Δ

Calls
Pseudo strike
8.42
IV
159.4%
B/E move
3.2%
Puts
Pseudo strike
19.98
IV
412.7%
B/E move
5.0%

Options history

IV · four-Friday blend130.06%
Daily EOD
SPCQ129.9%130.1%130.2%2026-10-21: 130.06%Oct 21
1 observations2026-10-21 — 2026-10-21
Table
DateIV (%)
130.06%