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Defiance Daily Target 2X Short SPCX ETF SPCQ

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Market datapartial · fetched 2026-10-23T15:47:06.778Z

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 · 2026-10-23T15:46:57.563310909Z

FundamentalsAlpha Vantage · unavailable

Share price$9.98
1D+1.1%
$9.60$9.78$9.97$10.15$10.335:30 AM6:30 AM9:00 AM1:00 PMSPCQ
Sold putSold call

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$0.00$3.22$6.44$9.66$12.88$0.78$4.15$7.52$10.89$14.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCQ spot · $9.98SPCQ PRICE$0.32$0.39$0.49$0.60$0.73$0.85$0.93$1.02$1.19$1.36$1.53$1.74$1.96$2.52$2.58$2.78$3.00$3.21$3.43$3.66$4.94$6.97$10.42$11.95
PutsExpensive2.15×
CallsCheap0.94×
SkewBearish+184.17 pp
Implied moveBearish±$4.60
TiltBearish61.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.06120.8%44.1%7.28421.2%52.3%
25Δ12.88109.8%33.0%8.30347.8%42.8%
30Δ12.25107.2%27.6%9.20308.8%35.7%
35Δ11.74107.0%23.7%10.02278.9%29.8%
40Δ11.31108.2%20.7%10.71254.9%24.9%
45Δ10.88107.2%17.5%11.36234.2%20.6%
50Δ10.45100.2%14.1%11.97216.0%16.8%
55Δ10.0293.2%10.7%13.41232.7%15.1%
60Δ9.6992.7%9.0%15.57258.6%13.8%
65Δ9.3792.5%7.5%19.16293.9%12.4%
70Δ9.0492.4%5.9%20.95287.3%9.8%
75Δ8.7190.5%4.7%
80Δ8.3788.3%3.5%

20Δ

Calls
Pseudo strike
14.06
IV
120.8%
B/E move
44.1%
Puts
Pseudo strike
7.28
IV
421.2%
B/E move
52.3%

25Δ

Calls
Pseudo strike
12.88
IV
109.8%
B/E move
33.0%
Puts
Pseudo strike
8.30
IV
347.8%
B/E move
42.8%

30Δ

Calls
Pseudo strike
12.25
IV
107.2%
B/E move
27.6%
Puts
Pseudo strike
9.20
IV
308.8%
B/E move
35.7%

35Δ

Calls
Pseudo strike
11.74
IV
107.0%
B/E move
23.7%
Puts
Pseudo strike
10.02
IV
278.9%
B/E move
29.8%

40Δ

Calls
Pseudo strike
11.31
IV
108.2%
B/E move
20.7%
Puts
Pseudo strike
10.71
IV
254.9%
B/E move
24.9%

45Δ

Calls
Pseudo strike
10.88
IV
107.2%
B/E move
17.5%
Puts
Pseudo strike
11.36
IV
234.2%
B/E move
20.6%

50Δ

Calls
Pseudo strike
10.45
IV
100.2%
B/E move
14.1%
Puts
Pseudo strike
11.97
IV
216.0%
B/E move
16.8%

55Δ

Calls
Pseudo strike
10.02
IV
93.2%
B/E move
10.7%
Puts
Pseudo strike
13.41
IV
232.7%
B/E move
15.1%

60Δ

Calls
Pseudo strike
9.69
IV
92.7%
B/E move
9.0%
Puts
Pseudo strike
15.57
IV
258.6%
B/E move
13.8%

65Δ

Calls
Pseudo strike
9.37
IV
92.5%
B/E move
7.5%
Puts
Pseudo strike
19.16
IV
293.9%
B/E move
12.4%

70Δ

Calls
Pseudo strike
9.04
IV
92.4%
B/E move
5.9%
Puts
Pseudo strike
20.95
IV
287.3%
B/E move
9.8%

75Δ

Calls
Pseudo strike
8.71
IV
90.5%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.37
IV
88.3%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations