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Defiance Daily Target 2X Short SPCX ETF SPCQ

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Market datapartial · fetched 2026-10-22T23:52:02.828Z

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 · 2026-10-22T23:36:52.479820719Z

FundamentalsAlpha Vantage · unavailable

Share price$10.17
1D+10.3%
AH$9.21$9.55$9.89$10.23$10.575:30 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$0.00$3.02$6.04$9.06$12.08$1.66$4.92$8.18$11.44$14.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCQ spot · $10.17SPCQ PRICE$0.33$0.42$0.52$0.62$0.78$0.93$1.10$1.27$1.45$1.65$1.86$2.19$2.55$2.51$2.60$2.52$2.06$2.10$3.33$3.56$4.57$5.16$7.41$11.21
PutsExpensive1.94×
CallsExpensive1.08×
SkewBearish+139.07 pp
Implied moveBearish±$4.66
TiltBearish50.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.40120.3%44.8%7.44402.6%51.6%
25Δ13.41115.1%36.1%8.43340.5%42.7%
30Δ12.68111.9%29.8%9.18285.9%34.5%
35Δ12.02108.0%24.3%9.61217.7%25.8%
40Δ11.60110.8%21.7%10.29179.7%19.5%
45Δ11.18113.8%19.1%11.45223.3%20.2%
50Δ10.76115.1%16.6%12.07205.3%16.4%
55Δ10.33115.1%14.0%13.25216.1%14.6%
60Δ9.91114.8%11.6%14.12209.9%11.9%
65Δ9.49113.9%9.6%16.48236.8%10.8%
70Δ9.08113.0%7.6%20.41271.6%9.5%
75Δ8.60116.3%6.1%
80Δ8.11120.6%4.8%

20Δ

Calls
Pseudo strike
14.40
IV
120.3%
B/E move
44.8%
Puts
Pseudo strike
7.44
IV
402.6%
B/E move
51.6%

25Δ

Calls
Pseudo strike
13.41
IV
115.1%
B/E move
36.1%
Puts
Pseudo strike
8.43
IV
340.5%
B/E move
42.7%

30Δ

Calls
Pseudo strike
12.68
IV
111.9%
B/E move
29.8%
Puts
Pseudo strike
9.18
IV
285.9%
B/E move
34.5%

35Δ

Calls
Pseudo strike
12.02
IV
108.0%
B/E move
24.3%
Puts
Pseudo strike
9.61
IV
217.7%
B/E move
25.8%

40Δ

Calls
Pseudo strike
11.60
IV
110.8%
B/E move
21.7%
Puts
Pseudo strike
10.29
IV
179.7%
B/E move
19.5%

45Δ

Calls
Pseudo strike
11.18
IV
113.8%
B/E move
19.1%
Puts
Pseudo strike
11.45
IV
223.3%
B/E move
20.2%

50Δ

Calls
Pseudo strike
10.76
IV
115.1%
B/E move
16.6%
Puts
Pseudo strike
12.07
IV
205.3%
B/E move
16.4%

55Δ

Calls
Pseudo strike
10.33
IV
115.1%
B/E move
14.0%
Puts
Pseudo strike
13.25
IV
216.1%
B/E move
14.6%

60Δ

Calls
Pseudo strike
9.91
IV
114.8%
B/E move
11.6%
Puts
Pseudo strike
14.12
IV
209.9%
B/E move
11.9%

65Δ

Calls
Pseudo strike
9.49
IV
113.9%
B/E move
9.6%
Puts
Pseudo strike
16.48
IV
236.8%
B/E move
10.8%

70Δ

Calls
Pseudo strike
9.08
IV
113.0%
B/E move
7.6%
Puts
Pseudo strike
20.41
IV
271.6%
B/E move
9.5%

75Δ

Calls
Pseudo strike
8.60
IV
116.3%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.11
IV
120.6%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations