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Defiance Daily Target 2X Short SPCX ETF SPCQ

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Market datapartial · fetched 2026-10-22T20:47:39.029Z

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 · 2026-10-22T20:47:29.796092152Z

FundamentalsAlpha Vantage · unavailable

Share price$10.28
1D+10.5%
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$0.08$2.41$4.74$7.07$9.40$1.47$4.78$8.09$11.40$14.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCQ spot · $10.28SPCQ PRICE$0.33$0.42$0.52$0.61$0.76$0.91$1.07$1.23$1.40$1.59$1.79$2.04$2.38$2.51$2.62$2.46$1.98$3.01$3.37$3.88$4.71$5.81$8.73
PutsExpensive1.99×
CallsFair1.03×
SkewBearish+151.32 pp
Implied moveBearish±$4.94
TiltBearish44.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.44117.8%43.7%7.51399.9%51.4%
25Δ13.45112.2%34.9%8.52339.5%42.6%
30Δ12.72108.9%28.8%9.23280.5%34.1%
35Δ12.08104.7%23.5%9.68209.1%25.1%
40Δ11.64106.5%20.6%10.88232.8%23.5%
45Δ11.24109.0%18.2%11.58223.3%20.2%
50Δ10.83110.3%15.7%12.42215.2%16.9%
55Δ10.42109.8%13.3%13.48218.8%14.7%
60Δ10.00109.2%10.9%14.80224.1%12.6%
65Δ9.61107.5%9.0%17.83258.6%11.5%
70Δ9.22105.7%7.1%
75Δ8.80105.6%5.5%
80Δ8.33107.9%4.3%

20Δ

Calls
Pseudo strike
14.44
IV
117.8%
B/E move
43.7%
Puts
Pseudo strike
7.51
IV
399.9%
B/E move
51.4%

25Δ

Calls
Pseudo strike
13.45
IV
112.2%
B/E move
34.9%
Puts
Pseudo strike
8.52
IV
339.5%
B/E move
42.6%

30Δ

Calls
Pseudo strike
12.72
IV
108.9%
B/E move
28.8%
Puts
Pseudo strike
9.23
IV
280.5%
B/E move
34.1%

35Δ

Calls
Pseudo strike
12.08
IV
104.7%
B/E move
23.5%
Puts
Pseudo strike
9.68
IV
209.1%
B/E move
25.1%

40Δ

Calls
Pseudo strike
11.64
IV
106.5%
B/E move
20.6%
Puts
Pseudo strike
10.88
IV
232.8%
B/E move
23.5%

45Δ

Calls
Pseudo strike
11.24
IV
109.0%
B/E move
18.2%
Puts
Pseudo strike
11.58
IV
223.3%
B/E move
20.2%

50Δ

Calls
Pseudo strike
10.83
IV
110.3%
B/E move
15.7%
Puts
Pseudo strike
12.42
IV
215.2%
B/E move
16.9%

55Δ

Calls
Pseudo strike
10.42
IV
109.8%
B/E move
13.3%
Puts
Pseudo strike
13.48
IV
218.8%
B/E move
14.7%

60Δ

Calls
Pseudo strike
10.00
IV
109.2%
B/E move
10.9%
Puts
Pseudo strike
14.80
IV
224.1%
B/E move
12.6%

65Δ

Calls
Pseudo strike
9.61
IV
107.5%
B/E move
9.0%
Puts
Pseudo strike
17.83
IV
258.6%
B/E move
11.5%

70Δ

Calls
Pseudo strike
9.22
IV
105.7%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.80
IV
105.6%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.33
IV
107.9%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations