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Defiance Daily Target 2X Long SPCX ETF SPCU

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Market datapartial · fetched 2026-10-22T19:59:54.912Z

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 · 2026-10-22T19:59:52.002240153Z

FundamentalsAlpha Vantage · unavailable

Share price$11.76
1D-14.0%
$11.46$12.03$12.60$13.18$13.755:30 AM6:30 AM9:00 AM1:00 PMSPCU
Sold putSold call

Defiance Daily Target 2X Long SPCX ETF options

Live interpolated SPCU call and put midpoint premiums by absolute delta.Defiance Daily Target 2X Long SPCX ETF$0.27$1.34$2.41$3.49$4.56$7.12$10.10$13.08$16.06$19.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCU spot · $11.76SPCU PRICE$0.38$0.52$0.50$0.66$0.81$0.94$1.05$1.23$1.49$1.75$1.98$2.21$2.70$0.60$0.71$0.78$0.85$1.06$1.28$1.54$1.82$2.19$2.81$3.46$3.93$4.25
PutsFair1.01×
CallsCheap0.86×
SkewBearish+3.64 pp
Implied moveBearish±$2.58
TiltBearish21.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.22124.8%49.7%9.19135.0%27.0%
25Δ15.91124.4%39.7%9.93120.7%21.6%
30Δ13.8387.6%21.9%10.50106.0%17.3%
35Δ13.4993.0%20.3%11.0492.7%13.3%
40Δ13.1498.4%18.6%11.4393.9%11.8%
45Δ12.7297.7%16.1%11.8395.1%10.3%
50Δ12.2392.5%12.9%12.2595.9%8.9%
55Δ11.7992.8%10.8%12.6896.4%7.6%
60Δ11.4098.1%9.6%13.1999.1%6.5%
65Δ11.00103.3%8.4%13.90107.5%5.7%
70Δ10.58101.3%6.8%14.66112.2%4.8%
75Δ10.1699.3%5.2%15.26109.9%3.7%
80Δ9.55106.7%4.1%15.71102.9%2.5%

20Δ

Calls
Pseudo strike
17.22
IV
124.8%
B/E move
49.7%
Puts
Pseudo strike
9.19
IV
135.0%
B/E move
27.0%

25Δ

Calls
Pseudo strike
15.91
IV
124.4%
B/E move
39.7%
Puts
Pseudo strike
9.93
IV
120.7%
B/E move
21.6%

30Δ

Calls
Pseudo strike
13.83
IV
87.6%
B/E move
21.9%
Puts
Pseudo strike
10.50
IV
106.0%
B/E move
17.3%

35Δ

Calls
Pseudo strike
13.49
IV
93.0%
B/E move
20.3%
Puts
Pseudo strike
11.04
IV
92.7%
B/E move
13.3%

40Δ

Calls
Pseudo strike
13.14
IV
98.4%
B/E move
18.6%
Puts
Pseudo strike
11.43
IV
93.9%
B/E move
11.8%

45Δ

Calls
Pseudo strike
12.72
IV
97.7%
B/E move
16.1%
Puts
Pseudo strike
11.83
IV
95.1%
B/E move
10.3%

50Δ

Calls
Pseudo strike
12.23
IV
92.5%
B/E move
12.9%
Puts
Pseudo strike
12.25
IV
95.9%
B/E move
8.9%

55Δ

Calls
Pseudo strike
11.79
IV
92.8%
B/E move
10.8%
Puts
Pseudo strike
12.68
IV
96.4%
B/E move
7.6%

60Δ

Calls
Pseudo strike
11.40
IV
98.1%
B/E move
9.6%
Puts
Pseudo strike
13.19
IV
99.1%
B/E move
6.5%

65Δ

Calls
Pseudo strike
11.00
IV
103.3%
B/E move
8.4%
Puts
Pseudo strike
13.90
IV
107.5%
B/E move
5.7%

70Δ

Calls
Pseudo strike
10.58
IV
101.3%
B/E move
6.8%
Puts
Pseudo strike
14.66
IV
112.2%
B/E move
4.8%

75Δ

Calls
Pseudo strike
10.16
IV
99.3%
B/E move
5.2%
Puts
Pseudo strike
15.26
IV
109.9%
B/E move
3.7%

80Δ

Calls
Pseudo strike
9.55
IV
106.7%
B/E move
4.1%
Puts
Pseudo strike
15.71
IV
102.9%
B/E move
2.5%

Options history

No recorded observations