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Defiance Daily Target 2X Long SPCX ETF SPCU

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Market datapartial · fetched 2026-10-22T22:56:48.451Z

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 · 2026-10-22T22:55:09.227780923Z

FundamentalsAlpha Vantage · unavailable

Share price$12.18
1D-12.2%
AH$11.52$12.07$12.63$13.19$13.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPCU
Sold putSold callAH

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$0.13$2.41$4.68$6.96$9.23$6.64$9.75$12.86$15.98$19.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCU spot · $12.18SPCU PRICE$0.38$0.42$0.44$0.59$0.74$0.88$0.97$1.06$1.21$1.44$1.66$1.84$1.98$0.64$0.75$0.82$1.04$1.30$1.60$1.94$2.53$3.26$3.91$4.36$6.25$8.58
PutsExpensive1.22×
CallsCheap0.69×
SkewBearish+44.52 pp
Implied moveBearish±$2.91
TiltBearish46.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.48118.9%46.6%9.46138.8%27.6%
25Δ15.1994.0%28.2%10.24122.9%22.1%
30Δ13.9675.0%18.2%10.91106.2%17.1%
35Δ13.6379.0%16.8%11.40106.1%15.0%
40Δ13.3183.1%15.3%11.86108.7%13.3%
45Δ12.9886.7%13.8%12.35111.2%11.8%
50Δ12.5981.2%11.3%12.87113.5%10.3%
55Δ12.2075.7%8.8%13.58122.7%9.3%
60Δ11.8374.0%7.1%14.42132.4%8.3%
65Δ11.4876.3%6.1%15.23135.6%7.1%
70Δ11.1378.6%5.1%15.87130.9%5.5%
75Δ10.8475.8%4.1%17.86150.7%4.7%
80Δ10.5769.8%3.1%20.31167.2%3.7%

20Δ

Calls
Pseudo strike
17.48
IV
118.9%
B/E move
46.6%
Puts
Pseudo strike
9.46
IV
138.8%
B/E move
27.6%

25Δ

Calls
Pseudo strike
15.19
IV
94.0%
B/E move
28.2%
Puts
Pseudo strike
10.24
IV
122.9%
B/E move
22.1%

30Δ

Calls
Pseudo strike
13.96
IV
75.0%
B/E move
18.2%
Puts
Pseudo strike
10.91
IV
106.2%
B/E move
17.1%

35Δ

Calls
Pseudo strike
13.63
IV
79.0%
B/E move
16.8%
Puts
Pseudo strike
11.40
IV
106.1%
B/E move
15.0%

40Δ

Calls
Pseudo strike
13.31
IV
83.1%
B/E move
15.3%
Puts
Pseudo strike
11.86
IV
108.7%
B/E move
13.3%

45Δ

Calls
Pseudo strike
12.98
IV
86.7%
B/E move
13.8%
Puts
Pseudo strike
12.35
IV
111.2%
B/E move
11.8%

50Δ

Calls
Pseudo strike
12.59
IV
81.2%
B/E move
11.3%
Puts
Pseudo strike
12.87
IV
113.5%
B/E move
10.3%

55Δ

Calls
Pseudo strike
12.20
IV
75.7%
B/E move
8.8%
Puts
Pseudo strike
13.58
IV
122.7%
B/E move
9.3%

60Δ

Calls
Pseudo strike
11.83
IV
74.0%
B/E move
7.1%
Puts
Pseudo strike
14.42
IV
132.4%
B/E move
8.3%

65Δ

Calls
Pseudo strike
11.48
IV
76.3%
B/E move
6.1%
Puts
Pseudo strike
15.23
IV
135.6%
B/E move
7.1%

70Δ

Calls
Pseudo strike
11.13
IV
78.6%
B/E move
5.1%
Puts
Pseudo strike
15.87
IV
130.9%
B/E move
5.5%

75Δ

Calls
Pseudo strike
10.84
IV
75.8%
B/E move
4.1%
Puts
Pseudo strike
17.86
IV
150.7%
B/E move
4.7%

80Δ

Calls
Pseudo strike
10.57
IV
69.8%
B/E move
3.1%
Puts
Pseudo strike
20.31
IV
167.2%
B/E move
3.7%

Options history

No recorded observations