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Defiance Daily Target 2X Long SPCX ETF SPCU

i

Market dataready · fetched 2026-11-12T01:51:14.110Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T01:00:06.871359678Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:42:49.869967+00:00

Share price$10.54
1D-6.1%
AH$10.41$10.65$10.89$11.13$11.375:30 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$0.19$0.96$1.73$2.50$3.28$7.32$9.04$10.76$12.47$14.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCU spot · $10.54SPCU PRICE$0.33$0.40$0.35$0.44$0.53$0.62$0.73$0.83$0.94$1.05$1.49$1.93$2.25$0.27$0.40$0.52$0.64$0.74$0.83$0.92$1.02$1.17$1.33$1.49$1.65$3.05
PutsCheap0.81×
CallsCheap0.77×
SkewBullish-14.19 pp
Implied moveBearish±$1.65
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.25194.1%38.3%9.06131.4%16.7%
25Δ13.46189.4%31.5%9.35135.2%15.1%
30Δ11.85118.9%15.8%9.63139.1%13.5%
35Δ11.57120.3%14.0%9.92143.0%11.9%
40Δ11.29121.8%12.2%10.19138.6%10.3%
45Δ11.02123.3%10.4%10.45131.3%8.7%
50Δ10.76121.5%9.0%10.71123.9%7.1%
55Δ10.51119.6%7.6%10.97116.6%5.5%
60Δ10.25117.7%6.2%11.22113.3%4.6%
65Δ10.00115.8%4.8%11.46110.5%3.8%
70Δ9.55143.4%4.7%11.71107.7%3.0%
75Δ9.10171.0%4.6%11.95104.9%2.2%
80Δ8.68174.3%3.7%13.35151.2%2.3%

20Δ

Calls
Pseudo strike
14.25
IV
194.1%
B/E move
38.3%
Puts
Pseudo strike
9.06
IV
131.4%
B/E move
16.7%

25Δ

Calls
Pseudo strike
13.46
IV
189.4%
B/E move
31.5%
Puts
Pseudo strike
9.35
IV
135.2%
B/E move
15.1%

30Δ

Calls
Pseudo strike
11.85
IV
118.9%
B/E move
15.8%
Puts
Pseudo strike
9.63
IV
139.1%
B/E move
13.5%

35Δ

Calls
Pseudo strike
11.57
IV
120.3%
B/E move
14.0%
Puts
Pseudo strike
9.92
IV
143.0%
B/E move
11.9%

40Δ

Calls
Pseudo strike
11.29
IV
121.8%
B/E move
12.2%
Puts
Pseudo strike
10.19
IV
138.6%
B/E move
10.3%

45Δ

Calls
Pseudo strike
11.02
IV
123.3%
B/E move
10.4%
Puts
Pseudo strike
10.45
IV
131.3%
B/E move
8.7%

50Δ

Calls
Pseudo strike
10.76
IV
121.5%
B/E move
9.0%
Puts
Pseudo strike
10.71
IV
123.9%
B/E move
7.1%

55Δ

Calls
Pseudo strike
10.51
IV
119.6%
B/E move
7.6%
Puts
Pseudo strike
10.97
IV
116.6%
B/E move
5.5%

60Δ

Calls
Pseudo strike
10.25
IV
117.7%
B/E move
6.2%
Puts
Pseudo strike
11.22
IV
113.3%
B/E move
4.6%

65Δ

Calls
Pseudo strike
10.00
IV
115.8%
B/E move
4.8%
Puts
Pseudo strike
11.46
IV
110.5%
B/E move
3.8%

70Δ

Calls
Pseudo strike
9.55
IV
143.4%
B/E move
4.7%
Puts
Pseudo strike
11.71
IV
107.7%
B/E move
3.0%

75Δ

Calls
Pseudo strike
9.10
IV
171.0%
B/E move
4.6%
Puts
Pseudo strike
11.95
IV
104.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
8.68
IV
174.3%
B/E move
3.7%
Puts
Pseudo strike
13.35
IV
151.2%
B/E move
2.3%

Options history

IV · four-Friday blend109.65%
Daily EOD
SPCU96.5%103.5%110.6%2026-10-19: 104.56%2026-10-20: 103.64%2026-10-21: 98.47%2026-10-22: 97.45%2026-10-23: 103.25%2026-10-26: 106.30%2026-10-27: 104.86%2026-10-28: 103.30%2026-10-29: 103.15%2026-10-30: 109.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
104.56%
103.64%
98.47%
97.45%
103.25%
106.30%
104.86%
103.30%
103.15%
109.65%