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Defiance Daily Target 2X Long SPCX ETF SPCU

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Market datapartial · fetched 2026-10-22T23:28:16.626Z

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 · 2026-10-22T23:08:50.889835189Z

FundamentalsAlpha Vantage · unavailable

Share price$12.17
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$0.14$2.39$4.64$6.89$9.14$6.69$9.79$12.89$15.99$19.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCU spot · $12.17SPCU PRICE$0.38$0.42$0.45$0.59$0.74$0.88$0.97$1.06$1.22$1.45$1.67$1.85$2.00$0.64$0.75$0.81$1.04$1.29$1.59$1.93$2.51$3.23$3.89$4.34$5.30$8.49
PutsExpensive1.21×
CallsCheap0.69×
SkewBearish+42.43 pp
Implied moveBearish±$2.90
TiltBearish44.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.47119.2%46.7%9.46138.7%27.6%
25Δ15.1794.2%28.2%10.23122.9%22.0%
30Δ13.9575.4%18.3%10.90106.2%17.1%
35Δ13.6379.4%16.9%11.39105.8%15.0%
40Δ13.3183.5%15.4%11.84108.3%13.3%
45Δ12.9887.0%13.9%12.34110.7%11.7%
50Δ12.5881.5%11.4%12.85113.0%10.2%
55Δ12.1976.0%8.9%13.55121.8%9.2%
60Δ11.8274.6%7.1%14.39131.6%8.3%
65Δ11.4777.0%6.1%15.21135.2%7.0%
70Δ11.1279.4%5.1%15.84130.5%5.5%
75Δ10.8276.3%4.1%16.94134.6%4.3%
80Δ10.5570.5%3.1%20.22166.5%3.7%

20Δ

Calls
Pseudo strike
17.47
IV
119.2%
B/E move
46.7%
Puts
Pseudo strike
9.46
IV
138.7%
B/E move
27.6%

25Δ

Calls
Pseudo strike
15.17
IV
94.2%
B/E move
28.2%
Puts
Pseudo strike
10.23
IV
122.9%
B/E move
22.0%

30Δ

Calls
Pseudo strike
13.95
IV
75.4%
B/E move
18.3%
Puts
Pseudo strike
10.90
IV
106.2%
B/E move
17.1%

35Δ

Calls
Pseudo strike
13.63
IV
79.4%
B/E move
16.9%
Puts
Pseudo strike
11.39
IV
105.8%
B/E move
15.0%

40Δ

Calls
Pseudo strike
13.31
IV
83.5%
B/E move
15.4%
Puts
Pseudo strike
11.84
IV
108.3%
B/E move
13.3%

45Δ

Calls
Pseudo strike
12.98
IV
87.0%
B/E move
13.9%
Puts
Pseudo strike
12.34
IV
110.7%
B/E move
11.7%

50Δ

Calls
Pseudo strike
12.58
IV
81.5%
B/E move
11.4%
Puts
Pseudo strike
12.85
IV
113.0%
B/E move
10.2%

55Δ

Calls
Pseudo strike
12.19
IV
76.0%
B/E move
8.9%
Puts
Pseudo strike
13.55
IV
121.8%
B/E move
9.2%

60Δ

Calls
Pseudo strike
11.82
IV
74.6%
B/E move
7.1%
Puts
Pseudo strike
14.39
IV
131.6%
B/E move
8.3%

65Δ

Calls
Pseudo strike
11.47
IV
77.0%
B/E move
6.1%
Puts
Pseudo strike
15.21
IV
135.2%
B/E move
7.0%

70Δ

Calls
Pseudo strike
11.12
IV
79.4%
B/E move
5.1%
Puts
Pseudo strike
15.84
IV
130.5%
B/E move
5.5%

75Δ

Calls
Pseudo strike
10.82
IV
76.3%
B/E move
4.1%
Puts
Pseudo strike
16.94
IV
134.6%
B/E move
4.3%

80Δ

Calls
Pseudo strike
10.55
IV
70.5%
B/E move
3.1%
Puts
Pseudo strike
20.22
IV
166.5%
B/E move
3.7%

Options history

No recorded observations