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Space Exploration Technologies Corp. Class A Common Stock SPCX

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-11T04:14:57.673Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-11T00:59:57.771503411Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-09T00:26:16.897046+00:00

NewsAlpha Vantage · collected 2026-11-09T23:53:06.127238+00:00

Earnings observationsAlpha Vantage · collected 2026-11-09T23:52:30.189180+00:00

Share price$144.10
1D+4.0%
AH$137$139$141$143$1455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPCX
Sold putSold callAH

Space Exploration Technologies Corp. Class A Common Stock options

Live interpolated SPCX call and put midpoint premiums by absolute delta.Space Exploration Technologies Corp. Class A Common Stock$0.57$3.83$7.08$10.33$13.58$132.95$138.82$144.70$150.58$156.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SPCX spot · $144.10SPCX PRICE$0.93$1.22$1.55$1.91$2.30$2.72$3.18$3.68$4.22$4.78$5.47$6.08$6.77$1.24$1.65$2.09$2.59$3.14$3.76$4.48$5.21$6.20$7.35$9.47$12.65
Puts——
CallsCheap0.77×
Skew——
Implied moveBearish±$7.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ151.7864.8%6.0%135.7582.1%6.7%
25Δ150.2264.5%5.1%137.5281.2%5.7%
30Δ148.8864.4%4.4%139.0880.8%4.9%
35Δ147.6664.1%3.8%140.5080.8%4.3%
40Δ146.5263.7%3.3%141.8780.9%3.7%
45Δ145.4363.5%2.8%143.2081.1%3.2%
50Δ144.3863.1%2.4%144.5482.0%2.8%
55Δ143.3562.7%2.0%145.8981.7%2.4%
60Δ142.3262.3%1.7%147.3683.5%2.0%
65Δ141.3161.2%1.4%148.9785.7%1.7%
70Δ140.2460.9%1.1%151.3794.4%1.5%
75Δ139.2558.8%0.9%154.78108.4%1.4%
80Δ138.2256.7%0.6%

20Δ

Calls
Pseudo strike
151.78
IV
64.8%
B/E move
6.0%
Puts
Pseudo strike
135.75
IV
82.1%
B/E move
6.7%

25Δ

Calls
Pseudo strike
150.22
IV
64.5%
B/E move
5.1%
Puts
Pseudo strike
137.52
IV
81.2%
B/E move
5.7%

30Δ

Calls
Pseudo strike
148.88
IV
64.4%
B/E move
4.4%
Puts
Pseudo strike
139.08
IV
80.8%
B/E move
4.9%

35Δ

Calls
Pseudo strike
147.66
IV
64.1%
B/E move
3.8%
Puts
Pseudo strike
140.50
IV
80.8%
B/E move
4.3%

40Δ

Calls
Pseudo strike
146.52
IV
63.7%
B/E move
3.3%
Puts
Pseudo strike
141.87
IV
80.9%
B/E move
3.7%

45Δ

Calls
Pseudo strike
145.43
IV
63.5%
B/E move
2.8%
Puts
Pseudo strike
143.20
IV
81.1%
B/E move
3.2%

50Δ

Calls
Pseudo strike
144.38
IV
63.1%
B/E move
2.4%
Puts
Pseudo strike
144.54
IV
82.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
143.35
IV
62.7%
B/E move
2.0%
Puts
Pseudo strike
145.89
IV
81.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
142.32
IV
62.3%
B/E move
1.7%
Puts
Pseudo strike
147.36
IV
83.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
141.31
IV
61.2%
B/E move
1.4%
Puts
Pseudo strike
148.97
IV
85.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
140.24
IV
60.9%
B/E move
1.1%
Puts
Pseudo strike
151.37
IV
94.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
139.25
IV
58.8%
B/E move
0.9%
Puts
Pseudo strike
154.78
IV
108.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
138.22
IV
56.7%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend64.59%
Daily close
SPCX39.1%60.9%82.7%2026-08-12: 79.71%2026-08-13: 71.45%2026-08-14: 63.09%2026-08-17: 68.98%2026-08-18: 67.24%2026-08-19: 65.66%2026-08-20: 65.16%2026-08-21: 57.61%2026-08-24: 59.66%2026-08-25: 57.07%2026-08-26: 56.79%2026-08-27: 50.09%2026-08-28: 47.00%2026-08-31: 50.22%2026-09-01: 49.30%2026-09-02: 47.51%2026-09-03: 53.19%2026-09-04: 48.11%2026-09-08: 58.26%2026-09-09: 55.19%2026-09-10: 56.63%2026-09-11: 49.86%2026-09-14: 53.57%2026-09-15: 54.86%2026-09-16: 57.49%2026-09-17: 51.51%2026-09-18: 47.65%2026-09-21: 51.97%2026-09-22: 50.68%2026-09-23: 50.05%2026-09-24: 46.83%2026-09-25: 44.88%2026-09-28: 47.32%2026-09-29: 46.30%2026-09-30: 43.67%2026-10-01: 42.51%2026-10-02: 42.15%2026-10-05: 49.64%2026-10-06: 47.31%2026-10-07: 46.00%2026-10-08: 46.75%2026-10-09: 44.81%2026-10-12: 47.04%2026-10-13: 48.16%2026-10-14: 51.56%2026-10-15: 55.26%2026-10-16: 66.27%2026-10-19: 72.13%2026-10-20: 77.83%2026-10-21: 58.75%2026-10-22: 63.19%2026-10-23: 53.08%2026-10-26: 53.89%2026-10-27: 52.44%2026-10-28: 53.36%2026-10-29: 51.93%2026-10-30: 57.02%2026-11-03: 65.17%2026-11-06: 64.95%2026-11-09: 62.94%2026-11-10: 64.59%Aug 12Sep 24Nov 10
61 observations2026-08-12 — 2026-11-10
Table
DateIV (%)
79.71%
71.45%
63.09%
68.98%
67.24%
65.66%
65.16%
57.61%
59.66%
57.07%
56.79%
50.09%
47.00%
50.22%
49.30%
47.51%
53.19%
48.11%
58.26%
55.19%
56.63%
49.86%
53.57%
54.86%
57.49%
51.51%
47.65%
51.97%
50.68%
50.05%
46.83%
44.88%
47.32%
46.30%
43.67%
42.51%
42.15%
49.64%
47.31%
46.00%
46.75%
44.81%
47.04%
48.16%
51.56%
55.26%
66.27%
72.13%
77.83%
58.75%
63.19%
53.08%
53.89%
52.44%
53.36%
51.93%
57.02%
65.17%
64.95%
62.94%
64.59%

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