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Space Exploration Technologies Corp. Class A Common Stock SPCX

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-10-21T17:00:24.518Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:23.06606477Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:23.737605+00:00

Share price$162.60
1D+0.9%
$159$161$162$164$1665:30 AM6:30 AM9:00 AM1:00 PMSPCX
Sold putSold call

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$0.74$2.98$5.21$7.45$9.68$139.56$149.81$160.05$170.30$180.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCX spot · $162.60SPCX PRICE$0.99$1.31$1.66$2.06$2.48$2.98$3.49$4.08$4.70$5.42$6.24$7.21$8.37$1.05$1.39$1.78$2.19$2.65$3.16$3.70$4.34$5.00$5.83$6.68$7.73$9.04
PutsFair1.00×
CallsCheap0.66×
SkewBullish-0.43 pp
Implied moveBearish±$7.19
TiltBearish3.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ170.7275.0%5.6%155.3475.6%5.1%
25Δ169.1074.6%4.8%156.8375.1%4.4%
30Δ167.6474.3%4.1%158.1874.7%3.8%
35Δ166.3974.3%3.6%159.4174.4%3.3%
40Δ165.1674.4%3.1%160.6074.3%2.9%
45Δ164.0174.6%2.7%161.7374.2%2.5%
50Δ162.8774.8%2.3%162.8774.1%2.1%
55Δ161.7374.9%2.0%164.0074.1%1.8%
60Δ160.5874.9%1.7%165.1574.1%1.5%
65Δ159.4074.9%1.4%166.3874.2%1.3%
70Δ158.1675.0%1.1%167.6474.3%1.0%
75Δ156.8075.4%0.9%169.0474.0%0.8%
80Δ155.3076.1%0.7%170.6874.7%0.6%

20Δ

Calls
Pseudo strike
170.72
IV
75.0%
B/E move
5.6%
Puts
Pseudo strike
155.34
IV
75.6%
B/E move
5.1%

25Δ

Calls
Pseudo strike
169.10
IV
74.6%
B/E move
4.8%
Puts
Pseudo strike
156.83
IV
75.1%
B/E move
4.4%

30Δ

Calls
Pseudo strike
167.64
IV
74.3%
B/E move
4.1%
Puts
Pseudo strike
158.18
IV
74.7%
B/E move
3.8%

35Δ

Calls
Pseudo strike
166.39
IV
74.3%
B/E move
3.6%
Puts
Pseudo strike
159.41
IV
74.4%
B/E move
3.3%

40Δ

Calls
Pseudo strike
165.16
IV
74.4%
B/E move
3.1%
Puts
Pseudo strike
160.60
IV
74.3%
B/E move
2.9%

45Δ

Calls
Pseudo strike
164.01
IV
74.6%
B/E move
2.7%
Puts
Pseudo strike
161.73
IV
74.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
162.87
IV
74.8%
B/E move
2.3%
Puts
Pseudo strike
162.87
IV
74.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
161.73
IV
74.9%
B/E move
2.0%
Puts
Pseudo strike
164.00
IV
74.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
160.58
IV
74.9%
B/E move
1.7%
Puts
Pseudo strike
165.15
IV
74.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
159.40
IV
74.9%
B/E move
1.4%
Puts
Pseudo strike
166.38
IV
74.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
158.16
IV
75.0%
B/E move
1.1%
Puts
Pseudo strike
167.64
IV
74.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
156.80
IV
75.4%
B/E move
0.9%
Puts
Pseudo strike
169.04
IV
74.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
155.30
IV
76.1%
B/E move
0.7%
Puts
Pseudo strike
170.68
IV
74.7%
B/E move
0.6%

Options history

SPCX71.6274.4777.322026-10-19: 72.01%2026-10-20: 76.93%Oct 19Oct 20
Table
DateIV
72.01%
76.93%