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Space Exploration Technologies Corp. Class A Common Stock SPCX

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-10-21T17:48:06.350Z

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

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 · 2026-10-21T17:48:05.428168215Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:05.587673+00:00

Share price$158.45
1D-1.6%
$158$160$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$0.73$3.26$5.79$8.32$10.85$140.11$148.94$157.77$166.60$175.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCX spot · $158.45SPCX PRICE$1.01$1.33$1.70$2.08$2.52$2.97$3.52$4.07$4.75$5.44$6.35$7.34$8.71$1.08$1.42$1.81$2.22$2.70$3.18$3.76$4.34$5.09$5.87$6.86$7.96$10.12
PutsFair0.99×
CallsCheap0.69×
SkewNeutral+0.24 pp
Implied moveBearish±$7.28
TiltBearish4.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ166.7978.6%5.9%150.9980.0%5.4%
25Δ165.0778.0%5.0%152.6478.7%4.6%
30Δ163.6777.7%4.4%153.9778.0%4.0%
35Δ162.3177.4%3.7%155.2777.5%3.4%
40Δ161.1077.3%3.3%156.4577.4%3.0%
45Δ159.9077.2%2.8%157.6277.2%2.5%
50Δ158.7677.2%2.4%158.7576.9%2.2%
55Δ157.6277.3%2.0%159.8876.6%1.8%
60Δ156.4577.4%1.7%161.0876.8%1.6%
65Δ155.2777.5%1.4%162.2977.1%1.3%
70Δ153.9578.3%1.2%163.6677.6%1.0%
75Δ152.5979.4%0.9%165.1278.5%0.8%
80Δ150.8881.2%0.7%167.5385.7%0.7%

20Δ

Calls
Pseudo strike
166.79
IV
78.6%
B/E move
5.9%
Puts
Pseudo strike
150.99
IV
80.0%
B/E move
5.4%

25Δ

Calls
Pseudo strike
165.07
IV
78.0%
B/E move
5.0%
Puts
Pseudo strike
152.64
IV
78.7%
B/E move
4.6%

30Δ

Calls
Pseudo strike
163.67
IV
77.7%
B/E move
4.4%
Puts
Pseudo strike
153.97
IV
78.0%
B/E move
4.0%

35Δ

Calls
Pseudo strike
162.31
IV
77.4%
B/E move
3.7%
Puts
Pseudo strike
155.27
IV
77.5%
B/E move
3.4%

40Δ

Calls
Pseudo strike
161.10
IV
77.3%
B/E move
3.3%
Puts
Pseudo strike
156.45
IV
77.4%
B/E move
3.0%

45Δ

Calls
Pseudo strike
159.90
IV
77.2%
B/E move
2.8%
Puts
Pseudo strike
157.62
IV
77.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
158.76
IV
77.2%
B/E move
2.4%
Puts
Pseudo strike
158.75
IV
76.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
157.62
IV
77.3%
B/E move
2.0%
Puts
Pseudo strike
159.88
IV
76.6%
B/E move
1.8%

60Δ

Calls
Pseudo strike
156.45
IV
77.4%
B/E move
1.7%
Puts
Pseudo strike
161.08
IV
76.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
155.27
IV
77.5%
B/E move
1.4%
Puts
Pseudo strike
162.29
IV
77.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
153.95
IV
78.3%
B/E move
1.2%
Puts
Pseudo strike
163.66
IV
77.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
152.59
IV
79.4%
B/E move
0.9%
Puts
Pseudo strike
165.12
IV
78.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
150.88
IV
81.2%
B/E move
0.7%
Puts
Pseudo strike
167.53
IV
85.7%
B/E move
0.7%

Options history

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