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Listed Funds Trust Spear Alpha ETF SPRX

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Market datapartial · fetched 2026-10-22T14:52:46.417Z

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 · 2026-10-22T14:52:16.612586073Z

FundamentalsAlpha Vantage · unavailable

Share price$37.77
1D-1.9%
$37.62$37.95$38.28$38.61$38.945:30 AM6:30 AM9:00 AM1:00 PMSPRX
Sold putSold call

Listed Funds Trust Spear Alpha ETF options

Live interpolated SPRX call and put midpoint premiums by absolute delta.Listed Funds Trust Spear Alpha ETF$0.81$2.08$3.34$4.61$5.88$26.13$33.62$41.12$48.61$56.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPRX spot · $37.77SPRX PRICE$0.94$1.13$1.31$1.50$1.84$2.24$2.65$3.07$3.56$4.20$4.91$2.00$2.33$2.69$3.08$3.53$4.00$4.50$5.01$5.51
PutsCheap0.67×
CallsExpensive1.18×
SkewBullish-18.54 pp
Implied moveBalanced±$5.34
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.0790.7%32.4%
25Δ46.6282.7%26.4%
30Δ44.1874.6%20.4%
35Δ41.7366.6%14.4%
40Δ40.3865.5%11.8%36.8259.7%7.8%
45Δ39.4967.2%10.5%37.6158.3%6.6%
50Δ38.6069.0%9.2%38.3756.9%5.5%
55Δ37.6970.2%7.9%39.1355.8%4.6%
60Δ36.7470.7%6.7%39.8955.2%3.7%
65Δ35.7472.7%5.7%40.6554.0%3.0%
70Δ34.6774.3%4.8%41.4052.5%2.3%
75Δ42.1550.7%1.7%
80Δ42.8748.2%1.1%

20Δ

Calls
Pseudo strike
49.07
IV
90.7%
B/E move
32.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
46.62
IV
82.7%
B/E move
26.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
44.18
IV
74.6%
B/E move
20.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
41.73
IV
66.6%
B/E move
14.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
40.38
IV
65.5%
B/E move
11.8%
Puts
Pseudo strike
36.82
IV
59.7%
B/E move
7.8%

45Δ

Calls
Pseudo strike
39.49
IV
67.2%
B/E move
10.5%
Puts
Pseudo strike
37.61
IV
58.3%
B/E move
6.6%

50Δ

Calls
Pseudo strike
38.60
IV
69.0%
B/E move
9.2%
Puts
Pseudo strike
38.37
IV
56.9%
B/E move
5.5%

55Δ

Calls
Pseudo strike
37.69
IV
70.2%
B/E move
7.9%
Puts
Pseudo strike
39.13
IV
55.8%
B/E move
4.6%

60Δ

Calls
Pseudo strike
36.74
IV
70.7%
B/E move
6.7%
Puts
Pseudo strike
39.89
IV
55.2%
B/E move
3.7%

65Δ

Calls
Pseudo strike
35.74
IV
72.7%
B/E move
5.7%
Puts
Pseudo strike
40.65
IV
54.0%
B/E move
3.0%

70Δ

Calls
Pseudo strike
34.67
IV
74.3%
B/E move
4.8%
Puts
Pseudo strike
41.40
IV
52.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.15
IV
50.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.87
IV
48.2%
B/E move
1.1%

Options history

No recorded observations